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simoncs
321
simoncs 2014.04.09 23:22 
Hi
I am running an ea on a vps. The trace from vps to the broker reports about 70ms.

I included the below code into my EA to check latency and slippage. The first time the ea traded it reported 375ms, which is about what I was getting at home, about 15000 km away from the brokers server.

Could this code not be reflecting what I am trying to check, or could it be an issue with the vps? I have spoken to the vps provider and they can't see any issue.
int OpenSellOrder(double LotSize,double SL,double TP,string commt="Sell Order")
{
while(IsTradeContextBusy()) Sleep(10);
double requestedPrice = MarketInfo(Symbol(), MODE_BID);
int orderStartPointInTime = GetTickCount();
RefreshRates();
// Place Buy Order
SellTicket=OrderSend(Symbol(),OP_SELL,LotSize,requestedPrice,Slippage*pips2points,(SL()+pips2dbl+Spread()),(TP()-pips2dbl-Spread()),commt+MagicNumber,MagicNumber,0,Red);
OrderOpened=true;
int orderExecutionDurationInMs = GetTickCount() - orderStartPointInTime;
if (OrderSelect(BuyTicket, SELECT_BY_TICKET)) {
double slippageIncurred = requestedPrice - OrderOpenPrice();

Print(StringConcatenate("Execution duration = ", orderExecutionDurationInMs, "ms,Slippage = ", DoubleToStr(slippageIncurred * 10000, 1), "pips"));
} 
Alain Verleyen
Moderator
28556
Alain Verleyen 2014.04.10 00:01  

Hello,

Please use the SRC button when you post code. Thank you.



simoncs
321
simoncs 2014.04.10 01:00  
angevoyageur:

Hello,

Please use the SRC button when you post code. Thank you.

sorry - originally posted via my phone, which doesn't have this option
Alain Verleyen
Moderator
28556
Alain Verleyen 2014.04.10 08:15  
simoncs:
Hi
I am running an ea on a vps. The trace from vps to the broker reports about 70ms.

I included the below code into my EA to check latency and slippage. The first time the ea traded it reported 375ms, which is about what I was getting at home, about 15000 km away from the brokers server.

Could this code not be reflecting what I am trying to check, or could it be an issue with the vps? I have spoken to the vps provider and they can't see any issue.
Are you sure RefreshRates() is needed ? If yes, you have to execute it before your start counter. Not sure what can be the impact though.
simoncs
321
simoncs 2014.04.10 11:31  
angevoyageur:
Are you sure RefreshRates() is needed ? If yes, you have to execute it before your start counter. Not sure what can be the impact though.


Possibly not. it was here before i added the latency check code. I will comment it out and see if that makes a difference.
eric
71
eric 2014.04.11 14:24  

I use the code below, but I think the speed is the time for order to go, to be filled and to come back from broker

That's why I get between 300 and 3000ms results. My server is only at 1ms from broker server.

tick=GetTickCount();
ticket=OrderSend(Symbol(),OP_SELL,lotshort,BID,Slippage,stop,takeprofit,EANAME,MAGIC,0,Red);
speed=GetTickCount()-tick;
simoncs
321
simoncs 2014.04.11 21:23  
kissandfly:

I use the code below, but I think the speed is the time for order to go, to be filled and to come back from broker

That's why I get between 300 and 3000ms results. My server is only at 1ms from broker server.


interesting, thanks.

my concern was also that i was getting the same times from home. If what you say is correct, then it almost looks like it vps has less impact from a slippage point of view, and is more to do with the brokers processing time.

SYED NAUFAL GADDAFI
1401
SYED NAUFAL GADDAFI 2014.04.12 01:29  
Yes. It is brokers processing speed. If you don't notice, try doing trade 8 hours apart. You will see there are trades that opened real fast while there might be times when trades opened after quite some time.
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