Improving trading systems...

[Deleted]  

Hi, just thought id add a note on how you can improve your trading systems...

I think it's best to put the OrderClose and OrderSend functions in a critical section - ie. lock them when they are being executed as, in general, they can take longer to execute.

Here's how to add a critical section to your code; it's mutual exclusion:

bool is_locked = false;

void lock(){

is_locked = true;

}

void unlock(){

is_locked = false;

}

bool isLocked(){

return (is_locked);

}

[/PHP]

Then to use it, just do the following:

[PHP]

if(isLocked() != true){

lock();

OrderSend(....);

unlock();

}

Many of you will find that this improves backtesting results. And it's good practice for critical sections, especially for live trade. Hope it helps!

TraderDavid.

[Deleted]  

btw...

btw... you can use the locks on any section you think is critical - not just ordersend, etc.

any section which should execute atomicly should be locked executed, then unlocked - to ensure it executes as a whole before being interfered with again.

traderdavid.