MT5 and speed in action - page 36

 
prostotrader:

Different robots, but all built roughly according to the same scheme.

There are 42 jobs in one terminal at the same time, and on three, 126 is about 400 characters

And nothing slows down.

20 trading symbols. At any given time there are > 60 open positions and the same number of pending orders. Modification of something may happen several times a second, or nothing may happen for minutes.

To avoid missing ticks, they are taken via CopyTicks from the previous to the current moment of call. To avoid problems with lost history, it is analysed. In particular, only new orders/transactions are analyzed for validity. Market orders are not used.


This scheme holds any failures of the terminal, lags, etc. And gives a very high level of matching with the Tester.

Most likely you haven't analysed, possible data misses. All in all, a different scheme.

 
fxsaber:

20 trading symbols. There are > 60 open positions and the same number of pending orders at any one time. Modification of something may happen several times a second, or nothing may happen for minutes.

To avoid missing ticks, they are taken via CopyTicks from the previous to the current moment of call. To avoid problems with lost history, it is analysed. In particular, only new orders/transactions are analyzed for validity. Market orders are not used.


This scheme holds any failures of the terminal, lags, etc. And gives a very high level of matching with the Tester.

Most likely you haven't analysed, possible data misses. All in all, a different scheme.

Can I ask you a question. I understand correctly, the execution of orders is more accurate than that of market orders?

 
Valeriy Yastremskiy:

Let me ask you a question. Am I correct in assuming that the execution of orders is more accurate than that of market orders?

Limit and Take orders (depends on the broker) are executed without negative slippages. Markets are almost always executed with negative slippage.

That is, it is not profitable to trade with a market.

 
fxsaber:

Most likely, you have not analysed, possible data omissions. All in all, a different scheme.

An example of what you can run into.

Синхронный OrderSend сообщает об успешном выполнении быстрее, чем пинг до торгового сервера, - обманывает
Синхронный OrderSend сообщает об успешном выполнении быстрее, чем пинг до торгового сервера, - обманывает
  • 2020.09.29
  • www.mql5.com
Сабж на двух примерах. Пинг ~42 мс. Пример 1. Пример 2. Произвожу проверку на валидацию корректность многих действий в MT5...
 
fxsaber:

Limits and takes (depending on broker) are executed without negative slippage. Markets are almost always negative slippage.

I.e. Markets are not profitable to trade.

Thank you.

 
fxsaber:

Limits and takes (depending on broker) are executed without negative slippage. Markets are almost always negative slippage.

That is, it is not profitable to trade with margins.

Also, pending orders create support levels in the market and are rewarded on crypto exchanges with minimal commissions by creating liquidity.

 
Dmi3:

That's weird, it's the opposite for me.

... I've dropped all the OnBooks, switched back to OnTick,...

If you don't need volume and bid, then OnTick() is the right solution, but I need

But I need not only volume but also any change of stack which, unfortunately, OnTick() doesn't work.

 
fxsaber:


In general, a different scheme.

If your scheme is slowing down, perhaps another one should be sought (invented)?

Here, by the way, is the computer load, with 126 robots running on 3 terminals

Added

If you don't solve your problem by December, I'll write a demo for you on my scheme,

I'm busy building it now.

 
prostotrader:

If your scheme is slowing down, perhaps you should look for (invent) another one?

By the way, here is the computer load, with 126 robots running on 3 terminals

I can write the same kind of Expert Advisors. Only I have a different level of writing. Hence so many reproducible bug reports of substance.

 
fxsaber:

.... Only I have a different level of writing. ....

Ah yes, I completely forgot who I was talking to...

Sorry...

Added by

Well then try, with your level, at least half of it...


Reason: