Autotrading in the Forex Market; Synchronous OrderSend and Alert in critical places - General

fxsaber 2020.10.07 09:42 #471

fxsaber:

Print and Alert are not asynchronous?

I wanted to make these functions asynchronous. Tried an implementation through ChartEvent - it works. But it is very slow. I had dug this out.

#include <fxsaber\Benchmark\Benchmark.mqh> // https://www.mql5.com/ru/code/31279

void OnTick()
{
  _B(EventChartCustom(ChartFirst(), 123, 0, 0, NULL), 1);
}

2020.10.07 12:38:04.579 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 100 mсs.
2020.10.07 12:38:06.842 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 170 mсs.
2020.10.07 12:38:07.924 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 765 mсs.
2020.10.07 12:38:08.359 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 377 mсs.
2020.10.07 12:38:09.246 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 66 mсs.
2020.10.07 12:38:14.645 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 692 mсs.
2020.10.07 12:38:14.729 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 6427 mсs.
2020.10.07 12:38:15.140 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 479 mсs.
2020.10.07 12:38:15.222 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 125 mсs.
2020.10.07 12:38:15.373 Alert: Time[Test9.mq5 5 in OnTick: EventChartCustom(ChartFirst(),123,0,0,NULL)] = 606 mсs.

Gave up such an expensive function in critical places.

On the subject of Alert.

So far we can say for sure that Alert in critical places is not possible. Asynchrony is needed.

Drag and drop SL Errors, bugs, questions Asynchronous and multi-threaded programming

fxsaber 2020.10.07 10:41 #472

Reproduced the SymbolInfoTick brakes. And no stress test. Practical necessity makes you write it that way.

#include <fxsaber\Benchmark\Benchmark.mqh> // https://www.mql5.com/ru/code/31279

// Возвращает время Обзора рынка в миллисекундах.
long TimeCurrentMsc()
{
  long Res = 0;
  
  MqlTick Tick;
  
  for (int i = SymbolsTotal(true); i >= 0; i--) 
  {
    const string Symb = SymbolName(i, true);
    
    if (_B(SymbolInfoTick(Symb, Tick), 10) && (Tick.time_msc > Res))
      Res = Tick.time_msc;
  }

  return(Res);
}

void OnTick()
{ 
  TimeCurrentMsc();
}

Follow this instruction for quick replay.

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Synchronous OrderSend reports successful execution faster than ping to trade server

fxsaber, 2020.09.30 20:36

Open a demo account onthe RannForex-Server.
Open Forex symbols in market overview and allow autotrading.
On a single chart start this EA.
Throw this script on the same chart - it will clone the EA on other symbols. Run it with inAmount = 15.
Wait for such messages and watch the log.

On a fast machine the result with 30 characters in Market Watch.

2020.10.07 13:28:01.931 Test9 (NZDCHF,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 65 mсs.
2020.10.07 13:28:02.344 Test9 (EURAUD,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 11 mсs.
2020.10.07 13:28:02.730 Test9 (EURAUD,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 15 mсs.
2020.10.07 13:28:02.800 Test9 (AUDCHF,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 11 mсs.
2020.10.07 13:28:05.471 Test9 (GBPAUD,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 30 mсs.
2020.10.07 13:28:08.675 Test9 (NZDCHF,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 28 mсs.
2020.10.07 13:28:08.675 Test9 (GBPAUD,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 120 mсs.
2020.10.07 13:28:09.697 Test9 (CADCHF,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 13 mсs.
2020.10.07 13:28:10.063 Test9 (EURCAD,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 29 mсs.
2020.10.07 13:28:11.741 Test9 (CADJPY,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 32 mсs.
2020.10.07 13:28:12.597 Test9 (EURCAD,H1)       Alert: Bench_Stack = 0, Time[Test9.mq5 14 in TimeCurrentMsc: SymbolInfoTick(Symb,Tick)] = 33 mсs.

I hope I'm not the only one who is reproducing. Of course, the lag is not as big as shown earlier. But it will be possible to get to the bottom of the causes much quicker here.

ZZY TimeCurrentMsc is not input in MQL5 for some reason, in spite of repeated requests.

VPS and mql5 Storage Specific test agent doesn't My approach. The core

A100 2020.10.07 11:30 #473

fxsaber:

Gave up such an expensive function in critical places.

This is a significant drawback. Because the MQL event model is incomplete - there is no zero event, i.e. the event that is called when there are no other events in the queue. It can be emulated through a custom event. But taking into account this disadvantage, the event model is meaningless for those who are interested in speed

Wishes for MT5 Event stream. How to How to distribute calculations

Andrey Khatimlianskii 2020.10.07 11:32 #474

fxsaber:

EventChartCustom is expensive.

What about withoutChartFirst()?

fxsaber 2020.10.07 11:53 #475

Andrey Khatimlianskii:

How about without ChartFirst()?

#include <fxsaber\Benchmark\Benchmark.mqh> // https://www.mql5.com/ru/code/31279

long GetAnotherChart()
{
  long Chart = ::ChartFirst();
  
  while (Chart == ChartID())
    Chart = ChartNext(Chart);
 
  return(Chart);     
}


void OnTick()
{  
  const long Chart = GetAnotherChart();
  
  if (Chart)
    _B(EventChartCustom(Chart, 123, 0, 0, NULL), 1);
  
  _B(EventChartCustom(0, 123, 0, 0, NULL), 1);
}

2020.10.07 14:49:09.786 Alert: Bench_Stack = 0, Time[Test9.mq5 19 in OnTick: EventChartCustom(Chart,123,0,0,NULL)] = 349 mсs.
2020.10.07 14:49:09.786 Alert: Bench_Stack = 0, Time[Test9.mq5 21 in OnTick: EventChartCustom(0,123,0,0,NULL)] = 81 mсs.
2020.10.07 14:49:09.866 Alert: Bench_Stack = 0, Time[Test9.mq5 19 in OnTick: EventChartCustom(Chart,123,0,0,NULL)] = 248 mсs.
2020.10.07 14:49:09.866 Alert: Bench_Stack = 0, Time[Test9.mq5 21 in OnTick: EventChartCustom(0,123,0,0,NULL)] = 24 mсs.
2020.10.07 14:49:10.095 Alert: Bench_Stack = 0, Time[Test9.mq5 19 in OnTick: EventChartCustom(Chart,123,0,0,NULL)] = 163 mсs.
2020.10.07 14:49:10.095 Alert: Bench_Stack = 0, Time[Test9.mq5 21 in OnTick: EventChartCustom(0,123,0,0,NULL)] = 116 mсs.
2020.10.07 14:49:10.810 Alert: Bench_Stack = 0, Time[Test9.mq5 19 in OnTick: EventChartCustom(Chart,123,0,0,NULL)] = 600 mсs.
2020.10.07 14:49:10.811 Alert: Bench_Stack = 0, Time[Test9.mq5 21 in OnTick: EventChartCustom(0,123,0,0,NULL)] = 53 mсs.
2020.10.07 14:49:10.870 Alert: Bench_Stack = 0, Time[Test9.mq5 19 in OnTick: EventChartCustom(Chart,123,0,0,NULL)] = 137 mсs.
2020.10.07 14:49:10.870 Alert: Bench_Stack = 0, Time[Test9.mq5 21 in OnTick: EventChartCustom(0,123,0,0,NULL)] = 54 mсs.

It's more expensive to send to someone else's chart than to your own.

Renat Fatkhullin 2020.10.07 14:23 #476

A100:

This is a significant flaw. Because the MQL event model is incomplete - there is no null event, i.e. an event that is called when there are no other events in the queue. It can be emulated through a custom event. But with this drawback in mind, the event-based model is meaningless for those who are interested in speed

OnTimer allows you to make background calls at up to 16 ms.

A100 2020.10.07 15:23 #477

Renat Fatkhullin:
OnTimer allows you to make background calls with frequency up to 16 ms.

Correct, i.e. we lose at least16ms to nothing (we can come back at the earliest).And we could not lose them if there was a free zero event or free custom events. And now the event model in the case below works limitedly:

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MT5 and speed in action

fxsaber, 2020.10.06 01:27

You are completely out of the loop. Let's say you need to open two positions in OnTick. The first OrderSend is a few milliseconds. After it you have to make a snapshot. And then the second OrderSend should be called.

Only OnTick can be executed for hundreds of milliseconds. And you suggest to snapshot some OnTimer.

And OnTimer has been freed up for other purposes

Errors, bugs, questions How to work correctly Features of the mql5

A100 2020.10.07 15:50 #478

And besides OnTimer doesn't allow us to be sure that we received a null event because it seems to have a higher priority than other handlers, which is probably the main counterargument.

Errors, bugs, questions FOREX - Trends, Forecasts Would you agree that

Roman 2020.10.07 16:00 #479

fxsaber:

On the subject of Alert.

For now, it's safe to say that Alert can't be used in critical places. Asynchrony is needed.

Alert with a print, you can try to replace it with a quick write somewhere.
Native sql in memory comes to mind

fxsaber 2020.10.07 16:22 #480

Renat Fatkhullin:
I wasn't suggesting a snapshot, I was answering a direct question about the millisecond timer.

It is there, although in the current tester it is still triggered with a frequency of 1 sec. In the new tester we are writing, we will try to change this.

I often use the fact that the Tester has exactly a millisecond timer, not a second timer. Proof.

// Демонстрация корректной работы миллисекундного таймера в Тестере.
#include <MT4Orders.mqh> // https://www.mql5.com/ru/code/16006
#define  Ask SymbolInfoDouble(_Symbol, SYMBOL_ASK)

void OnTick()
{
  static bool FirstRun = true;
  
  if (FirstRun)
  {
    MqlTick Tick;
    
    if (SymbolInfoTick(_Symbol, Tick) && Tick.bid && Tick.ask)
      FirstRun = !EventSetMillisecondTimer(29); // 29 мс таймер.
  }
}

void OnTimer()
{
  static int Count = 0;
  
  if (Count < 10)
  {
    if ((bool)((++Count) & 1)) // Попеременно
      OrderSend(_Symbol, OP_BUY, 0.1, Ask, 0, 0, 0); // Открываем позицию
    else if (OrderSelect(0, SELECT_BY_POS))
      OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), 0); // Закрываем позицию
  }
}

void OnDeinit( const int )
{
  // Распечатали историю в конце бэктеста.
  for (int i = OrdersHistoryTotal() - 1; i >= 0; i--)
    if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
      OrderPrint();
}

Result.

2020.10.07 19:17:59.232 Core 1  2020.10.06 23:59:57   #11 2020.10.06 00:00:00.320 buy 0.10 EURUSD 1.17859 0.00000 0.00000 2020.10.06 00:00:00.349 1.17827 0.00 0.00 -3.20 0
2020.10.07 19:17:59.232 Core 1  2020.10.06 23:59:57   #9 2020.10.06 00:00:00.262 buy 0.10 EURUSD 1.17859 0.00000 0.00000 2020.10.06 00:00:00.291 1.17827 0.00 0.00 -3.20 0
2020.10.07 19:17:59.232 Core 1  2020.10.06 23:59:57   #7 2020.10.06 00:00:00.204 buy 0.10 EURUSD 1.17859 0.00000 0.00000 2020.10.06 00:00:00.233 1.17827 0.00 0.00 -3.20 0
2020.10.07 19:17:59.232 Core 1  2020.10.06 23:59:57   #5 2020.10.06 00:00:00.146 buy 0.10 EURUSD 1.17859 0.00000 0.00000 2020.10.06 00:00:00.175 1.17827 0.00 0.00 -3.20 0
2020.10.07 19:17:59.232 Core 1  2020.10.06 23:59:57   #3 2020.10.06 00:00:00.088 buy 0.10 EURUSD 1.17859 0.00000 0.00000 2020.10.06 00:00:00.117 1.17827 0.00 0.00 -3.20 0
2020.10.07 19:17:59.232 Core 1  2020.10.06 23:59:57   #1 2020.10.06 00:00:00.000 balance 0.00 0.00000 0.00000 0.00000 2020.10.06 00:00:00.000 0.00000 0.00 0.00 100000000.00 0

There is exactly 29 ms between opening and closing time of the position.

MT5 and speed in action - page 48