Stock market. Stocks. Speed of trade order execution. - page 18

 
Andrey Miguzov sending the order:

and then post on the forum the experts tab and the log tab for that trade.

Next - I will try to find the deal in the deal feed. This, unfortunately, is not always possible.

Ideally not by a single volume. And with fill in at different prices.

I put it in my code, I'll send you the deals, but I don't think it will help you...

 
Andrey Miguzov #:

I agree. This is so and so sad :(

It turns out EBS is only for strategies for which the execution time of 100-200ms is not critical.

Although, if you look into it thoroughly, there are no such strategies. The profit will always be inversely proportional to the time of execution.

I will tell you "in confidence", you don't need EBS.

Just an ordinary brokerage account.

One terminal for the Funds section and the other for the Derivatives section.

You don't need additional funds for the Stocks, but for the Derivatives Market?

Yes, you can simply transfer from the Stock to the Derivatives market if you stand to the limit.

At expiry (if we reach it), the negative shares received will go to the Stock section of the same account,

where they will reduce with the positive ones (there is only one account)!

 
prostotrader #:

I've put it in my code, I'll send you some deals, but I don't think it will help you...

Thanks, more for me to understand what the maximum can be squeezed out. And it would be interesting to compare the performance based on logs and ticks. What happened in my case is unexpected and I can't find an explanation.

prostotrader #:

I will tell you "in confidence", no EBS is needed.

Just an ordinary brokerage account.

One terminal for the Stocks section, the other for the Derivatives section.

You don't need additional funds for the Stocks, but for the Derivatives Market?

Yes, you can simply transfer from the Stock to the Derivatives market if you stand to the limit.

At expiry (if we reach it), the negative stocks received will go to the Stock section of the same account,

where they will reduce with the positive ones (one account)!

That's right, I'll keep thinking. I'll try some other strategies on EBS as well. And probably back...

 
prostotrader #:

I put it in my code, I'll send you some deals, but I don't think it will help you...

I can't help you.

After inserting this print, the EA crashes

2022.04.12 13:33:29.762 SpFutClient (VTBR-6.22,M1)      Access violation at 0x000007FEFCD689BD write to 0x0000000100000000
2022.04.12 13:33:29.762 SpFutClient (VTBR-6.22,M1)         crash -->  000007 FEFCD689BD 48 C70703010000    mov        qword [rdi], 0x103
2022.04.12 13:33:29.762 SpFutClient (VTBR-6.22,M1)                    000007 FEFCD689C4 8 B4710            mov        eax, [rdi+0x10]
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)                    000007 FEFCD689C7 89442470          mov        [rsp+0x70], eax
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)                    000007 FEFCD689CB 8 B4714            mov        eax, [rdi+0x14]
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)                    000007 FEFCD689CE 89442474          mov        [rsp+0x74], eax
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)                    000007 FEFCD689D2 488 B4718          mov        rax, [rdi+0x18]
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)                    000007 FEFCD689D6 A801              test       al, 0x1
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)      
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)      00: 0x000007FEFCD689BD
2022.04.12 13:33:29.763 SpFutClient (VTBR-6.22,M1)      
 
prostotrader #:

I can't help you.

After inserting this print, the EA crashes

Uh, hopefully it didn't cause a loss. Strange...

I implied, that it is necessary to receive beforehand through CopyTick() data of tick in "last_tick" and to specify a name of the instrument in variable "name".

I can't give a universal code, because all have different names of variables.

Anyway, thanks for the try.

 

By the way, TimeToString is an expensive enough operation to put it before sending a scalper order.

It is better to save time and time_msc, and process and print it somewhere else in OnTimer.

 
Andrey Miguzov #:

Uh, hopefully it didn't result in a loss. Strange...

I meant, that it is necessary to receive beforehand through CopyTick() data of the tick in "last_tick" and to specify a name of the tool in a variable "name".

I can't give a universal code, because all have different names of variables.

Anyway, thanks for trying.

No, don't worry.

It's just that connecting two MT5s "directly" via Pipe is not an easy task.

Pipe uses kernel32.dll, terminal environment probably uses it too.

When everything is cooked in one sandbox, there are no problems, but when calling functions from this DLL,

conflicts occur, so everything crashes :(

 
JRandomTrader TimeToString is an expensive enough operation to put it before sending a scalper order.

Better to save time and time_msc, and process and print it somewhere else in OnTimer.

Yes, that's a good idea. I wanted to disable everything in the final combat version, even the comment. But after processing the data and sending orders, in principle, no one prevents visualization/logging.

 
Andrey Miguzov #:

Yeah, that's a good idea. I wanted to disable everything in the final combat version, even the comment. But after processing the data and sending orders, in principle, no one is prevented from doing visualisation/logging as well.

A completely useless idea. For what purposes is there a need to translate time in a string? Right, to look at the log or the chart... And we must keep in mind the topic in which it is being discussed. All they say here is about mql5, and in mql5, output in comment or in log, datetime will be translated into readable form internally, without any intervention.

 
Alexey Viktorov #:

A completely useless thought. For what purpose is there a need to translate time into a line? Right, to look in the log or on the chart... And one should take into account what topic this is being stated in. All they say here is about mql5, and in mql5, output in comment or in log, datetime will be translated into readable form internally, without any intervention.

Well the printer, which does this conversion implicitly, has nothing to do before sending the order.

We save the two numbers, send the order asynchronously, and afterwards we can either output everything immediately or timed out somewhere.

Reason: