Discussion of article "Universal Expert Advisor: Pending Orders and Hedging Support (Part 5)" - page 2

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Vasiliy Sokolov:
Bias towards const methods. I became a programmer in C# - and there it does not exist, because the limitation imposed by the modifier is not effective.

I naively thought that this modifier also tells the compiler where to create more optimal native code during compilation....

I use it myself for self-control.

[Deleted]  
Vasiliy Sokolov:

The main time in the strategy tester is spent on the work of its infrastructure (bar scrolling, emulation of the trading environment, etc.) The Expert Advisor code itself takes much less time.

On the other hand, profiling has shown that the main resource-intensive methods of CSTartegy are BuyInit, SellInit, BuySupport and SellSupport methods - i.e. the Expert Advisor logic itself. All other strapping is successfully compiled into flat code in an optimal way, or simply cut out if it is not used. That's why high-level OOP programming is justified.

Note that in more or less complex Expert Advisors with many rules and heavy infrastructure, programming in an initially flat form (without functions and OOP) will lead to inevitable programmer's errors, and as a consequence the performance of such an Expert Advisor will be even less than with OOP. The times of assembler are over. The compiler has long ago defeated a human in certain areas of optimisation. It is left for a human to define an initially competent and scalable architecture with a minimum number of interfaces and good manageability.
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I am in favour of OOP with my hands and feet. As long as only crutch solutions don't hide behind it, as with multisymbol OnTick. Which officially developers consider not a crutch solution.
 
Anton Zverev:

I naively thought that this modifier also tells the compiler where to create more optimal native code during compilation.....

I use it myself for self-control.

Perhaps in C++ and MQL this is exactly the case, but... I have never understood it.
 
Anton Zverev:
I'm for OOP with my hands and feet. As long as only crutch solutions are not hidden behind it, as with multisymbol OnTick. Which is officially considered by developers as not a crutch solution.

Unfortunately, nothing can be done here at the user level. Although OnTick in CStrtategy is multivalent, its multivalence is also emulated through crutches. Simply at each incoming event the tick of another instrument is requested, and if it has changed, a new OnTick event is generated for this instrument. On FORTS, by the way, CStrategy provides a truly multicurrency OnTick, thanks to the OnBookEvent event. But again, this is an emulation when working in the tester.

Another option is to provide CStrategy with a resource indicator. At startup CStrategy launches an instance of this indicator on the necessary symbol and receives the event of a new tick arrival from it. Then it is converted to OnTick CStrategy. That is a classic crutch, but the whole implementation is masterfully hidden behind the scenes, and any strategy works in a unified way without knowing how these ticks were received.

[Deleted]  
Vasiliy Sokolov:

Unfortunately, nothing can be done here at the user level. Although OnTick in CStrtategy is multicurrency, its multicurrency is also emulated through crutches. Simply at each incoming event the tick of another instrument is requested, and if it has changed, a new OnTick event is generated for this instrument. On FORTS, by the way, CStrategy provides a truly multicurrency OnTick, thanks to the OnBookEvent event. But again, this is an emulation when working in the tester.

Unfortunately, this approach misses ticks.

Another option is to provide CStrategy with a resource indicator. At startup CStrategy launches an instance of this indicator on the necessary symbol and receives the event of a new tick arrival from it. Then it is converted to OnTick CStrategy. That is a classic crutch variant, but the whole implementation is masterfully hidden behind the scenes, and any strategy works in a unified way without knowing how these ticks were received.

Yes, this variant and approved by the developers. But, IMHO, it seems terribly crutchy when you consider how the resources of an optimised tester are wasted on a task that is the simplest for other platforms. OOP certainly hides the crutch masterfully.
 
Anton Zverev:

Unfortunately, this approach misses ticks.

Yes, this option is approved by developers. But, IMHO, it seems terribly crutchy if we consider how resources of an optimised tester are spent on the simplest task for other platforms. OOP certainly hides the crutch masterfully.
Well, it is not so bad. Because indicators in MQL are very fast and work in their own thread. It turns out that we launch some mini listener that signals us about the arrival of a new event. I will think about this implementation in the next parts of the article.
 
I've read diagonally, very useful articles, I can hardly get through them - maybe I missed something, I'm interested in pendants, but many data are missing in the impulse, please point fingers... or do I have to enter them myself?????
'Ask' - function not defined    Impulse.mqh     51      20
'Ask' - function not defined    Impulse.mqh     51      28
'PendingOrders' - undeclared identifier Impulse.mqh     56      16
'GetOrder' - object pointer expected    Impulse.mqh     58      44
'IsMain' - member function not defined  Impulse.mqh     59      34
'Modify' - member function not defined  Impulse.mqh     66      19
'Delete' - member function not defined  Impulse.mqh     69      19
'Bid' - function not defined    Impulse.mqh     85      20
'Bid' - function not defined    Impulse.mqh     85      28
'PendingOrders' - undeclared identifier Impulse.mqh     90      16
'GetOrder' - object pointer expected    Impulse.mqh     92      44
'IsMain' - member function not defined  Impulse.mqh     93      34
'Modify' - member function not defined  Impulse.mqh     100     19
'Delete' - member function not defined  Impulse.mqh     103     19
'Bid' - function not defined    Impulse.mqh     118     23
'Bid' - function not defined    Impulse.mqh     118     31
'Bid' - function not defined    Impulse.mqh     124     7
'Ask' - function not defined    Impulse.mqh     136     23
'Ask' - function not defined    Impulse.mqh     136     31
'Ask' - function not defined    Impulse.mqh     142     7
20 error(s), 0 warning(s)               21      1
 
Сергей Криушин:
I've read diagonally, very useful articles, I can hardly get through them - maybe I missed something, I'm interested in pendants, but many data are missing in the impulse, please point fingers... or do I have to enter them myself????
Good afternoon. Please update the trading engine to the latest version. It is attached to the fifth part of the article.
 
Сергей Криушин:
I've read diagonally, very useful articles, I can hardly get through them - maybe I missed something, I'm interested in pendants, but many data are missing in the impulse, please point fingers... or do I have to enter them myself????
If you do not understand anything, you can ask questions in this thread.
 
Vasiliy Sokolov:
If you don't understand something, you can ask questions in this thread.
It doesn't work - these lines are not in Impulse itself....
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