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StockageRejoignez notre page de fans
- Publié par:
- Vladimir Karputov
- Vues:
- 5798
- Note:
- Publié:
- 2018.01.31 14:04
- Mise à jour:
- 2018.03.29 11:56
-
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This is an MQL5 version of the Expert Advisor from the article "How to reduce trader's risks".
The EA works on each tick and can be optimized:
- Get some data (on indicators and time series) only if a new bar appears
Sample tester runs with the appropriate settings (the terminal was relaunched before each test, the caches were not cleared):
| 1 | EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.173. Test passed in 0:08:34.093 (including ticks preprocessing 0:00:29.109) |
| 2 | EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:08:20.531 (including ticks preprocessing 0:00:28.453) |
| 3 | EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.031. Test passed in 0:07:56.172 (including ticks preprocessing 0:00:30.969) |
Below is the graph before the code optimization:
Now, three runs after a small code optimization:
| 1 | EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:06:25.609 (including ticks preprocessing 0:00:30.750) |
| 2 | EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.047. Test passed in 0:06:20.875 (including ticks preprocessing 0:00:28.743) |
| 3 | EURUSD,M1: 90097615 ticks, 1090402 bars generated. Environment synchronized in 0:00:00.043. Test passed in 0:06:15.305 (including ticks preprocessing 0:00:27.475) |
As we can see, now that some variables are declared with 'static' type and re-written on a new bar only, we can save 2 minutes.
The attached file of the version 1.013 contains the optimized code.
Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/19726
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