接受SL/TP订单

fxsaber 2020.11.26 10:36 #21

fxsaber:

不幸的是，我们不可能监测待定订单的接受情况，因为终端上没有这个信息。但几乎无一例外的是，在执行订单时，TP/SL订单方面存在明显的滞后，不能不影响滞后。由于原因似乎是同一性质的。

从交易服务器上获取的限制器触发日志。

2020.11.26 09:32:23.053    '': order [#199 sell limit 0.01 EURSEK at 10.15957] triggered, activation price 10.16102 [10.16102 / 10.16354]

接受-挑剔。

限制器执行时有3ms的滞后。可能是非常昂贵的保证金正确性检查，等等。

也许服务器上有一个选项可以禁用检查。

到目前为止，中间的结论是，无论是TP/SL水平还是订单，其滞后的性质都是一样的。

HH这个tick是在09:32:23.050写入MT5数据库的，但在这之前交易服务器机器上是09:32:23.039。也就是提前11毫秒。总共14（11+3）ms的滞后。

Dmitry Fedoseev 2020.11.26 11:49 #22

人的生活）。3毫秒是个问题。

fxsaber 2020.11.26 13:02 #23

Dmitry Fedoseev:
人民生活））。三毫秒是个问题。

这是在一个完全空的贸易服务器上，CPU负载为零。

上面的例子是在MQ-Demo上的数百毫秒。

因为它是，即使是三毫秒也经常是重定向的原因。这就像因为交通灯而赶不上飞机。

fxsaber 2020.11.26 13:16 #24

fxsaber:

HH MT5数据库在09:32:23.050记录了嘀嗒声，但在这之前有交易服务器的机器在09:32:23.039打出。也就是提前11毫秒。总共14（11+3）ms的滞后。

也请检查向MT5基数写入点子的速度。

Aleksandr Slavskii 2020.11.26 14:29 #25

我的真实账户上只有一个订单是在外卖上成交的，这并不奇怪，股票）））。

QD      0       21:14:14.049    CheckOrders (GAZP,D1)   ServerName: Open-Broker
MN      0       21:14:14.049    CheckOrders (GAZP,D1)   
LF      0       21:14:14.078    CheckOrders (GAZP,D1)   Last Tick 2020.11.13 21:45:51.656 180.84 180.89
CK      0       21:14:14.078    CheckOrders (GAZP,D1)   Accepted Tick 2020.11.13 21:45:51.656 180.84 180.89
PS      0       21:14:14.078    CheckOrders (GAZP,D1)   Accepted Length = 14 ms.
EK      0       21:14:14.078    CheckOrders (GAZP,D1)   Order 139999826 ORDER_TYPE_SELL GAZP 2020.11.13 21:45:51.670 180.84 ORDER_REASON_TP ORDER_STATE_FILLED 2020.11.13 21:45:51.670, Position 139820013 created 2020.11.12 20:41:42.184, StopLevel = 0

fxsaber 2020.11.27 09:03 #26

Aleksandr Slavskii:

我的真实账户上只有一个订单在拿货时关闭，这并不奇怪，股票）））。

你有一个非常酷的情况。

的真实账户上只有一个订单是以取值关闭的，这不是一个惊喜，是一只股票)))

Order 139999826 ORDER_TYPE_SELL GAZP 2020.11.13 21:45:51.670 180.84 ORDER_REASON_TP ORDER_STATE_FILLED 2020.11.13 21:45:51.670, Position 139820013 created 2020.11.12 20:41:42.184, StopLevel = 0

TP命令的诞生时间和执行时间以一毫秒的精度重合。也许，这就是交流的特殊性。

但接单出生时间为14毫秒。这对股票市场的交易来说是一个很大的数字。

fxsaber 2020.11.27 20:20 #27

似乎已经找到了原因。在服务器运行的机器上运行该脚本。

// Преобразование времени в миллисекундах в строку.
string TimeToString( const long time, const int FlagTime = TIME_DATE | TIME_SECONDS)
{
  return(TimeToString((datetime)time / 1000, FlagTime) + "." + IntegerToString(time % 1000, 3, '0'));
}

// Преобразование тика в строку.
string TickToString( const MqlTick &Tick, const int digits )
{
  return(TimeToString(Tick.time_msc) + " " + DoubleToString(Tick.bid, digits) + " " + DoubleToString(Tick.ask, digits));
}

void OnTick()
{
  MqlTick Tick;
  
  if (SymbolInfoTick(_Symbol, Tick))
    Print(TickToString(Tick, _Digits));
}

结果。

2020.11.27 22:13:44.156 2020.11.27 22:13:44.149 1.59953 1.59993
2020.11.27 22:13:44.862 2020.11.27 22:13:44.855 0.98789 0.98837
2020.11.27 22:13:45.263 2020.11.27 22:13:45.258 0.98789 0.98839
2020.11.27 22:13:46.878 2020.11.27 22:13:46.873 10.15554 10.16084
2020.11.27 22:13:48.993 2020.11.27 22:13:48.991 10.15554 10.16106
2020.11.27 22:13:51.722 2020.11.27 22:13:51.716 0.98789 0.98840
2020.11.27 22:13:53.035 2020.11.27 22:13:53.027 1.59950 1.59995
2020.11.27 22:13:53.134 2020.11.27 22:13:53.128 1.59954 1.59995
2020.11.27 22:13:53.737 2020.11.27 22:13:53.734 0.98789 0.98839
2020.11.27 22:13:54.745 2020.11.27 22:13:54.743 0.98789 0.98840
2020.11.27 22:13:56.768 2020.11.27 22:13:56.761 0.98789 0.98839
2020.11.27 22:13:57.977 2020.11.27 22:13:57.973 1.59954 1.59994
2020.11.27 22:14:00.293 2020.11.27 22:14:00.292 10.15554 10.16093
2020.11.27 22:14:04.131 2020.11.27 22:14:04.125 1.59954 1.59995
2020.11.27 22:14:08.868 2020.11.27 22:14:08.866 0.98789 0.98841
2020.11.27 22:14:09.780 2020.11.27 22:14:09.773 0.98789 0.98840
2020.11.27 22:14:09.981 2020.11.27 22:14:09.975 1.59955 1.59994
2020.11.27 22:14:10.085 2020.11.27 22:14:10.076 1.59957 1.59994
2020.11.27 22:14:10.180 2020.11.27 22:14:10.177 1.59957 1.59995

左边是打印时间。右边是传入的勾股的时间。可以清楚地看到滞后的情况。看起来，OnTick的触发时间比tick被写入交易服务器的时间晚了几毫秒。

似乎服务器负责订单激活的部分被延迟了，就像他们到达终端时发生的那样。

Enrique Dangeroux 2020.11.30 18:04 #28

fxsaber :

我也有一整本日记，里面都是这样的信息。也许周末之后情况会有所改变。

2020.11.25 16:52:52.992 Trades  '92810': failed modify #1758569 sell 0.02 USDJPY sl: 0.000, tp: 104.293 -> sl: 0.000, tp: 0.000 [Unknown error]

走了。

2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Total Orders (from 2020.11.30 00:00:00) = 899, calculated = 58
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Calculation time = 00:00:00.000
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  ServerName: RannForex-Server
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:45.786 104.369 104.369
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.712 104.365 104.365
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 1077 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774962 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:45.789 104.365 ORDER_REASON_TP ORDER_STATE_FILLED 2020.11.30 19:07:45.802, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Orders (6) before 1774962 with PositionID = 1774955:
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  ------------------------
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:44.766 104.366 104.366
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.766 104.366 104.366
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 2 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774959 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:44.768 104.365 ORDER_REASON_TP ORDER_STATE_REJECTED 2020.11.30 19:07:44.780, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:44.874 104.367 104.367
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.712 104.365 104.365
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 164 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774960 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:44.876 104.365 ORDER_REASON_TP ORDER_STATE_REJECTED 2020.11.30 19:07:44.900, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:44.940 104.368 104.368
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.712 104.365 104.365
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 230 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774961 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:44.942 104.365 ORDER_REASON_TP ORDER_STATE_REJECTED 2020.11.30 19:07:44.954, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Checked Orders = 3
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  ------------------------

fxsaber 2020.11.30 20:37 #29

Enrique Dangeroux:

走了。

你的日志完全证实了重复的TP订单只有在新的tick到达后才会形成。

关于交易、自动交易系统和交易策略测试的论坛

接受SL/TP订单

Enrique Dangeroux, 2020.11.30 19:04

2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:45.786 104.369 104.369
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.712 104.365 104.365
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 1077 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774962 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:45.789 104.365 ORDER_REASON_TP ORDER_STATE_FILLED 2020.11.30 19:07:45.802, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Orders (6) before 1774962 with PositionID = 1774955:
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  ------------------------
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:44.766 104.366 104.366
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.766 104.366 104.366
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 2 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774959 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:44.768 104.365 ORDER_REASON_TP ORDER_STATE_REJECTED 2020.11.30 19:07:44.780, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:44.874 104.367 104.367
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.712 104.365 104.365
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 164 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774960 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:44.876 104.365 ORDER_REASON_TP ORDER_STATE_REJECTED 2020.11.30 19:07:44.900, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Last Tick 2020.11.30 19:07:44.940 104.368 104.368
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Tick 2020.11.30 19:07:44.712 104.365 104.365
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Accepted Length = 230 ms.
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Order 1774961 ORDER_TYPE_SELL USDJPY 2020.11.30 19:07:44.942 104.365 ORDER_REASON_TP ORDER_STATE_REJECTED 2020.11.30 19:07:44.954, Position 1774955 created 2020.11.30 19:07:22.655, StopLevel = 0
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  Checked Orders = 3
2020.11.30 18:52:09.327 OrderCheck (GBPAUD,H1)  ------------------------

在很多其他类似的日志上（今天）一直与经纪人处理这些情况。

Enrique Dangeroux 2020.11.30 21:10 #30

https://www.mql5.com/ru/forum/341117 仍然是当前的一个问题

至于该杂志，没有 "贸易设置"。

接受SL/TP订单 - 页 3