Fastest Possible Order Related Scenarios! Prog'mers Invited!

Hello

While testing/working out with some scripts and high frequency Ea's
I have seen variable speeds of order Placement, closure and modifications!

And its variable even between scripts that are for order close/open/modification etc (be they pending or Open orders)
and also between EA's when they work with orders!

Via This thread i want to know the opinion of various programmers and other guys who know good about what all factors affect automatic trading !

1)Firstly, What main factors affect the order placement/modification/deletion?
one can say
- Latency (our net connection)
- Speed of brokers server
- Volume of order at that price level (i think it should)
- Speed of Our PC/server (incase, its resource taxed too much while dealing with orders and other applications are using them up)
What more or what less out of above?

2) Why are some scripts are quick to act on order than others?
I have posted a lost of many scripts > HERE <related to order open/close/modification
All are not same! some are very fast..some take some 6 seconds even(before they start, then its quicker though in all cases)

3) Is the quality of coding of a script or EA quite responsible about it being Cutting edge or Slow?
I mean in hopping of control from one function to other while function of a script or EA? would that make things fast?

4)I heard about mqh Files(aka libraray files may be) like OrderReliable etc. There are many types for different functions, which are called from within a script or EA!
Do these Files... really help in order processing being better?
What usual type of these files you commonly use?

5) What advise you have to Really make an Ea or Script quick sharp about order processing as far as code is concerned?

Looking forward towards a Good thread discussion on this .esp. when many good programmers are around! This would be also be nice read for amateur coders!

Best Regards
ForexSaint

1) Library includes take time to load, so load them up front (like the error description code). Just issue a dummy message at starup and it will load.
2) Use static variables. Allocating storage for variables takes time.
3) Compute on close. Most indis compute each tick, if it's not needed don't do it.

Thanks kenz!

Do you mean placing the library code inside the Ea itself, instead of calling it (sorry i dont have much MQL4 IQ)

Regards

It could be a bit much to try and place all the lib code inside an EA. Much of it is compiled in and that takes care of it. Just watch what is loaded dynamically as your program runs and see if it gets reloaded more than once.

Kindly... More replies ! need more opinions and info!