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Attachments: Improve MT4 order execution speed by 500ms
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Improve MT4 order execution speed by 500ms

If is possible, pls...where can i find the test execution speed script for downland?
Thnks a lot!
  • Post #62
  • Quote
  • Edited Jun 1, 2012 9:30am May 31, 2012 7:47pm | Edited Jun 1, 2012 9:30am
rooicol

This is the first time I have read over this thread, and have not given much study of MTs execution speed. As I trade off a 15 minute chart speed is not as crittical for me as it would be for some one that may be scalping.

But it has made me think of other possibilites. You are right that refressh rate only updates the data from the main thread (as the server keeps that current) and not from the server. also if one uses an EA to trade then you not only have this problem but I would assume that the EA will not place that order till the next tick that arrives as well as the execution time of the EA itself. So EAs could add extra time to your execution.

I use a drag and drop techneque to place orders and update stops right off the chart along with a script that runs in a 500 ms loop (and does nothing else) which bypasses the next tick requirement.

Could you give more information as to what your code does to relog to the server from what Ive read it sounds like your just sending in an order to modify your stop or TP settings. But if your flat and what to place an order how do your relog to the server? before placing the first order? and Could you use this techneque be used to check if your connected to the brokers server is current?


thanks in advance

Keit
Trader Keit ... Methods Of A Dirt Road Mad Man....
Hello guys,

Not sure if this is the right Thread to ask...

But I noticed that 2 EAs running at the same broker on the same VPS...

Got 2 quite different execution time and slippage (2 x 5pips) for a 4lots trade versus a 0.01 lots trade.

Does it mean the bigger lot usually gets priority over a small trade?

I thought it was the opposite.

Let me know if you know the answer or could point me to where I can read more on this.

Regards,
Vlad
its great and really reduce time execution by 1/2

problem is broker

due to server overload broker asked me to stop......

BROKENGLISH
Ive added this to my EA code... but it only opens 1 WAKE UP trade
some seconds before my potential ENTRY point.

So no overload there.

I still got a 2second execution time :/

Regards,
Vlad

Quoting recidiviste
its great and really reduce time execution by 1/2

problem is broker

due to server overload broker asked me to stop......

mladrac

if you have two EAs running only one can be placing orders at any one time, this is generally done on a frist to order base, but if you have two exact systems running at the same time the one that has the hi lighted title bar will run first and there for will be the first to place an order. theres a little more then that but its basicly how it will work only one can place orders at any one time. so its very likely that no two will get the same price and or execution time, as well as slipperage.

Keit



Quoting vladrac
Hello guys,

Not sure if this is the right Thread to ask...

But I noticed that 2 EAs running at the same broker on the same VPS...

Got 2 quite different execution time and slippage (2 x 5pips) for a 4lots trade versus a 0.01 lots trade.

Does it mean the bigger lot usually gets priority over a small trade?

I thought it was the opposite.

Let me know if you know the answer or could point me to where I can read more on this.

Regards,
Vlad
Trader Keit ... Methods Of A Dirt Road Mad Man....
Quoting recidiviste
its great and really reduce time execution by 1/2

problem is broker

due to server overload broker asked me to stop......


IC Markets?
Cool idea thanks for sharing.
Quoting smithfx
I already watching the thread since the beginning and using your EA for testing the execution. What i can say is that on demo it have many brokers with a good execution. But on Live account its very hard to find a good broker that have good execution times. I tested today my new setup in New York as my broker moved the server and i'm very impressed of the results.

[code]
rooicol_Test Execution Speed EURUSD,M1: Execution Time: 219
rooicol_Test Execution Speed EURUSD,M1: modify #16976 buy limit 0.10 EURUSD at 0.00001 sl: 0.00000 tp: 0.00100 ok
rooicol_Test...
Nobody got better results? Because i'm always looking for brokers with a fast execution. So far unifx is not bad, give me good performance with MDP.
Quoting smithfx
Nobody got better results? Because i'm always looking for brokers with a fast execution. So far unifx is not bad, give me good performance with MDP.
Execution speed is also dependant on your location, not just the brøker's infrastructure or liquidity, so the same brøker can have greatly varying execution speed for different clients around the world. Therefore you need to make your own comparison to find the brøker with the fastest execution speed for you.
Hi Rooicol

The EA works a treat, I do not know how much quicker but on 1m scalps on P/stone razor it is visibly quicker saving me several pips per day on 20+ trades per day.

Thank you very much!
Vandag is die dag.....
Hi Rooicol,

I would like the EA start the script but for that I need the .mq4 file so i can copy and paste the script like this:
................
if (trigger==1) { SET_ORDER() }


Void SET_ORDER()
{

<rooicol - Maintain Session Script.ex4>

}
................
Or do you have a similiar solution that works?

/Rs
Utrader
With all the respect to the original Rooicol's idea I offer an alternative EA, which I use.
Its feature is:
- refresh interval 29s
- runs in a loop, so it is independent from the next tick time
- runs regardless on the Expert Advisors switch status (unlike other EAs it starts and goes on even if the button is off)
- detects other scripts that have refreshed the session

The download link is here:
http://forex.ovo.cz/downloads/gadget...ssionAlive.mq4
Hi ,
could these ideas mentioned in the links below put in to prcatice from a Coder ?
Please have a look .
Thanks.

http://www.forexfactory.com/showthread.php?t=371996
http://www.forexfactory.com/showthread.php?t=372205

Greeds Zack
sorry ...wrong forum...
Quoting Ovo
With all the respect to the original Rooicol's idea I offer an alternative EA, which I use.
Its feature is:
- refresh interval 29s
- runs in a loop, so it is independent from the next tick time
- runs regardless on the Expert Advisors switch status (unlike other EAs it starts and goes on even if the button is off)
- detects other scripts that have refreshed the session

The download link is here:
http://forex.ovo.cz/downloads/gadget...ssionAlive.mq4
thanks
fine ea, execution time at Armada is 80-150ms.
But it not working Alpari UK ?
Great job!! and thanks Rooicol, I'm sure this will improve the performance of our EAs.
Hello.

Please tell me where can i find an EA or indicator that reports the execution time for the manual orders that i make ?

For example i open an order, buy 0.1 lots,
and the script will calculate the time in journal or experts tab.

Like someone attached earlier in the thread,

Report for ticket #4381421 EURUSD 2.50 lots
2012.04.20 14:09:17 Open SELLSTOP @ 1.32168 SL = 1.32198 TP = 1.32068 [407 msec]
2012.04.20 14:09:18 Modify SELLSTOP @ 1.32180 SL = 1.32210 TP = 1.32080 [328 msec]

thanks!
Delay in executions has been one of my main frustration scalping FOREX. This has improved my executions but as much as 1 second or more. Now I get instant executions. This is a great tool for scalpers. I only activate it when I begin trading at 8:00EST. And shut it down by 2:00 or so when I stop trading.

Great research and coding. Thanks allot. May you always be blessed.
Very Interesting !! Thanks Rooicol You are great :-)
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