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Improve MT4 order execution speed by 500ms

  • #81
  • Aug 30, 2012 5:05am Aug 30, 2012 5:05am
Quoting prezd
Hello.

Please tell me where can i find an EA or indicator that reports the execution time for the manual orders that i make ?
...
Nowhere, I am afraid. I never found a way how to detect manual action by a script. It behaves like if it commences on another instance of MT4.
  • #82
  • Feb 28, 2013 3:53am Feb 28, 2013 3:53am
Hi Rooicol,

Could you please provide the code version of the EA and the script?

http://www.forexfactory.com/showthread.php?t=337102
  • #83
  • Apr 3, 2013 2:40pm Apr 3, 2013 2:40pm
Hi Rooicol
Many thanks for sharing your tools. Very helpful!
The latency with my broker is according to a ping test 13ms on average.
Because of this I suppose using a vps will not speed up my connection with the broker's server considerably in order to speed up order execution time?
At present the average order execution time is around 500ms (MT4 FXOpen Live ECN account).
Are there some additional ways to further speed up order execution time?
Have you any suggestions how to measure the exection time in ms of opening a pending order, namely the execution in ms for a pending order to change into a market order?
Please, enlighten me?
  • #84
  • Edited Jun 16, 2013 8:36am Jun 15, 2013 3:24pm | Edited Jun 16, 2013 8:36am
Hi guys,
I use a drag-and-drop script to open position, so when the Experts/Journal tab says "script: loaded successfully" does this action accomplish the same task as opening the connection to the trade server? My order is not executed until I hit the OK button but surely within the 30secs of drag-and-drop ready.

I didn't want to use the EA as I don't want to overload my broker too.

Quoting fxtr51
The script does not establish a connection to the trade server until you hit the OK button.
I see, thanks.
No longer trading forex. Looking for full time job.
  • #85
  • Jun 16, 2013 4:05am Jun 16, 2013 4:05am
The script does not establish a connection to the trade server until you hit the OK button.
  • #86
  • Jun 16, 2013 6:53pm Jun 16, 2013 6:53pm
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
Hi Ovo,
I'm using your version, and if I watch 6 currency pairs, do I need to place this EA on all 6 chart windows or I just need to put only on one?

It's good to know that IC Markets' execution time (657ms) is slightly faster than Armada Markets (734ms).
Attached Image

Attached Image


But for FXOpen AU, it reported invalid volume but I can't find the input to change the order size. Minimum lot size at FXOpen AU is 0.1 or 1 mini-lot.
Attached Image (click to enlarge)
Click to Enlarge Name: 3.png Size: 19 KB
No longer trading forex. Looking for full time job.
  • #87
  • Jul 15, 2013 6:03am Jul 15, 2013 6:03am
I came across this thread with the hope of finding a way to limit the number of server messages my account sends to the broker's server.

Is there a way to do this with your EA? IC Markets complained about me - they blocked my account because they said my account sent too many messages (like 1 million in one day), and this was caused by SimpleTrader.net's expert advisor.

Unfortunately, there does not seem to be any setting to limit messages in their EA, so I was hoping to find another EA which could do this for my entire metatrader platform and all EAs installed.

Any suggestions would be much appreciated.
  • #88
  • Jul 15, 2013 6:15am Jul 15, 2013 6:15am
Quoting bluepanther
I came across this thread with the hope of finding a way to limit the number of server messages my account sends to the broker's server. Is there a way to do this with your EA? IC Markets complained about me - they blocked my account because they said my account sent too many messages (like 1 million in one day), and this was caused by SimpleTrader.net's expert advisor. Unfortunately, there does not seem to be any setting to limit messages in their EA, so I was hoping to find another EA which could do this for my entire metatrader platform and all...
If you know that over messaging it is caused by that EA then you need to alter the EA responsible nothing else will do it.
  • #89
  • Jul 16, 2013 3:27am Jul 16, 2013 3:27am
Hi rooi,
would you be please so kind and contact me regarding the "Trade-Management-EA " you have coded for me last year.
I think there could be a bug or I have problems to understand some feature in the EA.
I cannot contact you via mail because everytime I try it I get a mail-error. Don't know why.
Thanks again for everything.
Greeds Zackery
  • #90
  • Aug 15, 2013 6:36pm Aug 15, 2013 6:36pm
As a result of some discussion over on mql4 forum (not sure why I do it to myself but anyway...)....
I have observed that MT4 client creates a socket connection in which it receives quote data, but for OrderSend/Modify/Delete/Close , it creates an additional temporary socket connection which them times out after 30 seconds of inactivity.

So here is an idea (bit of speculation) that may avoid having to send additional OrderCommands that some brokers may charge for ...

I assume that the socket time out after 30 seconds is using the normal socket timeout feature of most TCP network libraries, and that it is not an application level timeout. That is to say, that inactivity is tracked by the network stack and not the server application?

If that is the case , one could write a little proxy that injects some benign traffic on that socket and forces stops the socket timing out,
without sending OrderModify commands that would be tracked by the server application?

The terminal will connect via the proxy..

Of course this 'benign' traffic should be something that doesnt crash the server or affect the datastream being sent

There are probably a good few reasons why this isnt a good idea

Below are diagnostics showing my terminal process (PID=1484) openiing a new socket
$ while true ; do echo ; date ; netstat -ano | grep 1484 ; sleep 15 ; done

[ Startup - My terminal opens two sockets ]

Thu, Aug 15, 2013 11:53:35 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484

Thu, Aug 15, 2013 11:53:58 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484

[ OrderSend - A new connection opened ]

Thu, Aug 15, 2013 11:54:14 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1623 5.11.81.108:443 ESTABLISHED 1484

[ OrderSend again - same connection reused]

Thu, Aug 15, 2013 11:54:30 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1623 5.11.81.108:443 ESTABLISHED 1484

[ Do nothing - connection still open ]

Thu, Aug 15, 2013 11:54:45 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1623 5.11.81.108:443 ESTABLISHED 1484

[ Do nothing - connection closed - FIN_WAIT_2" means server closed the socket and didnt wait for client - it will eventually disappear ]

Thu, Aug 15, 2013 11:55:01 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1623 5.11.81.108:443 FIN_WAIT_2 1484
  • #91
  • Aug 29, 2013 8:39am Aug 29, 2013 8:39am
Quoting ydrol
[ Do nothing - connection closed - FIN_WAIT_2" means server closed the socket and didnt wait for client - it will eventually disappear ]
Thu, Aug 15, 2013 11:55:01 PM
TCP 192.168.88.128:1524 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1526 5.11.81.108:443 ESTABLISHED 1484
TCP 192.168.88.128:1623 5.11.81.108:443 FIN_WAIT_2 1484
Your suggestion will not work as you mistaken. FIN_WAIT_2 means that OUR side initiated connection shutdown (sent FIN, ACK), got ACK (from other side) for this and now is waiting for FIN, ACK from other side.

I tried to firewall FIN, ACK from my side to server and what I got:

tcp 0 1 192.168.0.5:50386 5.9.59.24:443 FIN_WAIT1 -

and in minute:
tcp 1 1 192.168.0.5:50386 5.9.59.24:443 CLOSING -

So, it is up to terminal.exe to close connection (with or without server awareness) and only changes (so long promised by MQ) in terminal.exe will finally fix this reconnection behavior.
  • #92
  • Aug 29, 2013 8:51am Aug 29, 2013 8:51am
Quoting mmaker
if I watch 6 currency pairs, do I need to place this EA on all 6 chart windows or I just need to put only on one?
One (any) would be enough.

Quoting mmaker
But for FXOpen AU, it reported invalid volume but I can't find the input to change the order size. Minimum lot size at FXOpen AU is 0.1 or 1 mini-lot.
You can try my version of "keep session alive" script (and freely change it as it is open sourced), it has 0.1 lot by default:

https://raw.github.com/SergeyKovalyo.../reconnect.mq4
  • #93
  • Edited 7:00am Aug 30, 2013 3:33am | Edited 7:00am
Quoting SKovalyov
{quote} One (any) would be enough. {quote} You can try my version of "keep session alive" script (and freely change it as it is open sourced), it has 0.1 lot by default: https://raw.github.com/SergeyKovalyo.../reconnect.mq4
Thanks SKovalyov. I stopped using such tools since I received phone calls from two separate brokers asking me (nicely) to refrain from using these EAs. I'm curious though whether the cTrader platform eliminated this "problem" and I should migrate my trading to cTrader.

Quoting SKovalyov
cTrader (MT5 as well) does not have this issue by design.
I will look into cTrader platform for sure.
No longer trading forex. Looking for full time job.
  • #94
  • Aug 30, 2013 4:17am Aug 30, 2013 4:17am
I hope, one of them was not FXOpen AU as they promote they are more than happy when got really active traders.

cTrader (MT5 as well) does not have this issue by design.
  • #95
  • Aug 31, 2013 12:48pm Aug 31, 2013 12:48pm
Quoting SKovalyov
{quote} One (any) would be enough. {quote} You can try my version of "keep session alive" script (and freely change it as it is open sourced), it has 0.1 lot by default: https://raw.github.com/SergeyKovalyo.../reconnect.mq4
That's right, one is enough. It's not due to the broker server. Thanks, SKovalyov

Anyone knows how much the MT4 build in delay is when opening an order? (MT4 terminal software delay, not including session time out, not including broker execution)
  • #96
  • Aug 31, 2013 1:29pm Aug 31, 2013 1:29pm
I guess, terminal itself almost does not introduce any delay. It is all up to server. I have info from CEO and co-owner of one FX company, they made a number of tests and measurements. First at all, MT4 is a big black box and sometimes it just eats time without any evident reasons.

So. It takes about 200ms (ping about 50ms and any possible terminal's delays included) just to auto-confirm at any price (means no check for prices, margin, etc.) and about 400ms (ping also included) to auto-confirm but now with VD (so checks added but still no STP to LP).

There are rumors that some companies (Armada, for example) has STP to LP and can show about 200ms execution time. I was not able to check this for the moment. Best average time on a considerable number of trade orders I ever saw was 500-700ms (depending on conditions, reconnect script is on).

And here is an example how I was measuring it: https://raw.github.com/SergeyKovalyo...r/open-buy.mq4
  • #97
  • Aug 31, 2013 2:13pm Aug 31, 2013 2:13pm
Really!? Rumor says it's about 60 ms, so. Is there really no MT4 client/terminal delay on the trader's side? That means Metaquotes actually created a great platform that sticks to only one thread of CPU with awesome performance!

It looks like the problem is the server. Do you think even if I get a MT4 server installed on own computer and put my self STP and I'm still going to get a substantial delay? http://www.forexfactory.com/showthre...67#post6931867 http://tinyurl.com/p9trumq
  • #98
  • Edited Sep 1, 2013 2:04am Aug 31, 2013 2:54pm | Edited Sep 1, 2013 2:04am
Quoting Fraois
Really!? Rumor says it's about 60 ms, so.
Anyway, it's still rumors. So it does not matter (for me) 200ms or 60ms is there untill I can verify it myself.

Quoting Fraois
It looks like the problem is the server. Do you think even if I get a MT4 server installed on own computer and put my self STP and I'm still going to get a substantial delay? http://www.forexfactory.com/showthre...67#post6931867 http://tinyurl.com/p9trumq
Yes, the problem is the server. As I said MT4 is a black box. Having MT4 Server on your PC you just eliminate ping delay (and put it into another place in the chain "you -> MT4 -> MT4 server -> LP"). If you are not a broker that must provide MT4 (due clients requests) you really should consider other options to improve speed of trades (assuming you are not happy with that 200ms or 60ms that Armada delivers).
  • #99
  • Aug 31, 2013 3:06pm Aug 31, 2013 3:06pm
Quoting mmaker
{quote} What if I'm trading from Singapore, 9500 miles to New York or 6700 miles to London, would that affect my execution time compared to someone who lived in New York or London? Assuming broker is Armada Markets.
It will for sure add 100-150ms to that results we (Europeans) have. VPS in Europe (as Armada is in Europe) is your only choice, I guess. Someone from NY also will get compared results as crossing of Atlantic adds 100-150ms.
  • #100
  • Sep 2, 2013 1:59am Sep 2, 2013 1:59am
Thank you for this simple fix. I had latency of nearly 2 seconds sometimes. Now averaging 0.6 seconds.
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