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Just an update on this issue. No way will the MetaTrader be fast enough, it appears. So, I wrote a full-blown C# multi-threaded client using their SDK/API and am interfacing with my main trading platform via this hosted API client. Now I have much more flexibility and have abandoned...

southbeach4me, Thanks so much. I'm beginning to piece together the true picture. One tekkie said MetaTrader was a "shell" on top of their API. I'm beginning to think they start a "shell script" on their server for each order request, and the setting up and tearing down of connections is...

Well, thanks for the info, but considerable effort has already been expended on a MetaTrader-based solution. This is an automated execution system, so the alternative is to dig into their API and that's as much trouble as a FIX connection. MetaTrader does socket communications to the Order...

Any MB Trading MetaTrader users out there who know their order execution latencies from within an EA ? Market Orders to keep it simple. EUR/USD currency pair. MB Trading's offering is Non-Dealing Desk, STP processing to ECN variable pricing spreads with commission... so we have to compare...

I'm measuring latencies of about 1.5 seconds on OrderSend operations from within a MetaTrader 4 EA. Code is typically like this: RefreshRates(); int startOrderTimestamp = GetTickCount(); int elapsed = 0; ticket = OrderSend(Symbol(), OP_BUY, volLots...

I do both Futures and Forex. To my knowlege, FIFO does not apply to the 6E Futures contract. In any case, MetaTrader 4 uses a "ticketing" concept, rather than a position-based concept. The FIFO rule is an accounting rule, rather than a trading rule in any case, and is obviously subject to...

After some research on this, it is correct that this FIFO restriction is an accounting restriction only. However, most MetaTrader 4 platforms restrict this at the level of the trading client, for U.S. accounts, and do not permit LIFO operations. Personally, I've just adopted a policy, that...

So, back to the issue at hand... I understand that some brokers may have modified their client MetaTrader platforms so that a LIFO ticket sequence is permitted. Or moved away from a Ticketing approach to a Position approach? What is your experience is this area, so far as trading...

Remember, I'm a "vendor". That's the "enemy" ! :) You're not supposed to be "nice" to me.... But I'm not posting in the capacity of a vendor...

I am very happy to share hints, tips and code with anyone !! Socket comms is a pain in the behind. I think I'm going to create a Java Virtual Machine as a MetaTrader extension DLL and then use RMI to communicate more reliably with my Java trading app. EA's can then use "services" provided...

I am a vendor, but not trying to sell anything though. Anyway, the EA collection is not self-contained. It implements bi-directional socket comms with the Analysis and Trading engine, and accepts trading commands... So MetaTrader is a Slave execution engine... Not a "traditional" EA at all...

Just started with an Alpari US account. They enforce FIFO. Didn't think I'd have to confront it so early on... Already modified my EA's to close "FIFO style" earliest order first. Thanks to all, what a coincidence I ran into it just after posting about it !!!!

Well it certainly disrupts the appearance of a smooth closed account balance, and may require modifications in my controlling EA's as to which to close first but... The end result from flat to flat will be the same, that much I understand, but the closed trade accounting would be extremely...

Currently I have a strategy of scaling which I believe may be disrupted by the FIFO ruling. Consider the following trades in a fictional market, using the MetaTrader 4 "ticket" concept for each "trade". There is no "Hedging" involved, as we are working one side of the market only (long only...

I've started working with Transact's 10-wide DOM (Depth of Market) feeds. However, 6EZ0 currently on Globex appears to yield only a 5-wide active DOM. ES, YM, NQ, etc show 10-wide DOMs. Does anyone have a retail feed showing a wider active DOM for 6E? Thanks!

Kevin, thanks for pointing me to the socket code. I've been able to do amazing things in MetaTrader EA's by using it to send messages back into my custom Java trading client software. However, it seems there's a bug in the include text for the function retrieving a string. I'll just post it...

OK, I'm about to do this now. More info is found here: http://codebase.mql4.com/6122 By the way, I need a bridge to Currenex so if you happen to have any info / tips on that area, please let me know! I need to stream Forex pricing into my client, and execute some fairly simple orders...

Thanks a lot! That will jump start things nicely. Brent

Hi, A client of mine wants to know whether Metatrader can receive simple Buy, Sell (price,quantity) type ascii-text formatted commands over a local socket from an external submitter. If anyone knows this, it will save me a lot of scrounging time on the net. Signals from, say 6E Euro...

Well, sometimes a system works and then falls apart. You hear that all the time. But a system which uses more fundamental short term technicals tends to be more resilient. Sometimes, it's a matter of knowing what your market tends to do. Does it exploit breakdowns and breakouts? Well, then...