Hi there,
I try to use Global Variable(GV) function in power language. I send one value to GV and request to sellforshort another product.
If market position contract A is +1 then use GV to send to value1=+1 to contract B.
If value1=+1 , then sellforshort for contract B.
It can work successfully. However, it delay more than 20 second to execute order in contract B. My friend told me that the execution performance is slower in MC. If I would like to have high execution performance, I need to use MC.Net.
May I know, is it true? Is MC.Net execution performance better than MC? Besides high execution performance, is there any other advantage for MC.Net?
MC vs MC.Net execution performance
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: MC vs MC.Net execution performance
How active is the instrument you are trading?Hi there,
I try to use Global Variable(GV) function in power language. I send one value to GV and request to sellforshort another product.
If market position contract A is +1 then use GV to send to value1=+1 to contract B.
If value1=+1 , then sellforshort for contract B.
It can work successfully. However, it delay more than 20 second to execute order in contract B. My friend told me that the execution performance is slower in MC. If I would like to have high execution performance, I need to use MC.Net.
May I know, is it true? Is MC.Net execution performance better than MC? Besides high execution performance, is there any other advantage for MC.Net?
GV sends out the value in the same tick it is calculated,
and the receiver chart will receive the data at the next tick.
Operation wise the latency is never more than 1 tick.
The latency is also affected by the speed of your computer and your code, but rarely the case.
The volume of trades of the receiving instrument is important;
if there is no trade, then the GV will just sit there and not getting transferred.
It might help if you add RecalcLastBarAfter to your code.
- TJ
- Posts: 7745
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2224 times
Re: MC vs MC.Net execution performance
This will be of interest to those who need to rely on GV for their analysis
GlobalVariables GV Latency Tester
viewtopic.php?f=5&t=10780
GlobalVariables GV Latency Tester
viewtopic.php?f=5&t=10780