You're reading...
EA development, MQL5

MQL5: CopyTime() vs SeriesInfoInteger()

To obtain a period’s open time, we can use either

CopyTime()
https://www.mql5.com/en/docs/series/copytime

or

SymbolInfoInteger()
https://www.mql5.com/en/docs/marketinformation/symbolinfointeger

I’ve attached a script testing the speed of each showing that SymbolInfoInteger() is faster than CopyTime() by 50%, even after optimisation.

//#property script_show_inputs
input uint loops = 1000000;

void OnStart(){

   uint start = 0;

   //Method 1: CopyTime()
   start = GetTickCount();
   datetime LastPeriodOpenTime_Method1 = 0;
   for(uint i=loops; i > 0; i--){
      datetime Time[];
      CopyTime(_Symbol, _Period, 0, 1, Time); //starting from current period(0), copy one(1) period's open time to Time[]
      if(LastPeriodOpenTime_Method1 != Time[0])LastPeriodOpenTime_Method1 = Time[0]; //update LastPeriodOpenTime
   }
   Print("CopyTime() method: ", GetTickCount() - start); //~750

   //Method 2: SeriesInfoInteger()
   start = GetTickCount();
   datetime LastPeriodOpenTime_Method2 = 0;
   for(uint i=loops; i > 0; i--){
      datetime CurrentPeriodOpenTime = (datetime)SeriesInfoInteger(_Symbol, _Period, SERIES_LASTBAR_DATE); //get current period's open time
      if(LastPeriodOpenTime_Method2 != CurrentPeriodOpenTime)LastPeriodOpenTime_Method2 = CurrentPeriodOpenTime; //update LastPeriodOpenTime
   }
   Print("SeriesInfoInteger() method: ", GetTickCount() - start); //~406

   //Method 1A optimised: CopyTime()
   start = GetTickCount();
   datetime LastPeriodOpenTime_Method1A = 0;
   datetime Time1A[]; //place declaration of Time[] outside of loop
   for(uint i=loops; i > 0; i--){
      CopyTime(_Symbol, _Period, 0, 1, Time1A);
      if(LastPeriodOpenTime_Method1A != Time1A[0])LastPeriodOpenTime_Method1A = Time1A[0];
   }
   Print("CopyTime() method 1A optimised: ", GetTickCount() - start); //~625

   //Method 1B optimised: CopyTime()
   start = GetTickCount();
   datetime LastPeriodOpenTime_Method1B = 0;
   datetime Time1B[1]; //made array static
   for(uint i=loops; i > 0; i--){
      CopyTime(_Symbol, _Period, 0, 1, Time1B);
      if(LastPeriodOpenTime_Method1B != Time1B[0])LastPeriodOpenTime_Method1B = Time1B[0];
   }
   Print("CopyTime() method 1B optimised: ", GetTickCount() - start); //~625

   //Method 1C optimised: CopyTime()
   start = GetTickCount();
   datetime LastPeriodOpenTime_Method1C = 0;
   datetime Time1C[1]; //made array static
   datetime temp_Time1C = 0;
   for(uint i=loops; i > 0; i--){
      CopyTime(_Symbol, _Period, 0, 1, Time1C);
      temp_Time1C = Time1C[0]; //assign Time1C[0] to temp_Time1C, save 1 calling of Time1C[]
      if(LastPeriodOpenTime_Method1C != temp_Time1C)LastPeriodOpenTime_Method1C = temp_Time1C;
   }
   Print("CopyTime() method 1C optimised: ", GetTickCount() - start); //~625

}


 

 


Just throwing it out there.

Advertisements

Discussion

No comments yet.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

Archives

Visitors

Flag Counter
Advertisements
%d bloggers like this: