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DLL or not DLL

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Started by jaguar1637 2022 days ago

Hi dudes

We are experiencing practical difficulties for building an EA. We divide the process into 2 ways. The first robot uses iCustom to call directly indicators, the second robot calls directly the indicators from a DLL.

I explain 

  1. the first step was to select the indicators
  2. second step to put all the code directly inside the EA (so, our EA reaches 5000 lines of codes)
  3. third step , we put all those code lines from indicators inside the librairies under a mq4 files (It was made like for SSA.mq4)
  4. fourth step, the most difficult, is to convert mq4 codes from indicators into C++, in aim to build a DLL

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so, now you have this situation

The robot running w/ the implicite call of iCustom has a bery good behavior

Now, regarding the robot running w/ Dlls, we are in front of huge CPU consuming

Well, if we use SSA or Hodrick Prescott or any filter to get rid of distorsions, the situation is still the same for a single computer. It's quite harsh at every loop (start one) to recalculate all the indicators from SSA, Hodrick Prescott

so, I analyzed the code of the SSA, there is a way to improve the code inside the matrix, and regarding Hodrick Prescott, there is a huge calculation regarding inversion matrix.

so, to go deeper. We are wandering if it's necessary to recalculate everything at each tick we fetch, or may be recalculate everything at the beginning of everybars

If I want to be honest , it becomes more and more difficult for an individual to build a robot, (by using Dlls)

the only way for someone w/o any skills  is to take the VGC skeletton and adapt a simple logic by calling indicators w/ iCustom