Improving trading systems...

traderdavid · #1 (**permalink**) 04-28-2007, 09:49 AM

Hi, just thought id add a note on how you can improve your trading systems...
I think it's best to put the OrderClose and OrderSend functions in a critical section - ie. lock them when they are being executed as, in general, they can take longer to execute.

Here's how to add a critical section to your code; it's mutual exclusion:

PHP Code:


			
bool is_locked = false;



void lock(){

   is_locked = true;

}



void unlock(){

   is_locked = false;

}



bool isLocked(){

   return (is_locked);

}

Then to use it, just do the following:

PHP Code:


			


if(isLocked() != true){

   lock();

   OrderSend(....);

   unlock();

}

Many of you will find that this improves backtesting results. And it's good practice for critical sections, especially for live trade. Hope it helps!

TraderDavid.

traderdavid · #2 (**permalink**) 04-28-2007, 09:51 AM

btw... you can use the locks on any section you think is critical - not just ordersend, etc.

any section which should execute atomicly should be locked executed, then unlocked - to ensure it executes as a whole before being interfered with again.

traderdavid.

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