Optimized `CheckDailyLimits` in `ExpertMAPSARSizeOptimized_Improved.mq5` by adding a static flag to cache the "limit reached" state for the current day. This avoids redundant checks, string formatting, and log flooding on every tick once a daily limit is hit. Additionally, removed a redundant manual alert as `LogError` already handles it.
- Pre-calculate daily risk factors (g_lossFactor, g_profitFactor) in OnInit to replace divisions with multiplications in statistics updates.
- Reorder IsTradingAllowed to perform time filter checks before expensive terminal API calls (TerminalInfoInteger, MQLInfoInteger).
- Implement log throttling for trading status messages to prevent flooding during high-frequency ticks.
- Guard new bar debug check in OnTick with log level check to avoid redundant iTime calls.
- Fix invalid LogInfo/LogDebug calls by switching from multiple arguments to string concatenation.
- Optimize Day-Rollover check in OnTick by using casted long for day calculation.
- Add explicit long cast for day calculation to ensure cross-platform consistency.
CI was previously throttled by GitHub API (429), this push triggers a retry.
- Pre-calculate daily risk factors (g_lossFactor, g_profitFactor) in OnInit to replace divisions with multiplications in statistics updates.
- Reorder IsTradingAllowed to perform time filter checks before expensive terminal API calls (TerminalInfoInteger, MQLInfoInteger).
- Implement log throttling for trading status messages to prevent flooding during high-frequency ticks.
- Guard new bar debug check in OnTick with log level check to avoid redundant iTime calls.
- Fix invalid LogInfo/LogDebug calls by switching from multiple arguments to string concatenation.
- Optimize Day-Rollover check in OnTick by using casted long for day calculation.
This commit implements significant performance optimizations in the OnTick execution path of the Expert Advisor:
- Caches daily loss and profit limits in currency units (g_maxDailyLossCurrency, g_maxDailyProfitCurrency) to avoid redundant AccountInfoDouble(ACCOUNT_BALANCE) calls and divisions on every tick.
- Refactors IsTradingAllowed and UpdateDailyStatistics to accept an optional datetime parameter, allowing OnTick to pass a pre-fetched TimeCurrent() value and reducing redundant system calls.
- Preserves standard risk management behavior by updating cached limits whenever statistics are refreshed (init, rollover, trades, and timer).
Verified with scripts/ci_validate_repo.py and scripts/test_automation.py.
- Replaced expensive TimeToStruct and StructToTime calls with fast integer math for hour extraction and day-rollover detection.
- Consolidated history scanning into UpdateDailyStatistics to handle both profit calculation and trade counting in a single pass.
- Optimized history property retrieval by using ticket-less variants (e.g., HistoryDealGetInteger(DEAL_MAGIC)) after deal selection.
- Refined trade counting to specifically target DEAL_ENTRY_IN deals for robustness against terminal restarts and cleaner logic.
- Removed redundant history scans in OnTrade handler.
Co-authored-by: Mouy-leng <199350297+Mouy-leng@users.noreply.github.com>
This PR implements several high-impact performance optimizations in `ExpertMAPSARSizeOptimized_Improved.mq5`:
1. **Reduced History Scanning Overhead**: Moved the expensive `UpdateDailyStatistics()` call (which uses `HistorySelect` and loops through deals) out of the `OnTick()` path. It is now called only on trade events, periodic timer intervals, and day rollovers.
2. **Optimized Day-Rollover Logic**: Replaced multiple `TimeToStruct` and `StructToTime` calls in the tick path with a lightweight integer division (`TimeCurrent() / 86400`) to detect calendar day changes.
3. **Efficient History Selection**: Introduced `g_todayStart` to cache the midnight timestamp, ensuring `HistorySelect` targets the current day's data precisely rather than a rolling 24-hour window.
4. **Lightweight New Bar Detection**: Replaced expensive `CopyRates()` calls for logging new bars with a simple `iTime()` lookup.
These changes significantly reduce the CPU and terminal API overhead per tick, which is critical for high-frequency or multi-symbol trading.
📊 **Impact**: Reduces `OnTick` execution time by avoiding redundant history scans on every price update.
🔬 **Measurement**: Verified with `scripts/ci_validate_repo.py` and manual code review against MQL5 performance best practices.
Co-authored-by: Mouy-leng <199350297+Mouy-leng@users.noreply.github.com>
