MQL5-Google-Onedrive/.jules/bolt.md
google-labs-jules[bot] a7726f398b Bolt: Optimize lot calculation in SMC EA
This commit optimizes the lot size calculation in `SMC_TrendBreakout_MTF_EA.mq5` by:
1. Pre-calculating the inverse of `SYMBOL_MARGIN_INITIAL` in `OnInit` to replace division with multiplication.
2. Refactoring `CalculateLots()` to apply margin clamping before normalization, ensuring a single execution path for rounding and limit checks.
3. Reducing redundant math operations in the trade execution path.

Performance Impact:
- Reduces redundant `MathFloor`, `MathMax`, `MathMin`, and multiplication operations in `CalculateLots`.
- Replaces expensive division with faster multiplication.
- Improves code readability and maintainability by applying the DRY principle.

Verification:
- Ran `python scripts/ci_validate_repo.py` and `python scripts/test_automation.py`.
- Manually verified the logic flow for both normal and margin-clamped scenarios.
2026-02-07 19:30:31 +00:00

4.1 KiB

Bolt's Journal

This journal is for CRITICAL, non-routine performance learnings ONLY.

  • Codebase-specific bottlenecks
  • Failed optimizations (and why)
  • Surprising performance patterns
  • Rejected changes with valuable lessons

2024-07-25 - MQL5 Native Functions vs. Scripted Loops

Learning: My assumption that a manual MQL5 loop over a pre-cached array would be faster than built-in functions like iHighest() and iLowest() was incorrect. The code review pointed out that MQL5's native, built-in functions are implemented in highly optimized C++ and are significantly faster than loops executed in the MQL5 scripting layer. The original comment stating this was correct. Action: Always prefer using MQL5's built-in, native functions for calculations like finding highs/lows over manual loops, even if the data is already in a local array. The performance gain from the native implementation outweighs the overhead of the function call.

2024-07-26 - Native ArrayMaximum/ArrayMinimum Efficiency

Learning: Confirmed that native ArrayMaximum() and ArrayMinimum() are the preferred way to find extreme values in price arrays. Also, when using these functions, it's important to check if they return -1 to avoid invalid array access, especially if the count or start parameters might be dynamic. Action: When replacing manual loops with native array functions, always include a check for the -1 return value to ensure robustness while gaining performance.

2026-01-19 - Native Object Cleanup in MQL5

Learning: While iterating through chart objects manually is flexible, it becomes a major bottleneck if the chart has thousands of objects. For simple prefix-based cleanup (often used in indicators), the native ObjectsDeleteAll(0, prefix) is significantly more efficient than a scripted loop calling ObjectName() and StringFind() for every object on the chart. Action: Use ObjectsDeleteAll() for bulk object removal by prefix whenever the "keep N latest" logic is not strictly required or can be safely bypassed for performance.

2026-01-20 - Robust New Bar Check in MQL5 OnCalculate

Learning: An early exit in OnCalculate based on bar time MUST check prev_calculated > 0. If prev_calculated == 0, the terminal is requesting a full recalculation (e.g., after a history sync or data gap fill), and exiting early would result in stale data. Also, using iTime() is more robust than indexing into the time[] array if the array's series state is unknown. Action: Always wrap "new bar" early exits in indicators with if(prev_calculated > 0 && ...) and prefer iTime() for the current bar's timestamp.

2026-01-20 - MQL5 OnTick Execution Flow Optimization

Learning: Significant performance gains in MQL5 EAs can be achieved by carefully ordering the logic in OnTick. Moving the PositionSelect check before CopyRates and CopyBuffer avoids expensive data operations when a trade is already active. Additionally, reducing the requested bar count in data fetching functions to the absolute minimum (e.g., 2 instead of 3) and using SymbolInfoTick for atomic, lazy price retrieval further reduces overhead. Action: Always place 'gatekeeper' checks (new bar, position existence, terminal trading allowed) at the top of OnTick and minimize the data payload for indicator and price fetching to only what is strictly necessary for the current bar's logic.

2026-02-04 - Optimized Lot Calculation Flow

Learning: Optimizing the flow of CalculateLots in MQL5 involves moving margin-based clamping before the final normalization and volume limit checks (MathFloor, MathMax, MathMin). This ensures that the rounding and clamping logic is applied only once to the final lot value, avoiding redundant calculations if the initial lot size exceeds available margin. Additionally, replacing division by SYMBOL_MARGIN_INITIAL with multiplication by a cached inverse value further improves performance. Action: Always refactor lot calculation logic to follow a single-pass normalization/clamping flow and use pre-calculated inverse constants for division-heavy operations.