MQL5-Google-Onedrive/.jules/bolt.md
google-labs-jules[bot] a9ab02960b Bolt: optimize lot calculation and margin checks
Optimized the `CalculateLots` function in `SMC_TrendBreakout_MTF_EA.mq5` by:
1. Caching the inverse of the initial margin in `OnInit` to replace division with multiplication.
2. Refactoring the logic to apply margin constraints before normalization, ensuring a single execution path for rounding and clamping.
3. Reducing redundant `MathFloor`, `MathMax`, and `MathMin` calls.

These changes improve performance during trade execution and follow the codebase pattern of caching expensive constants.

Test results:
- `scripts/ci_validate_repo.py`: PASSED
- `scripts/test_automation.py`: PASSED
2026-02-08 17:33:21 +00:00

4.2 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.

2026-02-08 - Optimized Lot Calculation Flow

Learning: Redundant calculations in MQL5 can be avoided by consolidating the execution path of lot size normalization. In CalculateLots, applying margin-based clamping BEFORE the final normalization and volume limit checks (MathFloor, MathMax, MathMin) ensures these relatively expensive operations run only once, even if the initial risk-based lot size exceeds available margin. Additionally, caching the inverse of SYMBOL_MARGIN_INITIAL in OnInit (with a safety check for > 0) replaces a division with a faster multiplication in the trade execution path. Action: Always structure lot calculation functions to identify all constraints (risk, margin, max lots) first, then apply rounding and final clamping in a single, unified step at the end of the function.