Benchmarking Function Execution Speed in MQL5

Summary

This document describes a small MQL5 benchmarking library for comparing how quickly functions or expressions execute. It introduces three measurement styles: timing a call in microseconds per invocation, running a fixed number of repetitions and reporting elapsed milliseconds, and measuring operations per second over a chosen duration. An example compares a custom floor calculation with the built-in mathematical function while accumulating results.

The example reports that the custom function completes the stated workload faster in that run, illustrating how repeated timing can inform implementation choices. It also notes a practical benchmarking concern: if an expression’s result is unused, the compiler may optimize away the call, so the example consumes the values. The document does not provide broader statistical analysis, repeated trial distributions, or controls for hardware and runtime conditions. Its timing example is therefore a demonstration of measurement mechanics, not evidence that the custom function will be faster in other contexts. Such tools can help assess performance-sensitive trading software, but the result alone says nothing about strategy quality or trading outcomes.

Key ideas

• The library measures execution time per call, total time for repeated calls, or operations per second.
• Benchmarking can compare alternative implementations of the same calculation.
• The example consumes function results to reduce the chance that the compiler removes the calls.
• A single timing result may depend on runtime conditions and does not establish general performance.
• Execution speed measurements do not indicate whether a trading strategy is profitable.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.