Price_Compare – library MetaTrader 5

This small cross-platform library allows to compare the ‘double’ values of the “price” conveniently and quickly.

For example, before placing a SellLimit, it is sometimes useful to check if the opening price is below the current Bid price.

// if (NormalizeDouble(OpenPrice, Digits()) >= NormalizeDouble(Bid, Digits())) // this method was the most frequently used
if (CP(OpenPrice) >= Bid) // now it can be done like this
  OrderSend...;

Not only is this much clearer and more concise than the standard type check, but also the execution speed is several times higher! Such efficient usage of computational resources sometimes grants a noticeable boost in the tester/optimizer.

It is also possible to set the precision for comparing the ‘double’ values. For example

if ((CP(Lots, 0.01) >= MinLot) && ((CP(Lots, 0.01) <= MaxLot))) // compare with the precision up to the second decimal place
  OrderSend...;

All the comparison operators (==, !=, >=, <=, >, <) are handled in a similar fashion.

The library contains a faster method of the NormalizeDouble implementation. To improve the execution speed of the standard function, it is sufficient to add the following at the beginning

// Almost four times faster than the corresponding standard function (build 1395)
#define NormalizeDouble PRICE_COMPARE::MyNormalizeDouble

As an example, the attached script shows the results of comparison and normalization method for different price values.