Order modification limits and the flood of requests
Posted: Sat Oct 31, 2026 10:08 pm
Order modification limits and the flood of requests
A trailing stop that updates every tick sends a modification request to the broker each time price moves. In fast markets that can mean dozens of requests per second.
Brokers protect their servers with rate limits. Exceed them and requests get rejected, delayed, or in the worst case the account gets temporarily blocked from trading. Some firms treat heavy modification traffic as abusive behaviour.
Better design is updating the stop only when it has moved by a meaningful amount, such as a pip or more, or at fixed time intervals. That cuts the traffic dramatically with little loss of effectiveness.
Order-to-trade ratio is another number brokers watch. An account with thousands of modifications and cancellations per executed trade attracts attention.
It is worth reading the broker's policy on request frequency and testing the expert advisor's output in a quiet moment to see how many messages it really sends.
A clean fix is rate-limiting inside the code: store the time of the last modification and refuse another within a set interval, such as 250 milliseconds, unless the change is larger than a threshold.
How many modification requests does the system send during a busy minute?
A trailing stop that updates every tick sends a modification request to the broker each time price moves. In fast markets that can mean dozens of requests per second.
Brokers protect their servers with rate limits. Exceed them and requests get rejected, delayed, or in the worst case the account gets temporarily blocked from trading. Some firms treat heavy modification traffic as abusive behaviour.
Better design is updating the stop only when it has moved by a meaningful amount, such as a pip or more, or at fixed time intervals. That cuts the traffic dramatically with little loss of effectiveness.
Order-to-trade ratio is another number brokers watch. An account with thousands of modifications and cancellations per executed trade attracts attention.
It is worth reading the broker's policy on request frequency and testing the expert advisor's output in a quiet moment to see how many messages it really sends.
A clean fix is rate-limiting inside the code: store the time of the last modification and refuse another within a set interval, such as 250 milliseconds, unless the change is larger than a threshold.
How many modification requests does the system send during a busy minute?