MT5 Architecture: Positions, Orders, Netting & Hedging

MQL5 introduces a clearer separation between orders, deals, and positions. Depending on broker account type, MT5 can run in netting or hedging mode, which changes how you manage entries/exits and partial closes.

• CTrade execution layer: consistent trade requests with defined filling policies.
• OnTradeTransaction: event-driven tracking of fills/deals (more reliable state handling).
• Symbol properties: tick size, tick value, contract size, volume step/min/max.
• Portfolio-aware controls: multi-symbol exposure limits and risk aggregation.

Advanced Strategy Automation in MT5

MT5 is ideal for robust systems that need strong testing, multi-asset logic, and disciplined risk. Examples of “complex” automations we implement:

• Multi-timeframe + multi-symbol strategies: signals on one chart, execution on another, portfolio limits across all symbols.
• Regime filters: volatility (ATR/StdDev), trend strength (ADX), range detection, session behavior.
• Breakout and momentum systems: Donchian/ATR breakouts, VWAP deviation, session open rules.
• Mean reversion + statistical filters: z-score, band reversion, “cooldown” logic after expansion.
• Hybrid trade management: partials + trailing + time-based exit + equity-based shutdown.
• Prop-firm safe risk architecture: daily loss lock, max DD lock, max trades/day, max open risk.

Technical Indicator Development (MQL5)

MT5 custom indicator work often includes performance optimization, buffer management, and multi-timeframe data access. Common technical indicators and custom tools:

Money Management & Portfolio Risk

MT5 systems often trade multiple symbols, so risk must be aggregated:

• Fixed-fractional sizing: risk % based on stop distance and symbol tick value.
• Volatility sizing: ATR-based stops and dynamic lot sizing.
• Max open risk: sum of risk on all open positions must remain below a cap.
• Exposure controls: per-currency exposure, correlation-aware throttling, max symbols open.
• Equity protection: daily loss lock, trailing equity stop, emergency close on conditions.

Strategy Tester, Optimization & Robustness

MT5 has a powerful strategy tester and optimization workflow. A professional automation process typically includes:

• Walk-forward style validation: optimize on one period, validate on another.
• Parameter constraints: reduce overfitting (bounded inputs, fewer degrees of freedom).
• Risk-based metrics: max DD, recovery factor, profit factor, expectancy, stability.
• Execution realism: spread modeling, commission assumptions, slippage rules.
• Forward testing plans: demo → small live → scale under strict drawdown rules.