Designing an MQL5 Gateway for Validated and Reliable Order Execution
Summary
The document presents an MQL5 architecture that centralizes broker-facing trade operations in an execution gateway, separating strategy decisions from order handling. Its components normalize requested volume to symbol minimum, maximum, and step constraints; validate or widen stop-loss and take-profit levels against reported broker limits; select a supported filling policy; and retry only transient trade-server failures. The gateway also evaluates fill slippage and returns a structured result containing status, fill details, submitted protective levels, retcode, attempt count, and a human-readable reason.
The article describes synthetic checks for the lot normalizer, stop validator, and retcode classification, along with a demo EA. It gives no live trading or profitability evidence; the value claimed is improved consistency, diagnosability, and isolated testing of execution behavior. Limitations include brokers that enforce stop distances differently from their reported constraints, unhandled partial-fill resubmission, hedging-account position tracking, and request throttling. Risk-based sizing, symbol selection, and signal logic remain the strategy’s responsibility rather than the gateway’s.
Key ideas
- A gateway provides one boundary between strategy decisions and broker-specific order execution.
- Volume requests can be rounded and clamped to the symbol’s published trading constraints.
- Protective stop levels and filling policies should be checked against broker-reported requirements before submission.
- Retries should be limited to transient errors, while structured results preserve fill and failure details for callers.
- The described synthetic tests do not demonstrate live execution quality or strategy profitability.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.