Migrating an Expert Advisor from MQL4 to MQL5 demands handling fundamental differences in trade execution, tick processing, and historical data access. The most immediate change is replacing
OrderSend() with the CTrade class.1. Trade Execution: OrderSend → CTrade
In MQL4, opening a buy order:
``
cpp
int ticket = OrderSend(Symbol(), OP_BUY, 0.1, Ask, 3, 0, 0, "EA", 0, 0, Green);
`
MQL5 equivalent using :
`cpp
#include
CTrade trade;
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
trade.PositionOpen(_Symbol, ORDER_TYPE_BUY, 0.1, ask, 0, 0, "EA");
`
Note: MQL5 requires explicit symbol info fetching. Slippage is handled via .
2. Tick and Volume Model
MQL4’s Volume is tick count; MQL5 uses real volume. For backtest compatibility, normalize:
`cpp
// MQL5: convert tick volume to approximate lot-based volume
long tickVolume = (long)MathRound(volumeReal / SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP));
`
3. Order Selection and Loop
MQL4 uses with a global pool. MQL5 uses positions and orders separated:
`cpp
// MQL5 position loop
for(int i = PositionsTotal()-1; i >= 0; i--) {
ulong ticket = PositionGetTicket(i);
if(PositionSelectByTicket(ticket)) {
double profit = PositionGetDouble(POSITION_PROFIT);
}
}
`
4. Backtest Adaptation: Removing Future Functions
MQL4 allows (current tick). MQL5 requires CopyTicks() with a flag to avoid look-ahead bias. Always use COPY_TICKS_ALL and process with a delay.
5. Complete Migration Function Example
`cpp
// MQL5: Open limit order with error handling
bool OpenLimitOrder(double price, double lot) {
CTrade trade;
trade.SetTypeFilling(ORDER_FILLING_IOC);
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
if(!trade.OrderOpen(_Symbol, ORDER_TYPE_BUY_LIMIT, lot, price, 0, 0, "MigratedEA"))
return false;
return true;
}
``Reference: MQL5 Community, "Migration from MQL4 to MQL5" (mql5.com/docs/migration), 2024.