MQL4 Reference MQL5 features Expert Advisors

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MQL5 Expert Advisors

The new platform allows testing Expert Advisors (EAs) on real ticks, while entire trading environment is reproduced as accurately as possible and ticks are synchronized across all used instruments up to milliseconds. The strategy tester is multi-threaded, which means you can use all local computer CPU cores, local network agents and MQL5 Cloud Network speeding up the development and debugging of trading strategies dozens and hundreds of times.

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The new tester is also a multi-asset tool, which means that you are able to test strategies working on multiple financial instruments simultaneously. When running multi-currency testing, all necessary history for all used symbols is automatically downloaded from the trade server, while the timer events and the Sleep() function calls are handled correctly. Thus, you develop the same code both for testing and for real trading. There are no restrictions on the part of the tester, and you do not have to test each multi-currency EA instrument separately.

The fifth generation platform accelerates trading: MQL5 compiler aggressively optimizes the obtained EX5 executable code, the OrderSendAsync asynchronous function is executed in fractions of a millisecond, orders are processed on a trade server in no time, while price and Depth of Market updates are delivered to the terminal without delay. In order to trade on exchange symbols, you will need tick functions and access to the Depth of Market.

The MQL5 language is now as fast as С++, while MQL5 programs work up to 20 times faster than MQL4 ones since all functions of the new language are developed taking into account the capabilities of modern processors and code profiling results. If necessary, you can further accelerate the calculations using OpenCL functions. The MetaEditor development environment supports the OpenCL interface for using the power of modern video cards.