MQL5: How to efficiently resolve "OrderSend error 130" during M1 scalping

[PTScalper]

Because broker implementations of MT5 vary wildly, hardcoding ORDER_FILLING_FOK or ORDER_FILLING_IOC will inevitably crash your EA when deployed across different liquidity providers. Some ECNs strictly require IOC, while standard STP accounts might only accept FOK or RETURN.

In MQL5, SYMBOL_FILLING_MODE is returned as a bitmask. You cannot use a simple equality check (==); you must use bitwise AND (&) operations to parse the supported modes.

Here is how to dynamically evaluate the broker's matching engine and apply the correct policy to your MqlTradeRequest.

1. The Dynamic Filling Mode Evaluator

Because you have already built an architecture capable of tracking Volume Weighted Average Price (VWAP) across partial fills, Immediate or Cancel (IOC) is your mathematically superior choice. It guarantees you sweep available liquidity without leaving passive orders on the book.

Fill or Kill (FOK) is "safer" from a math perspective (no slippage via partials), but when pushing high-volume lots, FOK will result in massive rejection rates because the book rarely has enough liquidity at a single price level to absorb the entire order instantly.

This helper function prioritizes IOC but safely falls back to whatever the broker allows.

Code: Select all

ENUM_ORDER_TYPE_FILLING GetOptimalFillingMode(const string symbol) 
{
    long fillModes = SymbolInfoInteger(symbol, SYMBOL_FILLING_MODE);
    
    // 1. Prioritize IOC for high-volume sweeping (Partials allowed, remainder killed)
    if ((fillModes & SYMBOL_FILLING_IOC) != 0) 
    {
        return ORDER_FILLING_IOC;
    }
    
    // 2. Fallback to FOK (No partials, entire order must fill instantly or be killed)
    if ((fillModes & SYMBOL_FILLING_FOK) != 0) 
    {
        return ORDER_FILLING_FOK;
    }
    
    // 3. Last resort: RETURN (Standard for Market Maker/B-Book accounts)
    // Warning: This leaves unfilled remainder as a resting limit order.
    return ORDER_FILLING_RETURN; 
}

[PTScalper]

2. Applying the Policy to the Entry Request

When constructing your initial OrderSendAsync market entry, call the evaluator and assign its result to request.type_filling.

Code: Select all

void DispatchInitialEntry(double targetVolume, ENUM_ORDER_TYPE direction) 
{
    MqlTradeRequest request = {};
    MqlTradeResult  result  = {};
    
    request.action       = TRADE_ACTION_DEAL;
    request.symbol       = _Symbol;
    request.volume       = targetVolume;
    request.deviation    = 20; // Acceptable slippage in points
    request.magic        = 123456;
    
    // Dynamically apply the safest supported execution policy
    request.type_filling = GetOptimalFillingMode(_Symbol);
    
    if (direction == ORDER_TYPE_BUY) 
    {
        request.type  = ORDER_TYPE_BUY;
        request.price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
    }
    else 
    {
        request.type  = ORDER_TYPE_SELL;
        request.price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
    }

    // Since this is an ECN environment, DO NOT attach SL/TP on entry
    request.sl = 0.0;
    request.tp = 0.0;

    if (!OrderSendAsync(request, result)) 
    {
        PrintFormat("Entry Dispatch Failed! Error: %d", GetLastError());
    }
    else 
    {
        PrintFormat("Async Entry Dispatched. Request ID: %u | Policy: %s", 
                    result.request_id, EnumToString(request.type_filling));
        
        // Initialize your state tracker here
        // ActiveTrades[index].state = STATE_ENTRY_PENDING;
        // ...
    }
}

[PTScalper]

The Broker-Side "Zero Mode" Edge Case

There is a known edge case with certain MT5 server bridges (particularly poorly configured White Label brokers) where SymbolInfoInteger(_Symbol, SYMBOL_FILLING_MODE) returns 0, falsely implying the symbol supports no filling modes at all.

If your EA hits a broker returning 0, the bitwise checks will fail and the function will default to ORDER_FILLING_RETURN. On a true ECN, sending a RETURN policy will trigger an immediate TRADE_RETCODE_INVALID_FILL (10030) rejection.

If you encounter this specific server misconfiguration, you must bypass SYMBOL_FILLING_MODE entirely and hardcode request.type_filling = ORDER_FILLING_FOK; or ORDER_FILLING_IOC; to force the request through the bridge.