MT4 vs MT5 order handling differences that bite scalpers

[Amanhasnoname]

Porting a strategy from MT4 to MT5 and expecting identical behaviour is how accounts get surprised. Three differences cause most of the trouble.

First, position model. An MT5 account can be netting or hedging, depending on what the broker enables. On netting, two buys on the same symbol merge into one position with an averaged entry. A script that assumes each entry gets its own ticket, with its own stop and its own close, simply breaks. Partial closes and stop modifications behave differently too.

Second, filling modes. MT5 has FOK, IOC and Return, and each symbol only supports some of them. An EA that hardcodes one mode may get rejections that MT4 never produced. MT4 has no such setting; trouble there shows up as requotes or off-quotes instead.

Third, how errors are reported. MT5 returns a result structure with a retcode, and a request can be accepted yet only partially filled. Code that treats "no error" as "filled in full" will misreport positions.

Practical check before going live: confirm whether the live account is netting or hedging, read the allowed filling modes per symbol, and run the EA on a demo account of the same type with minimum size for a full week of sessions, rollover included.

Which filling mode has behaved most reliably on live accounts, and did anything break when moving from MT4?