MT4 to MT5 migration checklist for EA owners

Moving an EA from MQL4 to MQL5 isn't just a syntax swap. The underlying architectures are fundamentally different. The biggest headache for most people is the transition from the simple Order model in MT4 to the Deal and Position model in MT5. In MT4, an order is the transaction. In MT5, you have orders, deals, and positions, which forces you to track state differently. You can no longer rely on simple OrderSelect loops to manage your exposure.

Here is a quick checklist to keep you from losing your mind during the port:

• Rewrite your trade execution logic to handle asynchronous requests, as MT5 doesn't block execution like MT4.
• Replace indicator calls with the Handle system using iCustom or standard functions, remembering that handles need to be initialized in OnInit.
• Update your order management to use the PositionSelectByTicket functions rather than iterating through the entire order history.
• Adjust your testing logic to account for the MT5 strategy tester, which handles multi-currency and multi-asset backtesting much more strictly than the single-pair MT4 tester.

The most common bug I see is developers forgetting that MT5 position management is net-based by default. If your strategy relies on hedging individual trades on the same symbol, you have to ensure your account type supports hedging, otherwise your logic will just close existing positions instead of opening new ones. Also, remember that time series access via CopyBuffer is significantly faster but requires you to manage your own arrays properly.

Check out the official MQL5 documentation if you get stuck on the specific class structures. Has anyone found a reliable way to map MT4's magic number logic to MT5's deal history without bloating the code?