Platform differencesEasyLanguage to MQL5: What Changes and How We Handle It
TradeStation and MetaTrader 5 can trade different instruments, and they run code in different ways. These are the differences that decide whether a converted script behaves like the original — and what we do about each of them.
In TradeStationIn MetaTrader 5How we handle it
Instruments
US stocks and futures through TradeStation
Forex, CFDs, stocks or futures from your MT5 broker
If the instrument changes, we agree which one replaces each TradeStation symbol and adapt sizes, price distances and sessions.
Trade size
Shares or contracts — fixed, or from a dollar amount per trade
Lots, rounded to the symbol’s volume step
Sizes are recalculated for the MT5 symbol in your account currency and checked against your risk rules.
Positions
One strategy position, built from named entries
Separate positions on a hedging account; one shared position per symbol on a netting account
We map each named entry and its exits for your account type — on netting, with the EA’s own record of entries — and agree how the EA works alongside other EAs, manual trades and positions already open at start.
Order timing
Orders for the next bar or this bar on close; stop and limit orders last one bar
Order timing is controlled by the EA; pending orders stay until filled, cancelled or expired
We rebuild when each order becomes active, how long it stays and when it is cancelled, and check trade timing against the agreed criteria.
Time and sessions
Bar times follow the chart’s setting — local or exchange time
Your broker’s server time and the symbol’s sessions
We compare sessions, bar timestamps and the time zone each version’s logic uses — matching chart clocks alone isn’t enough.
Starting the calculation
MaxBarsBack sets the history needed before calculation starts
Indicators calculate from the first available bar
We rebuild starting values, warm-up history and readiness checks for each series, so calculations line up.
Historical fills
Look-Inside-Bar Back-testing for intrabar fills
The Strategy Tester on real ticks, 1-minute bars or open prices
We choose how intrabar history is calculated and filled for each strategy, so both backtests are compared on similar assumptions.
What may not carry over one to one
Some things depend on the platform itself: protected .ELD files can’t be opened without the original code; DLL calls and global variables used by EasyLanguage are checked one by one; and data available only in TradeStation, such as some fundamental and options data, has no MT5 equivalent. We point these out before work starts and agree the closest MT5 equivalent with you.