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I see nothing raunchy or contradictory here. AMP correctly assumes that someone using MT5 with no use for Level 2 data, like myself for example, will not opt for the $35 fee but rather will settle for Top-of-Book Equity Indices for $3.

MT5 is one of the dozens of platforms available to AMP Futures clients. They do not "own" it.

No need to, there's no edge there. You're the one claiming there is.

Where is the edge in your sentence? It would take all of 10 minutes to code a bot to do all that.

If only.

I'm not a programmer by profession, though I have studied and programmed in a variety of languages including Fortran, Pascal, FoxPro, C# and R. I took 2 Udemy courses in MQL5 in the summer of 2021 and in August I started paying my dues, learning the ins and outs of futures netting account trade...

Hopefully. Here's a good article for him.

I didn't know he's MIA, that certainly hamstrings you. There's not enough info in the code above. I need to know, among other things, how he determines there is no position, or exactly how PP[0] is defined. How does he process the orders? Without knowledge of MQL5, I can't expect you to answer...

If you want, ask your developer for the code with only the stop and reverse orders. No need to include the details of when, why and how, only the orders themselves and any surrounding logic. If that is possible without compromising your strategy, post it here. You will have similar problems...

When you say errors in execution, do you mean error messages in the Journal, or that in certain scenarios the program doesn't behave as it should (e.g. doesn't fully close out a position)? Can you give a specific example?

I knew Alan Woods and worked in the same Collins Street office back in the day.

For a live account, comment out OnTick() and just put an OpenOrder for 1 micro lot in OnInit(). Only then will you be satisfied.

Bingo, you hit the nail on the head. I just confirmed, much to my surprise, that this is indeed the case with the Demo account. Needless to say, this will NOT occur in live trading.

You may want to look into R-Trader Pro and its Excel interface. With the aid of some VBA macros, I used it to submit orders (predefined OCO bracket orders) based upon certain criteria.

Without knowing the answer as to whether it would be faster to execute or not, in your position I would stick with the single EA, as the status quo would cause the least headaches for your programmer. You may post this question on the MQL5 Forum, and if they say that it would lead to...

I thought the dev eliminated all bracket orders. There shouldn't be any value for TP in that stop order. Also very true what you say about the demo environment. Live testing is the final arbiter.

Tell your programmer to use the OrderOpen method rather than the BuyLimit or SellLimit methods. More importantly, specifying a TP value will result in a market (rather than limit) order being placed when TP is reached, no matter which method is used. To overcome this, use an OpenOrder with 0 TP...

I'm familiar with your migration from MT5 to Quantower, and would have done the same in your circumstances. However, in my 1½ years of using AMP MT5, I have yet to experience any disconnects or other issues. This, together with the fact that I am sufficiently proficient in MQL5, means that I'll...

I don't see how your comment is relevant to AMP Futures.

Buy limit order : m_trade.OrderOpen(Symbol(), ORDER_TYPE_BUY_LIMIT, no_contracts, 0, price, 0 , 0) where m_trade is an object of class CTrade.