CLiveTradeInfo - CHistoryTradeInfo - library for MetaTrader 5

Introduction

MQL4TradeCompat is a compatibility framework that recreates the classic MQL4 order-centric trading model on top of the native MQL5 trading architecture.

The library allows legacy MQL4-style code to continue using familiar functions such as:

OrderSelect()
OrderSend()
OrderModify()
OrderClose()
OrderDelete()
OrdersTotal()
OrdersHistoryTotal()

while internally translating all operations into native MQL5 Position, Order, Deal, and History APIs.

MQL4 is based on a single order model:

Open Orders
Pending Orders
History Orders

MQL5 introduced a more complex structure:

Positions
Orders
Deals
History Orders

The primary goal of this framework is to hide this complexity and expose a unified MQL4-compatible interface.

Core Components

Role

Public compatibility facade.

Responsibilities

OrderSelect()
OrderSend()
OrderModify()
OrderClose()
OrderDelete()
OrdersTotal()
OrdersHistoryTotal()

Purpose

Provides the same programming experience as MQL4 while internally dispatching requests to MQL5 APIs.

2. CLiveTradeInfo

Role

Live Trade Repository.

Responsibilities

Unifies:

Open Positions
Pending Orders

into a single logical collection.

Key Features

• Position aggregation
• Pending order aggregation
• Unified ticket selection
• MQL4-style indexing
• Snapshot-based cache
• Chronological sorting

3. CHistoryTradeInfo

Role

History Reconstruction Engine.

Responsibilities

Builds logical historical trade records from:

Deals
Closed Positions
Historical Orders

Key Features

• Position reconstruction from deal chains
• Closed-trade aggregation
• Pending-order history support
• Profit/commission/swap calculation
• Weighted close-price calculation
• Historical ticket tracking

Architecture Flow

     Legacy MQL4 EA
          |
          v
+----------------------+
|  CMQL4TradeCompat    |
+----------+-----------+
           |
   +-------+-------+
   |               |
   v               v
+--------+    +---------+
|  Live  |    | History |
| Repository  | Engine  |
+----+---+    +----+----+
     |             |
     +------+------+ 
            |
            v
+----------------------+
|    Native MQL5 API   |
+----------------------+
| CTrade               |
| CPositionInfo        |
| COrderInfo           |
| CDealInfo            |
| CHistoryOrderInfo    |
+----------------------+

MQL4 Compatibility Mapping

Repository Strategy

Instead of directly coupling every API call to MQL5 objects, the framework introduces a repository layer.

Live Repository

    Positions
       +
  Pending Orders
       ↓
Unified Trade Pool

History Repository

     Deals
       +
  Historical Orders
       ↓
Unified Historical Pool

This design makes MQL4 emulation significantly cleaner and easier to maintain.

Testing Strategy

The framework includes a dedicated integration test suite.

Validated Operations

✅ Market Buy

✅ Pending Order Placement

✅ Order Selection

✅ Order Modification

✅ Position Modification

✅ Position Close

✅ Pending Order Deletion

✅ Live Repository Refresh

✅ History Repository Validation

Test Environment

Demo Account
Real Trading Server
Native MT5 Engine

The framework was validated through actual trade execution rather than mock testing.

• Output:

========== MQL4TradeCompat test started ==========
Symbol: EURUSD | volume: 0.01 | digits: 5
PASS: Symbol market data is valid
PASS: OrderSend OP_BUY
PASS: OrderSelect opened position by ticket
PASS: Initial SL/TP are zero
PASS: OrderModify open position
PASS: Modified Stop Loss verified
PASS: Modified Take Profit verified
PASS: OrderClose full position
PASS: Closed position is no longer in MODE_TRADES
PASS: OrderSend OP_BUYLIMIT
PASS: OrderSelect pending order by ticket
PASS: OrderModify pending order
PASS: OrderDelete pending order
PASS: Deleted pending order is no longer in MODE_TRADES
========== MQL4TradeCompat test summary ==========
PASS: 14 | FAIL: 0 | SKIP: 0
RESULT: PASS
========== MQL4TradeCompat test finished ==========

Technical Summary

MQL4TradeCompat is not merely a wrapper library. It is a lightweight MQL4 runtime emulation layer that reconstructs the classical MQL4 trading environment on top of the MQL5 execution model. Through dedicated live and historical repositories, the framework provides a unified order-centric view that simplifies migration of legacy Expert Advisors while preserving native MQL5 execution capabilities.