Nope, requote handling, invalid stops ecc. Show some code so we might can help you more detailed
Im not willing to show my code here but if you willing to help i can send it to your email
thanks for your help
i have sent you a pm

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Hi I have a profitable EA that gain a lot in the back testing, it opened around 2000 orders and seems like its doing good however there were some cases when it didnt open orders in the back testing, so i tried to check it for a while on my demo account and in order to compare the results with the back testing, but the EA missed few orders in the demo too, how is it possible that MT4 missed orders, its working good for 95% and skipping 5% of the trades, Is it any chance that MT4 is screws sometimes ?