You may send a single order from a single expert. Nevertheless you may run multiple experts concurrently.
I am not sure if the pattern could be implemented within a single terminal (it was not possible, but lately there should have been enabled multiple trading threads, I did not try yet).
But the principle is the same. You have to run multiple slave experts, in my case they run in dedicated instances of the MT4 terminal. You have to message them to open a trade. For messaging, I use a master expert writing to a file and slave experts reading this file, which is fast enough (<1ms).
There are some techniques to notify the slave, but I prefer a primitive loop with Sleep(1), which works fastest for me.
But it will be better open 10 lots in 10 orders of 1 lot in a bucle waiting the broker accepted, than 10 lots in a only order, to facilitate wait for liquidity. The same when the price get the TP or SL.
I have understand the high frequency trading use this method. :O
Is this correct?
Yes, I know, I can´t open trades in sub-millisecond, maybe open 10 trades 1 second, but open 10 or 100 lots in one order for example in close market not will be more difficult for the broker?