Read the documentation OrderSelect - MQL4 Documentation | Note The pool parameter is ignored if the order is selected by the ticket number. The ticket number is a unique order identifier. |
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This has surfaced while working these days. It seems that, regardless that an order is active or closed (we tried only with market orders), both modes OrderSelect(), MODE_TRADES and MODE_HISTORY, will return true. If an order never existed, both will return correctly, false. Test it yourself: launch a market order and try the following script: