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I had the same problem and the solution I found was:
Open System Preferences > Network > Advanced > Proxies >
Enable the first box: Auto Proxy Discovery
Enable the second box: "Automatic Proxy Configuration" and fill the box "Proxy Configuration File" with the URL provided by your internet provider.
Enable the box: "Exclude Simple Hostnames"
Fill the box "Bypass proxy settings for these Hosts and Domains" with as much information about your Trading Broker and Metatrader. Like: *demo.mt5.com , *xpi.com.br, *xpmt5.com, *portal.xpi.com.br, *metatrader5.com,
And also, make sure you are using the last Updated Wine version. It worked for me.
Hi rafaelrosa,
How do I get the "Proxy Configuration File" URL? Do I have to call my ISP and request it from them?
Thank you!