H4 breakout: 0 failed requests with a gate, 16,127 without

# H4 breakout: 0 gated failures after a session fix, 16,127 ungated

I build and sell MT5 Expert Advisors.

I compared gated and ungated versions of an H4 Donchian breakout EA on XAUUSD in the MT5 Strategy Tester. The comparison changes signal evaluation and request handling together, so it does not isolate the broker-session check. Did the session fix eliminate the market-closed failed requests on the gated side?

The gated version evaluates closed-bar signals. The ungated version evaluates intrabar signals. My recorded 2% runs counted 1,552 versus 122,237,889 signal checks.

| Strategy Tester simulation (2% risk) | Gated | Ungated |
|---|---:|---:|
| Net profit | +$1,789.82 | +$1,386.65 |
| Return on $10,000 | 17.90% | 13.87% |
| Maximum equity drawdown | $941.96 (7.49%) | $1,149.51 (9.41%) |
| Closed trades | 47 | 68 |
| Entry requests | 47 | 1,299 |
| Modify requests | 576 | 135,070 |
| Failed requests | 0 | 16,127 |

These are my recorded tester results. Request counters include failed EA calls and exclude broker-triggered exits. The report's Total Trades counts deals that fix a profit or loss, so it measures something different.

The session fix has a separate before/after comparison at 1% risk, also a Strategy Tester simulation on real ticks. Before it, the gated run recorded 15 market-closed failures: 14 modifications and one entry. Checking the broker's trade sessions before gated requests reduced that count to zero.

The strategy uses Donchian 20, ATR 14, a 2.5 ATR initial stop and trail, and volume sized from balance risk at the initial stop. One position per direction is an EA rule, not a platform limit.

The tests used XAUUSD H4, 2025-10-27 to 2026-10-28 (end excluded), ICMarketsEU-Demo, $10,000 and 1:100 leverage. Between the fixed 1% run and the 2% run, only the risk literal changed from 0.01 to 0.02.

This window had already been examined in earlier attempts, so these results do not establish out-of-sample performance. The reports record 57% history quality and 122,237,889 ticks. History Quality measures the quality of one-minute data, so the selected real-tick mode does not ensure complete tick coverage.

Costs are the spreads, commission and overnight swap represented in the tester. These are simulations, not a forecast.

For a separate product test, run the free Strategy Tester demo of my Gold EA on XAUUSD H4 over 2025-10-27 to 2026-10-28 (end excluded).