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Basic Question; Setting up for futures on CME, need advise on server side orders vs virtual. Where do MT5 orders go?

I am setting up a system that is more expert system than moving avg. More of the instantaneous derivative change than the overal integral. I want it to sense the market and recreate an experts decsion process. I have resigned to coding and settled on Multicharts VB.net but MT5 seem more well