What I Learned Building and Testing Forex EAs in MQL5

I've spent a lot of time working with and testing Expert Advisors (EAs) for MetaTrader 5, and one thing I've learned is that getting an EA to open trades is the easy part.

The difficult part is building something that behaves correctly when market conditions change.

When developing an EA, I pay attention to things like:

• Proper entry and exit logic
• Stop loss and take profit handling
• Risk and lot-size management
• Drawdown control
• Spread and slippage
• Trade management
• Breakeven and trailing logic
• Economic news conditions
• Making sure the EA doesn't rely on dangerous recovery methods

I've also learned that a good backtest doesn't automatically mean a good EA.

An EA can look impressive in a short backtest and behave completely differently on a live account because of spreads, execution, slippage and changing market conditions.

That's why I prefer to test the actual logic under different market conditions rather than focusing only on the final profit number.

For me, EA development is not just about creating something that can trade.

It's about creating software that follows its rules consistently and handles unexpected situations properly.

I'm currently continuing to work with MQL5 and explore different approaches to automated trading.

I'd be interested to hear from other MQL5 developers:

What's the biggest lesson you've learned from developing or testing trading algorithms?