Robust MQL code...

It's one thing to have an EA that backtests well in the simulator....

It's another to have one that can handle data feed drops, slippage, etc....

Is there a book that outlines how to write strong MQL code? How do you seasoned MQL coders learn the ropes?

Thanks,
Tom

The best thing to learn is good program structure, but this applies to all programming (breaking code down into functions which do only one thing and minimising global variables). Beyond that it's just trial and error with MQL (and trying to decrypt the shite documentation), there is no debugger and the compiler seems to accept any old toss, this makes find errors hard for even seasoned programmers. Most runtime errors in MQL seem to revolve around opening and closing trades, so having a good, robust set of reusable functions for such matters is a good start. There are some reasonable articles on the MQL website.

On the upside, it's free!

Everything Craig said is spot on. I'll add some thoughts of my own.


There are really three types of "errors" that need to be controlled in an EA or script.

Logic or syntax errors
These are things like divide by zero, incorrect casting or rounding, etc. Lots of testing and logging are the best ways to catch and fix these.

Order submission errors
These errors occur when the order server sends a response saying that something has happened other than the order being placed/modified/deleted as desired. Don't assume that OrderSend always works, you need to know what you want the code to do when the server says "Sorry, no can do."

Many of these errors can be avoided by strongly written code. As an example, error 130 means your stop price isn't valid, this error can often be avoided by checking MarketInfo("Symbol",MODE_STOPLEVEL) and insuring the order pricing is allowed by the broker.

State errors
This is when your EA or script gets shut down/restarted and doesn't properly remember what it's supposed to be doing. For many EAs that only work with a single order or a single pair, this often isn't a concern. When you start dealing with complex EAs then insuring it can recover properly starts to be an issue. Serializing variable data to file, making use of Global Variables or writing the EA so state isn't a concern are your options.