Execution Scorecard Aggregator
"How good is my broker's execution really?" is usually answered from memory, after a bad fill sticks out. This EA answers it with data: on a timer, it opens a minimum-lot probe trade, records the requested price against the actual fill price, closes the trade straight back out, and folds the slippage and round-trip latency into a running exponential average - a scorecard that weights recent broker behaviour more than old samples. Slippage is measured on both the open and the close, since a broker can be tight on one side and wide on the other. Requotes and rejects are tallied separately from clean fills. The scorecard is written to CSV on its own schedule, independent of the probe schedule, so it can be reviewed without waiting for the next probe. Probing sends real orders and is OFF by default (InpEnableProbing=false). The trader must explicitly opt in, and even then every probe uses the broker's own minimum lot and closes immediately - the exposure at risk is a single tick's worth of spread on the smallest size the broker allows, not a real position. Notes and limitations Every probe is a real trade at the broker's minimum lot - not a simulation. It is opened and closed within moments, but it is genuinely sent to the market, including on a live account if attached to one. The scorecard reflects execution on the probe symbol specifically, at whatever time of day probes happen to fall - it is not a 24-hour or all-symbol picture unless the probe interval and symbol are chosen to build one over time. A probe that fails to close (rejected close after a filled open) is logged and left for the trader to manage manually rather than retried indefinitely.
Expert advisor · MT5 · v1.0 · Free
About Execution Scorecard Aggregator
Execution Scorecard Aggregator is an expert advisor (trading robot) for MetaTrader 5. It looks for price differences (arbitrage). It has 7 settings, such as Enable probing, Probe symbol and Probe interval min. MQL source code included.
Files in the download: ExecutionScorecardAggregator.ex5, ExecutionScorecardAggregator.mq5, ExecutionScorecardAggregator.txt.
Trading robots can lose money. Check every setting and test on a demo account before using real funds.
Settings
| Setting | Default | What it does |
|---|---|---|
| Enable probing | false | Send real minimum-lot probe trades (OFF = scorecard stays empty) |
| Probe symbol | Symbol to probe, blank = chart symbol | |
| Probe interval min | 60 | Minutes between probe trades |
| Max slippage points | 30 | Slippage tolerance passed to CTrade |
| Export interval min | 240 | Minutes between scorecard CSV exports |
| Log file name | ExecutionScorecardAggregator.csv | File written under MQL5\Files\ |
| Ema weight | 0.25 | 0..1 weight given to each new sample in the running average |
How to install
- Download the ZIP from your PolyMaria library and unzip it.
- In MetaTrader 5 open File → Open Data Folder, then go to MQL5 → Experts.
- Copy the .mq5 file(s) there. Put any .mqh files in MQL5 → Include.
- Open the .mq5 file in MetaEditor and press Compile (F7) if MetaTrader does not show it.
- Drag the expert advisor from the Navigator onto a chart, check the settings, allow Algo/Auto Trading and press OK.
- Test it first on a demo account or in the Strategy Tester.
Tags: Arbitrage · MT5 Expert Advisor · MQL5 Source Code