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Measuring broker execution quality in MQL5: Why your live account doesn't match the backtest

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by , 08-12-2026 at 05:49 AM (257 Views)
      
   
In this article I build a diagnostic tool—not a strategy—that captures execution metrics on your account. It helps answer one question with numbers: "Is my live result falling short because of the strategy, or because of execution?" The tool is an EA called Execution Quality Monitor.

This tool does not measure the broker in isolation. It measures the entire execution path (terminal/PC/VPS, network, broker gateway, venue liquidity), so poor results can come from any link. There is a dedicated section on this later; keep it in mind throughout.
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