MQL5 errors: causes and fixes

Retcode or GetLastError()?

When an order fails, MQL5 gives you two different numbers, and reading the wrong one is the most common reason an error stays a mystery:

• The trade server return code (10004 and up) is in the retcode field of MqlTradeResult, or trade.ResultRetcode() with the CTrade class. It says why the order was refused: invalid stops, no money, market closed.
• The runtime error (4000s and 5000s) comes from GetLastError(). After a failed order it's usually 4756, which only says that the request failed. Call ResetLastError() before the call you want to check.
• Critical errors such as array out of range and zero divide have no code to read: MetaTrader stops the program and prints the file, line and column in the Experts tab.

And OrderSend() returning true isn't a fill: it means the request was accepted. The retcode then says what happened, 10009 (TRADE_RETCODE_DONE) for a completed market order or 10008 (TRADE_RETCODE_PLACED) for a pending order. This script reads both numbers:

It sends a real order of the symbol's minimum volume when you run it: try it on a demo account.

void OnStart()
  {
   MqlTradeRequest req = {};
   MqlTradeResult  res = {};
   req.action       = TRADE_ACTION_DEAL;
   req.symbol       = _Symbol;
   req.volume       = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   req.type         = ORDER_TYPE_BUY;
   req.price        = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   req.deviation    = 10;
   req.type_filling = ORDER_FILLING_IOC;   // check the symbol's filling modes first (error 10030)

   ResetLastError();
   if(!OrderSend(req, res))
     {
      // GetLastError() says THAT it failed (4756), the retcode says WHY
      PrintFormat("OrderSend failed: error %d, retcode %u (%s)", GetLastError(), res.retcode, res.comment);
      return;
     }
   // true only means the request was accepted: check what the server did with it
   if(res.retcode == TRADE_RETCODE_DONE || res.retcode == TRADE_RETCODE_PLACED)
      PrintFormat("Done: deal #%I64u at %s", res.deal, DoubleToString(res.price, _Digits));
   else
      PrintFormat("Not filled: retcode %u (%s)", res.retcode, res.comment);
  }

The full lists are in MetaQuotes' MQL5 Reference: trade server return codes, runtime errors and compilation errors. For a longer walk through the order errors, read MQL5 OrderSend errors explained.

To see the checks at work in complete programs, from opening an order with CTrade to a partial close or a pending order with an expiry, browse the MQL5 code examples: each one compiles in MetaEditor and links the errors it is written to avoid.