Bneu Execution Audit Logger – MT5 Slippage, Latency and Requote Recorder

Description

Slippage, requotes and latency are invisible unless somebody writes them down at the moment they happen. This Expert Advisor is that somebody. It records the execution quality of every trade on one account, so that after a week you can prove, with a file instead of a feeling, that a broker fills you four points worse on every stop, or that it never requotes because it simply fills you badly.

One CSV row per fill. The price you asked for against the price you were given, signed slippage in points and in money, fill latency with the source it came from, order type, symbol, volume, account and server time.

Rejections and requotes go to their own file, because a refused request has no fill price and must not be allowed to drag down the slippage averages. The panel counts both, so the session’s quality is visible at a glance.

An export button on the chart writes a summary report that re-reads the CSV rather than trusting the session counters, and it states its own rate denominator in a column, so every figure in it can be checked.

Passive and permanent. It never places, modifies or closes a trade, uses no DLLs and never writes into the chart’s comment box. It never deletes or truncates a log: the files are the product, and they survive the EA being removed. Each row is written and closed on the spot, so the worst case after a terminal crash is one unwritten row, never a damaged file. A deal that cannot be read at the instant its transaction arrives goes into a small retry queue instead of being lost silently.

The details that are easy to get wrong, and are handled here. Text that reaches a CSV is protected, so a comma inside a comment cannot split a row, and numbers use a dot decimal, so a comma-decimal locale cannot either. Money is formatted with grouped thousands by hand, never by the terminal’s locale. Latency uses the trade server’s own millisecond stamps where they exist, and every row states clearly when it had to fall back to the local clock, because mixing clocks silently is the classic way to publish a latency figure that means nothing. Pending-order latency reads as pending rather than poisoning the average with hours.

Version 1.01 hardens the optional trigger-to-fill mode, which is off by default and steps back safely to pending, per row, on brokers that do not report the intermediate state.

The logic is proven by the Python test harness included with your download: 153 checks, all passing, replaying market fills, partial fills, pending triggers, requotes, rejections, an unreadable deal, the magic-number filter and a full reconciliation of the exported report against a manual sum of the CSV.

Requirements: MetaTrader 5, build 3800 or newer. Worth running on any account where you want a paper trail of execution quality.

Your download contains the commented 2665-line .mq5 source, the compiled .ex5, the Python test harness and the illustrated setup guide.