acaprino Arguments:
[path-or-description]. Wherever<arguments>appears below, substitute the text the user typed after the skill name.
MT5 Trading System Audit
Analyze an existing MT5 Python trading system and produce an actionable audit report.
Instructions
Identify MT5 components in the codebase:
- Connection setup (initialize, login, server)
- Event/polling loop structure
- Order execution logic
- Data fetching approach
- Error handling
- Reconnection handling
- Logging
Audit each component against best practices:
Connection
- initialize() called once at startup (not in loops)
- shutdown() called once at exit
- All required params: path, login, server, password, timeout
- /portable flag used if installed in Program Files
- Single process per MT5 terminal instance
Event System
- Polling loop implemented (not missing events)
- New candle detection via time field comparison
- Position change detection via ticket set comparison
- Appropriate poll interval for strategy timeframe
- Not using time.sleep() excessively (CPU waste)
Order Execution
- Fill mode detected dynamically per symbol (not hardcoded)
- order_check() called before every order_send()
- All retcodes handled (especially 10030 invalid fill, 10016 invalid stops)
- Position ticket specified when closing in hedging mode
- Magic number used (non-zero) for all bot orders
- Server-side SL/TP set on every position
- symbol_select() called before trading operations
- Broker-specific values queried at runtime (stops_level, filling_mode, etc.)
Data
- UTC timezone used for all datetime objects (pytz)
- "Max bars in chart" set to Unlimited in terminal
- Data cached locally for efficiency (Parquet recommended)
- Incremental updates (not full re-download each run)
Error Handling
- Every API call checked for None return
- last_error() called on failures for diagnostics
- IPC errors handled (-10001, -10002, -10003, -10005)
- Retcode 10004 (requote) triggers price refresh + retry
- Retcode 10024 (too many requests) triggers backoff
- Silent error pattern avoided (no unchecked returns)
Thread Safety
- All MT5 calls on single thread
- asyncio used for concurrency (not threading)
- No concurrent access to IPC pipe
- Multi-account uses separate processes
Reconnection
- terminal_info().connected checked periodically (health check)
- Exponential backoff reconnection implemented
- psutil used to monitor terminal64.exe process
- subprocess.Popen for terminal restart capability
- MT5 auto-updates disabled during trading hours
- Weekend handling implemented (sleep mode)
Production Hardening
- Structured logging with rotation
- Circuit breaker (stop after N consecutive errors)
- Kill switch (flatten all positions and halt)
- Process auto-restart (Task Scheduler or watchdog)
- Demo vs live behavior differences accounted for
- State reconciliation on restart (positions, orders)
- Generate report with:
- Current state assessment (what is implemented correctly)
- Risk areas (missing or misconfigured components)
- Priority improvements ordered by production impact
- Code examples for each recommendation