How I Structure a Profitable MT5 EA From Scratch

Published: 2026/01/15 Updated: 2026/01/15 Permalink

Most MT5 EAs fail for the same reason: they are built like experiments, not systems.

Random logic, tangled conditions, indicator calls everywhere, and no separation between decision-making and execution. They might backtest well once, but they never survive live trading.

In this article, I’ll show you how I structure a profitable MT5 EA from scratch — the same architectural approach used in production EAs on 1kpips with real signals, real tracking, and real performance accountability.

This is not about “finding a magic indicator.” This is about building an EA that is stable, testable, and scalable.


1. Start With Architecture, Not Indicators

Before writing a single line of MQL5, I decide the structure. Indicators come last.

A profitable EA always answers these questions clearly:

  • Where does trading logic live?
  • Where is risk control enforced?
  • How do I prevent duplicate or accidental trades?
  • How do I know what the EA is doing without watching the chart?

If you can’t answer these before coding, the EA will eventually break.


2. Clean MQL5 File Structure (Non-Negotiable)

I never write everything inside one .mq5 file. That is the fastest way to lose control.

Experts/
 ├─ MyEA.mq5
 ├─ Core/
 │   ├─ TradeEngine.mqh
 │   ├─ RiskManager.mqh
 │   ├─ SessionFilter.mqh
 ├─ Logic/
 │   ├─ EntryLogic.mqh
 │   ├─ ExitLogic.mqh
 │   ├─ SignalFilters.mqh
 ├─ Utils/
 │   ├─ Indicators.mqh
 │   ├─ TimeUtils.mqh
 │   ├─ Logging.mqh

Each file has a single responsibility. This is how you avoid spaghetti logic.


3. One EA, One Position Rule

This rule alone eliminates 50% of EA disasters.

Each EA:

  • Uses a unique Magic Number
  • Controls exactly one position per symbol
  • Never “adds” positions impulsively

Scaling comes from multiple EAs, not multiple positions inside one EA.

This makes:

  • Backtests cleaner
  • Risk predictable
  • Debugging possible

4. Closed-Bar Logic Only

If your EA reads the current candle, it is lying to you.

Every production EA I run:

  • Uses shift = 1 or greater
  • Evaluates logic only on closed bars
  • Triggers once per bar, not per tick

This ensures:

  • No repainting
  • Backtest = live behavior
  • Stable statistics

Speed does not come from ticks. Consistency comes from structure.


5. Separate “Decision” From “Execution”

This is where most MT5 EAs go wrong.

Your EA should think first, then act.

Decision Layer

  • Market condition checks
  • Indicator state
  • Session filters
  • Risk gates

Execution Layer

  • OrderSend()
  • SL / TP normalization
  • Requote handling
  • Error logging

Never mix these. Ever.


6. Risk Management Is a Gate, Not a Feature

Risk logic is not optional decoration. It is a hard gate.

Before any trade:

  • Spread check
  • Cooldown timer
  • Loss streak limiter
  • Daily trade cap

If any condition fails, the EA does nothing. No debate.

Most losing EAs are just over-trading machines.


7. Session-Aware Trading

Markets behave differently by session. Ignoring this is expensive.

Each EA I build is tied to:

  • Tokyo
  • London
  • New York

Session logic is explicit, time-zone safe, and tested for midnight crossing.

If liquidity is wrong, the EA sleeps.


8. Logging and Tracking From Day One

If you don’t know what your EA is doing, you are not trading — you are hoping.

Every serious EA should log:

  • Why a trade was taken
  • Why a trade was skipped
  • Why a trade was closed

On 1kpips, we go further:

  • Trade open tracking
  • Trade close tracking
  • Performance transparency

This is how systems improve.


9. Indicators Come Last

Indicators are tools, not strategies.

Once architecture is solid, indicators become replaceable modules:

  • EMA, RSI, ATR — doesn’t matter
  • Logic remains stable
  • Only signal source changes

This is how you test ideas without rewriting your EA every time.


A profitable MT5 EA is not clever. It is boring, disciplined, and predictable.

Structure beats ideas. Process beats indicators. And consistency beats luck.

If you want to build EAs that survive real trading conditions, start with architecture — everything else is secondary.

This is how we build at 1kpips.

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Keisuke Kurosawa
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Categories
EA Development & Programming
Tags
MT5 EA development, EA architecture, MQL5 structure, trading logic design, algorithmic trading

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Save this idea into your EA: add a session filter, then backtest with and without it to see the difference.