MetaTrader 5 reports blend partial exits into a single result, hiding whether scaling out improved or weakened performance. This article builds a native MQL5 Scale-Out Value Analyzer that reconstructs positions from deal history, detects multi-exit closures, and evaluates scaling against counterfactual full exits using only the trader’s realized exit prices.
For each scaled position, it reprices the full volume at the first, last, and best per-lot exit outcome (including profit, commission, and swap). It then measures value added vs holding to the last exit, efficiency vs the best achievable exit, and aggregates results safely via ratio-of-sums.
The tool ships as two scripts: an exporter using HistorySelect() to write deal-level CSV, and an analyzer that parses, groups by PositionID, validates volumes, excludes multi-entry positions, runs a single-trade depende...
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