[richx7]

You may get profitable experts in backtests if orders are filled and exited in the same bar. This is usually an error due to the limitations of backtesting on data with longer timeframes than the trading strategy.The only way to have reliable backtests off bar data is to either enter on the open or exit on the close

Placing 2 orders at the same time may present problems.

http://codebase.mql4.com/644

http://articles.mql4.com/161