MetaTrader 5 is a platform designed for trading both derivatives and equities through a single trading account. Although a continuation of MetaTrader 4 philosophy this platform introduces new features like modified order queuing and different position handling. It is a high performance trading platform with outstanding execution speed, increased number of chart types and time-frames, new order types and execution modes, and a large number of analytical tools. Although the new programming language MQL5 does not provide backward compatibility with the previous MQL4 language, it introduces a number of new and improved features. Individual calculation frameworks (agents) are introduced to distribute Expert Advisor testing load and to keep well-known emphasis of the platform on the algorithmic trading.