diff --git a/Log.mqh b/Log.mqh
index cf4cb64ab..28dff8671 100644
--- a/Log.mqh
+++ b/Log.mqh
@@ -256,7 +256,7 @@ class Log : public Object {
  }
  */
 
-  virtual const string ToString() {
+  string ToString() override {
     string result;
 
     unsigned int lid;
diff --git a/Market.mqh b/Market.mqh
index c5945335b..99ef27de3 100644
--- a/Market.mqh
+++ b/Market.mqh
@@ -245,7 +245,7 @@ class Market : public SymbolInfo {
   /**
    * Returns Market data in textual representation.
    */
-  string const ToString() {
+  string ToString() override {
     return StringFormat(string("Pip digits/value: %d/%g, Spread: %d pts (%g pips; %.4f%%), Pts/pip: %d, ") +
                             "Volume digits: %d, " + "Delta: %g, Last change: %g pips",
                         GetPipDigits(), GetPipValue(), GetSpreadInPts(), GetSpreadInPips(), GetSpreadInPct(),
diff --git a/Object.mqh b/Object.mqh
index d0dd1fadb..b3d471a31 100644
--- a/Object.mqh
+++ b/Object.mqh
@@ -100,12 +100,12 @@ class Object : public Dynamic {
   /**
    * Returns text representation of the object.
    */
-  virtual const string ToString() { return StringFormat("[Object #%04x]", GetPointer(this)); }
+  virtual string ToString() { return StringFormat("[Object #%04x]", GetPointer(this)); }
 
   /**
    * Returns text representation of the object.
    */
-  virtual const string ToJSON() { return StringFormat("{ \"type\": \"%s\" }", typename(this)); }
+  virtual string ToJSON() { return StringFormat("{ \"type\": \"%s\" }", typename(this)); }
 
   /**
    * Safely delete the object.
diff --git a/Order.mqh b/Order.mqh
index bdc16c441..53ac98f4f 100644
--- a/Order.mqh
+++ b/Order.mqh
@@ -2792,7 +2792,7 @@ class Order : public SymbolInfo {
   /**
    * Returns order details in text.
    */
-  string const ToString() {
+  string ToString() override {
     SerializerConverter stub(SerializerConverter::MakeStubObject<Order>(SERIALIZER_FLAG_SKIP_HIDDEN));
     return SerializerConverter::FromObject(THIS_REF, SERIALIZER_FLAG_SKIP_HIDDEN)
         .ToString<SerializerJson>(SERIALIZER_FLAG_SKIP_HIDDEN, &stub);
diff --git a/Platform.h b/Platform.h
index 6e3cbf395..d49172937 100644
--- a/Platform.h
+++ b/Platform.h
@@ -289,6 +289,8 @@ class Platform {
     props.vol_digits = SymbolInfoStatic::GetVolumeDigits(_symbol);
     props.vol_min = SymbolInfoStatic::GetVolumeMin(_symbol);
     props.vol_max = SymbolInfoStatic::GetVolumeMax(_symbol);
+    props.vol_step = SymbolInfoStatic::GetVolumeStep(_symbol);
+    props.point_size = SymbolInfoStatic::GetPointSize(_symbol);
 #endif
     return props;
   }
diff --git a/SymbolInfo.mqh b/SymbolInfo.mqh
index 130b97201..2139be76d 100644
--- a/SymbolInfo.mqh
+++ b/SymbolInfo.mqh
@@ -513,7 +513,7 @@ class SymbolInfo : public Object {
   /**
    * Returns symbol information in string format.
    */
-  const string ToString() {
+  string ToString() override {
     return StringFormat(
         string("Symbol: %s, Last Ask/Bid: %g/%g, Last Price/Session Volume: %d/%g, Point size: %g, Pip size: %g, ") +
             "Tick size: %g (%g pts), Tick value: %g (%g/%g), " + "Digits: %d, Spread: %d pts, Trade stops level: %d, " +
diff --git a/SymbolInfo.struct.h b/SymbolInfo.struct.h
index 15e4d8a91..0a7f6e20d 100644
--- a/SymbolInfo.struct.h
+++ b/SymbolInfo.struct.h
@@ -79,6 +79,10 @@ struct SymbolInfoProp {
   unsigned int vol_digits;   // Volume digits.
   double vol_min;            // Minimum volume for a deal.
   double vol_max;            // Maximum volume for a deal.
+  double vol_step;           // Volume step.
+  double point_size;         // Point size.
+  double tick_size;          // Minimal price change.
+
   // Constructors.
   SymbolInfoProp() : initialized(false) {}
   SymbolInfoProp(const SymbolInfoProp& _sip) {
@@ -90,6 +94,9 @@ struct SymbolInfoProp {
     vol_digits = _sip.vol_digits;
     vol_min = _sip.vol_min;
     vol_max = _sip.vol_max;
+    vol_step = _sip.vol_step;
+    point_size = _sip.point_size;
+    tick_size = _sip.tick_size;
   }
   // Getters.
   double GetPipValue() { return pip_value; }
@@ -99,6 +106,26 @@ struct SymbolInfoProp {
   unsigned int GetVolumeDigits() { return vol_digits; }
   double GetVolumeMin() { return vol_min; }
   double GetVolumeMax() { return vol_max; }
+  double GetVolumeStep() { return vol_step; }
+  double GetPointSize() { return point_size; }
+  double GetTickSize() { return tick_size; }
+
+  /**
+   * Normalize price value.
+   *
+   * Make sure that the price is a multiple of ticksize.
+   */
+  double NormalizePrice(double p) {
+    // See: http://forum.mql4.com/47988
+    // http://forum.mql4.com/43064#515262 zzuegg reports for non-currency DE30:
+    // - MarketInfo(chart.symbol,MODE_TICKSIZE) returns 0.5
+    // - MarketInfo(chart.symbol,MODE_DIGITS) return 1
+    // - Point = 0.1
+    // Rare fix when a change in tick size leads to a change in tick value.
+    double _result = round(p / GetPointSize()) * GetTickSize();
+    _result = NormalizeDouble(_result, GetDigits());
+    return _result;
+  }
 
   // Serializers.
   void SerializeStub(int _n1 = 1, int _n2 = 1, int _n3 = 1, int _n4 = 1, int _n5 = 1) {}
@@ -123,5 +150,8 @@ SerializerNodeType SymbolInfoProp::Serialize(Serializer& _s) {
   _s.Pass(THIS_REF, "vol_digits", vol_digits);
   _s.Pass(THIS_REF, "vol_min", vol_min);
   _s.Pass(THIS_REF, "vol_max", vol_max);
+  _s.Pass(THIS_REF, "vol_step", vol_step);
+  _s.Pass(THIS_REF, "point_size", point_size);
+  _s.Pass(THIS_REF, "tick_size", tick_size);
   return SerializerNodeObject;
 }
diff --git a/Timer.mqh b/Timer.mqh
index 59f291ca3..ec86c1a7e 100644
--- a/Timer.mqh
+++ b/Timer.mqh
@@ -132,7 +132,7 @@ class Timer : public Object {
   /**
    * Print timer times.
    */
-  virtual const string ToString() {
+  string ToString() override {
     return StringFormat("%s(%d)=%d-%dms,med=%dms,sum=%dms", GetName(), ArraySize(this PTR_DEREF data), GetMin(),
                         GetMax(), GetMedian(), GetSum());
   }
diff --git a/Trade.mqh b/Trade.mqh
index 422587479..b4da0093a 100644
--- a/Trade.mqh
+++ b/Trade.mqh
@@ -126,7 +126,7 @@ class Trade : public Taskable<DataParamEntry> {
    */
   template <typename T>
   T Get(ENUM_CHART_PARAM _param) {
-    return GetSource().Get<T>(_param);
+    return GetSource() PTR_DEREF Get<T>(_param);
   }
 
   /**
@@ -204,9 +204,8 @@ class Trade : public Taskable<DataParamEntry> {
     _request.price = GetSource() PTR_DEREF GetOpenOffer(_type);
     _request.type = _type;
     _request.type_filling = Order::GetOrderFilling(_request.symbol);
-    // _request.volume = _volume > 0 ? _volume : tparams.Get<float>(TRADE_PARAM_LOT_SIZE);
-    _request.volume = 0.01;
-    // @todo: NormalizeLots().
+    _request.volume = _volume > 0 ? _volume : tparams.Get<float>(TRADE_PARAM_LOT_SIZE);
+    // @fixit Revert previous code.
     //    DebugBreak();
     // _request.volume = NormalizeLots(fmax(_request.volume, SymbolInfoStatic::GetVolumeMin(_request.symbol)));
     // _request.volume = GetSource() PTR_DEREF GetTickVolume();
@@ -226,7 +225,9 @@ class Trade : public Taskable<DataParamEntry> {
   /**
    * Sets default name of trade instance.
    */
-  void SetName() { name = StringFormat("%s@%s", GetSource().GetSymbol(), ChartTf::TfToString(GetSource().GetTf())); }
+  void SetName() {
+    name = StringFormat("%s@%s", GetSource() PTR_DEREF GetSymbol(), ChartTf::TfToString(GetSource() PTR_DEREF GetTf()));
+  }
 
   /**
    * Sets name of trade instance.
@@ -243,9 +244,9 @@ class Trade : public Taskable<DataParamEntry> {
   /*
   bool IsPeak(ENUM_ORDER_TYPE _cmd, int _shift = 0) {
     bool _result = false;
-    double _high = GetSource().GetHigh(_shift + 1);
-    double _low = GetSource().GetLow(_shift + 1);
-    double _open = GetSource().GetOpenOffer(_cmd);
+    double _high = GetSource() PTR_DEREF GetHigh(_shift + 1);
+    double _low = GetSource() PTR_DEREF GetLow(_shift + 1);
+    double _open = GetSource() PTR_DEREF GetOpenOffer(_cmd);
     if (_low != _high) {
       switch (_cmd) {
         case ORDER_TYPE_BUY:
@@ -266,17 +267,17 @@ class Trade : public Taskable<DataParamEntry> {
   /*
   bool IsPivot(ENUM_ORDER_TYPE _cmd, int _shift = 0) {
     bool _result = false;
-    double _high = GetSource().GetHigh(_shift + 1);
-    double _low = GetSource().GetLow(_shift + 1);
-    double _close = GetSource().GetClose(_shift + 1);
+    double _high = GetSource() PTR_DEREF GetHigh(_shift + 1);
+    double _low = GetSource() PTR_DEREF GetLow(_shift + 1);
+    double _close = GetSource() PTR_DEREF GetClose(_shift + 1);
     if (_close > 0 && _low != _high) {
       float _pp = (float)(_high + _low + _close) / 3;
       switch (_cmd) {
         case ORDER_TYPE_BUY:
-          _result = GetSource().GetOpenOffer(_cmd) > _pp;
+          _result = GetSource() PTR_DEREF GetOpenOffer(_cmd) > _pp;
           break;
         case ORDER_TYPE_SELL:
-          _result = GetSource().GetOpenOffer(_cmd) < _pp;
+          _result = GetSource() PTR_DEREF GetOpenOffer(_cmd) < _pp;
           break;
       }
     }
@@ -303,7 +304,7 @@ class Trade : public Taskable<DataParamEntry> {
   /**
    * Check if trading instance is valid.
    */
-  bool IsValid() { return GetSource().IsValid(); }
+  bool IsValid() { return GetSource() PTR_DEREF IsValid(); }
 
   /**
    * Check if this trade instance has active orders.
@@ -318,7 +319,7 @@ class Trade : public Taskable<DataParamEntry> {
     Ref<Order> _order = order_last;
 
     if (_order.IsSet() && _order.Ptr().Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd &&
-        _order.Ptr().Get<long>(ORDER_TIME_SETUP) > GetSource().GetBarTime()) {
+        _order.Ptr().Get<long>(ORDER_TIME_SETUP) > GetSource() PTR_DEREF GetBarTime()) {
       _result |= true;
     }
 
@@ -327,8 +328,8 @@ class Trade : public Taskable<DataParamEntry> {
         _order = iter.Value();
         if (_order.Ptr().Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd) {
           long _time_opened = _order.Ptr().Get<long>(ORDER_TIME_SETUP);
-          _result |= _shift > 0 && _time_opened < GetSource().GetBarTime(_shift - 1);
-          _result |= _time_opened >= GetSource().GetBarTime(_shift);
+          _result |= _shift > 0 && _time_opened < GetSource() PTR_DEREF GetBarTime(_shift - 1);
+          _result |= _time_opened >= GetSource() PTR_DEREF GetBarTime(_shift);
           if (_result) {
             break;
           }
@@ -346,7 +347,7 @@ class Trade : public Taskable<DataParamEntry> {
     bool _result = false;
     Ref<Order> _order = order_last;
     OrderData _odata;
-    double _price_curr = GetSource().GetOpenOffer(_cmd);
+    double _price_curr = GetSource() PTR_DEREF GetOpenOffer(_cmd);
 
     if (_order.IsSet() && _order.Ptr().IsOpen()) {
       if (_odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) == _cmd) {
@@ -392,7 +393,7 @@ class Trade : public Taskable<DataParamEntry> {
     bool _result = false;
     Ref<Order> _order = order_last;
     OrderData _odata;
-    double _price_curr = GetSource().GetOpenOffer(_cmd);
+    double _price_curr = GetSource() PTR_DEREF GetOpenOffer(_cmd);
 
     if (_order.IsSet()) {
       _result = _odata.Get<ENUM_ORDER_TYPE>(ORDER_TYPE) != _cmd;
@@ -507,7 +508,7 @@ class Trade : public Taskable<DataParamEntry> {
 #endif
   }
   float GetMarginRequired(ENUM_ORDER_TYPE _cmd = ORDER_TYPE_BUY) {
-    return (float)GetMarginRequired(GetSource().GetSymbol(), _cmd);
+    return (float)GetMarginRequired(GetSource() PTR_DEREF GetSymbol(), _cmd);
   }
 
   /* Lot size methods */
@@ -529,10 +530,10 @@ class Trade : public Taskable<DataParamEntry> {
   double GetMaxLotSize(double _sl, ENUM_ORDER_TYPE _cmd = NULL) {
     _cmd = _cmd == NULL ? Order::OrderType() : _cmd;
     double risk_amount = account.GetTotalBalance() / 100 * tparams.risk_margin;
-    double _ticks = fabs(_sl - GetSource().GetOpenOffer(_cmd)) / GetSource().GetTickSize();
+    double _ticks = fabs(_sl - GetSource() PTR_DEREF GetOpenOffer(_cmd)) / GetSource() PTR_DEREF GetTickSize();
     double lot_size1 = fmin(_sl, _ticks) > 0 ? risk_amount / (_sl * (_ticks / 100.0)) : 1;
-    lot_size1 *= GetSource().GetVolumeMin();
-    // double lot_size2 = 1 / (GetSource().GetTickValue() * sl / risk_margin);
+    lot_size1 *= GetSource() PTR_DEREF GetVolumeMin();
+    // double lot_size2 = 1 / (GetSource() PTR_DEREF GetTickValue() * sl / risk_margin);
     // PrintFormat("SL=%g: 1 = %g, 2 = %g", sl, lot_size1, lot_size2);
     return NormalizeLots(lot_size1);
   }
@@ -582,7 +583,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
         Print(__FUNCTION__, ": Error in history!");
         break;
       }
-      if (deal.Symbol() != GetSource().GetSymbol()) continue;
+      if (deal.Symbol() != GetSource() PTR_DEREF GetSymbol()) continue;
       double profit = deal.Profit();
       */
       double profit = 0;
@@ -629,7 +630,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
                     unsigned int _method = 0        // Method of calculation (0-3).
   ) {
     float _avail_amount = _method % 2 == 0 ? account.GetMarginAvail() : account.GetTotalBalance();
-    float _lot_size_min = (float)GetSource().GetVolumeMin();
+    float _lot_size_min = (float)GetSource() PTR_DEREF GetVolumeMin();
     float _lot_size = _lot_size_min;
     float _risk_value = (float)account.GetLeverage();
     if (_method == 0 || _method == 1) {
@@ -640,12 +641,12 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
       }
     } else {
       float _risk_amount = _avail_amount / 100 * _risk_margin;
-      float _money_value = Convert::MoneyToValue(_risk_amount, _lot_size_min, GetSource().GetSymbol());
-      float _tick_value = GetSource().GetTickSize();
+      float _money_value = Convert::MoneyToValue(_risk_amount, _lot_size_min, GetSource() PTR_DEREF GetSymbol());
+      float _tick_value = GetSource() PTR_DEREF GetTickSize();
       // @todo: Improves calculation logic.
       _lot_size = _money_value * _tick_value * _risk_ratio / _risk_value / 100;
     }
-    _lot_size = (float)fmin(_lot_size, GetSource().GetVolumeMax());
+    _lot_size = (float)fmin(_lot_size, GetSource() PTR_DEREF GetVolumeMax());
     return (float)NormalizeLots(_lot_size);
   }
   */
@@ -1037,7 +1038,8 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   ) {
     float _max_value1 = _max_pips > 0 ? CalcOrderSLTP(_max_pips, _cmd, _mode) : 0;
     float _max_value2 = tparams.risk_margin > 0 ? GetMaxSLTP(_cmd, _lot_size, _mode) : 0;
-    float _res = (float)GetSource().NormalizePrice(GetSaferSLTP(_value, _max_value1, _max_value2, _cmd, _mode));
+    float _res = (float)GetSource() PTR_DEREF NormalizePrice(GetSaferSLTP(_value, _max_value1, _max_value2, _cmd,
+  _mode));
     // PrintFormat("%s/%s: Value: %g", EnumToString(_cmd), EnumToString(_mode), _value);
     // PrintFormat("%s/%s: Max value 1: %g", EnumToString(_cmd), EnumToString(_mode), _max_value1);
     // PrintFormat("%s/%s: Max value 2: %g", EnumToString(_cmd), EnumToString(_mode), _max_value2);
@@ -1054,14 +1056,14 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
                       ENUM_ORDER_TYPE _cmd,        // Order type (e.g. buy or sell).
                       ENUM_ORDER_TYPE_VALUE _mode  // Type of value (stop loss or take profit).
   ) {
-    double _price = _cmd == NULL ? Order::OrderOpenPrice() : GetSource().GetOpenOffer(_cmd);
+    double _price = _cmd == NULL ? Order::OrderOpenPrice() : GetSource() PTR_DEREF GetOpenOffer(_cmd);
     _cmd = _cmd == NULL ? Order::OrderType() : _cmd;
     // PrintFormat("#%d: %s/%s: %g (%g/%g) + %g * %g * %g = %g", Order::OrderTicket(), EnumToString(_cmd),
-    // EnumToString(_mode), _price, Bid, Ask, _value, GetSource().GetPipSize(), Order::OrderDirection(_cmd,
+    // EnumToString(_mode), _price, Bid, Ask, _value, GetSource() PTR_DEREF GetPipSize(), Order::OrderDirection(_cmd,
   _mode),
-    // GetSource().GetOpenOffer(_cmd) + _value * GetSource().GetPipSize() * Order::OrderDirection(_cmd,
-  _mode)); return _value > 0 ? float(_price + _value * GetSource().GetPipSize() * Order::OrderDirection(_cmd,
-  _mode)) : 0;
+    // GetSource() PTR_DEREF GetOpenOffer(_cmd) + _value * GetSource() PTR_DEREF GetPipSize() *
+  Order::OrderDirection(_cmd, _mode)); return _value > 0 ? float(_price + _value * GetSource() PTR_DEREF GetPipSize() *
+  Order::OrderDirection(_cmd, _mode)) : 0;
   }
   */
   /*
@@ -1086,14 +1088,14 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   /*
   float GetMaxSLTP(ENUM_ORDER_TYPE _cmd = NULL, float _lot_size = 0, ENUM_ORDER_TYPE_VALUE _mode = ORDER_TYPE_SL,
                    float _risk_margin = 1.0) {
-    double _price = _cmd == NULL ? Order::OrderOpenPrice() : GetSource().GetOpenOffer(_cmd);
+    double _price = _cmd == NULL ? Order::OrderOpenPrice() : GetSource() PTR_DEREF GetOpenOffer(_cmd);
     // For the new orders, use the available margin for calculation, otherwise use the account balance.
     float _margin = Convert::MoneyToValue(
         (_cmd == NULL ? account.GetMarginAvail() : account.GetTotalBalance()) / 100 * _risk_margin, _lot_size,
-        GetSource().GetSymbol());
+        GetSource() PTR_DEREF GetSymbol());
     _cmd = _cmd == NULL ? Order::OrderType() : _cmd;
     // @fixme
-    // _lot_size = _lot_size <= 0 ? fmax(Order::OrderLots(), GetSource().GetVolumeMin()) : _lot_size;
+    // _lot_size = _lot_size <= 0 ? fmax(Order::OrderLots(), GetSource() PTR_DEREF GetVolumeMin()) : _lot_size;
     return (float)_price +
            GetTradeDistanceInValue()
            // + Convert::MoneyToValue(account.GetTotalBalance() / 100 * _risk_margin, _lot_size)
@@ -1181,7 +1183,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   static long GetTradeDistanceInPts(string _symbol) {
     return fmax(SymbolInfoStatic::GetTradeStopsLevel(_symbol), SymbolInfoStatic::GetFreezeLevel(_symbol));
   }
-  long GetTradeDistanceInPts() { return GetTradeDistanceInPts(GetSource().GetSymbol()); }
+  long GetTradeDistanceInPts() { return GetTradeDistanceInPts(GetSource() PTR_DEREF GetSymbol()); }
 
   /**
    * Get a market distance in pips.
@@ -1194,7 +1196,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
     unsigned int _pts_per_pip = SymbolInfoStatic::GetPointsPerPip(_symbol);
     return (double)(_pts_per_pip > 0 ? (GetTradeDistanceInPts(_symbol) / _pts_per_pip) : 0);
   }
-  double GetTradeDistanceInPips() { return GetTradeDistanceInPips(GetSource().GetSymbol()); }
+  double GetTradeDistanceInPips() { return GetTradeDistanceInPips(GetSource() PTR_DEREF GetSymbol()); }
 
   /**
    * Get a market gap in value.
@@ -1206,7 +1208,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   static double GetTradeDistanceInValue(string _symbol) {
     return Trade::GetTradeDistanceInPts(_symbol) * SymbolInfoStatic::GetPointSize(_symbol);
   }
-  float GetTradeDistanceInValue() { return (float)GetTradeDistanceInValue(GetSource().GetSymbol()); }
+  float GetTradeDistanceInValue() { return (float)GetTradeDistanceInValue(GetSource() PTR_DEREF GetSymbol()); }
 
   /* Trend methods */
 
@@ -1232,8 +1234,8 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   double GetTrend(int method, bool simple = false) {
     static datetime _last_trend_check = 0;
     static double _last_trend = 0;
-    string symbol = GetSource().GetSymbol();
-    if (_last_trend_check == GetSource().GetTime()) {
+    string symbol = GetSource() PTR_DEREF GetSymbol();
+    if (_last_trend_check == GetSource() PTR_DEREF GetTime()) {
       return _last_trend;
     }
     double bull = 0, bear = 0;
@@ -1241,113 +1243,105 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
 
     if (simple && method != 0) {
       if ((method & 1) != 0) {
-        if (GetSource().GetOpen(PERIOD_MN1, 0) > GetSource().GetClose(PERIOD_MN1, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_MN1, 0) < GetSource().GetClose(PERIOD_MN1, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_MN1, 0) > GetSource() PTR_DEREF GetClose(PERIOD_MN1, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_MN1, 0) < GetSource() PTR_DEREF GetClose(PERIOD_MN1, 1)) bear++;
       }
       if ((method & 2) != 0) {
-        if (GetSource().GetOpen(PERIOD_W1, 0) > GetSource().GetClose(PERIOD_W1, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_W1, 0) < GetSource().GetClose(PERIOD_W1, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_W1, 0) > GetSource() PTR_DEREF GetClose(PERIOD_W1, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_W1, 0) < GetSource() PTR_DEREF GetClose(PERIOD_W1, 1)) bear++;
       }
       if ((method & 4) != 0) {
-        if (GetSource().GetOpen(PERIOD_D1, 0) > GetSource().GetClose(PERIOD_D1, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_D1, 0) < GetSource().GetClose(PERIOD_D1, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_D1, 0) > GetSource() PTR_DEREF GetClose(PERIOD_D1, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_D1, 0) < GetSource() PTR_DEREF GetClose(PERIOD_D1, 1)) bear++;
       }
       if ((method & 8) != 0) {
-        if (GetSource().GetOpen(PERIOD_H4, 0) > GetSource().GetClose(PERIOD_H4, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_H4, 0) < GetSource().GetClose(PERIOD_H4, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_H4, 0) > GetSource() PTR_DEREF GetClose(PERIOD_H4, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_H4, 0) < GetSource() PTR_DEREF GetClose(PERIOD_H4, 1)) bear++;
       }
       if ((method & 16) != 0) {
-        if (GetSource().GetOpen(PERIOD_H1, 0) > GetSource().GetClose(PERIOD_H1, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_H1, 0) < GetSource().GetClose(PERIOD_H1, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_H1, 0) > GetSource() PTR_DEREF GetClose(PERIOD_H1, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_H1, 0) < GetSource() PTR_DEREF GetClose(PERIOD_H1, 1)) bear++;
       }
       if ((method & 32) != 0) {
-        if (GetSource().GetOpen(PERIOD_M30, 0) > GetSource().GetClose(PERIOD_M30, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_M30, 0) < GetSource().GetClose(PERIOD_M30, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_M30, 0) > GetSource() PTR_DEREF GetClose(PERIOD_M30, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_M30, 0) < GetSource() PTR_DEREF GetClose(PERIOD_M30, 1)) bear++;
       }
       if ((method & 64) != 0) {
-        if (GetSource().GetOpen(PERIOD_M15, 0) > GetSource().GetClose(PERIOD_M15, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_M15, 0) < GetSource().GetClose(PERIOD_M15, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_M15, 0) > GetSource() PTR_DEREF GetClose(PERIOD_M15, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_M15, 0) < GetSource() PTR_DEREF GetClose(PERIOD_M15, 1)) bear++;
       }
       if ((method & 128) != 0) {
-        if (GetSource().GetOpen(PERIOD_M5, 0) > GetSource().GetClose(PERIOD_M5, 1)) bull++;
-        if (GetSource().GetOpen(PERIOD_M5, 0) < GetSource().GetClose(PERIOD_M5, 1)) bear++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_M5, 0) > GetSource() PTR_DEREF GetClose(PERIOD_M5, 1)) bull++;
+        if (GetSource() PTR_DEREF GetOpen(PERIOD_M5, 0) < GetSource() PTR_DEREF GetClose(PERIOD_M5, 1)) bear++;
       }
-      // if (GetSource().GetOpen(PERIOD_H12, 0) > GetSource().GetClose(PERIOD_H12, 1)) bull++;
-      // if (GetSource().GetOpen(PERIOD_H12, 0) < GetSource().GetClose(PERIOD_H12, 1)) bear++;
-      // if (GetSource().GetOpen(PERIOD_H8, 0) > GetSource().GetClose(PERIOD_H8, 1)) bull++;
-      // if (GetSource().GetOpen(PERIOD_H8, 0) < GetSource().GetClose(PERIOD_H8, 1)) bear++;
-      // if (GetSource().GetOpen(PERIOD_H6, 0) > GetSource().GetClose(PERIOD_H6, 1)) bull++;
-      // if (GetSource().GetOpen(PERIOD_H6, 0) < GetSource().GetClose(PERIOD_H6, 1)) bear++;
-      // if (GetSource().GetOpen(PERIOD_H2, 0) > GetSource().GetClose(PERIOD_H2, 1)) bull++;
-      // if (GetSource().GetOpen(PERIOD_H2, 0) < GetSource().GetClose(PERIOD_H2, 1)) bear++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H12, 0) > GetSource() PTR_DEREF GetClose(PERIOD_H12, 1)) bull++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H12, 0) < GetSource() PTR_DEREF GetClose(PERIOD_H12, 1)) bear++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H8, 0) > GetSource() PTR_DEREF GetClose(PERIOD_H8, 1)) bull++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H8, 0) < GetSource() PTR_DEREF GetClose(PERIOD_H8, 1)) bear++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H6, 0) > GetSource() PTR_DEREF GetClose(PERIOD_H6, 1)) bull++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H6, 0) < GetSource() PTR_DEREF GetClose(PERIOD_H6, 1)) bear++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H2, 0) > GetSource() PTR_DEREF GetClose(PERIOD_H2, 1)) bull++;
+      // if (GetSource() PTR_DEREF GetOpen(PERIOD_H2, 0) < GetSource() PTR_DEREF GetClose(PERIOD_H2, 1)) bear++;
     } else if (method != 0) {
       if ((method % 1) == 0) {
         for (_counter = 0; _counter < 3; _counter++) {
-          if (GetSource().GetOpen(PERIOD_MN1, _counter) > GetSource().GetClose(PERIOD_MN1, _counter + 1))
-            bull += 30;
-          else if (GetSource().GetOpen(PERIOD_MN1, _counter) < GetSource().GetClose(PERIOD_MN1, _counter +
-  1)) bear += 30;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_MN1, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_MN1, _counter
+  + 1)) bull += 30; else if (GetSource() PTR_DEREF GetOpen(PERIOD_MN1, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_MN1, _counter + 1)) bear += 30;
         }
       }
       if ((method % 2) == 0) {
         for (_counter = 0; _counter < 8; _counter++) {
-          if (GetSource().GetOpen(PERIOD_W1, _counter) > GetSource().GetClose(PERIOD_W1, _counter + 1))
-            bull += 7;
-          else if (GetSource().GetOpen(PERIOD_W1, _counter) < GetSource().GetClose(PERIOD_W1, _counter + 1))
-            bear += 7;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_W1, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_W1, _counter +
+  1)) bull += 7; else if (GetSource() PTR_DEREF GetOpen(PERIOD_W1, _counter) < GetSource() PTR_DEREF GetClose(PERIOD_W1,
+  _counter + 1)) bear += 7;
         }
       }
       if ((method % 4) == 0) {
         for (_counter = 0; _counter < 7; _counter++) {
-          if (GetSource().GetOpen(PERIOD_D1, _counter) > GetSource().GetClose(PERIOD_D1, _counter + 1))
-            bull += 1440 / 1440;
-          else if (GetSource().GetOpen(PERIOD_D1, _counter) < GetSource().GetClose(PERIOD_D1, _counter + 1))
-            bear += 1440 / 1440;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_D1, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_D1, _counter +
+  1)) bull += 1440 / 1440; else if (GetSource() PTR_DEREF GetOpen(PERIOD_D1, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_D1, _counter + 1)) bear += 1440 / 1440;
         }
       }
       if ((method % 8) == 0) {
         for (_counter = 0; _counter < 24; _counter++) {
-          if (GetSource().GetOpen(PERIOD_H4, _counter) > GetSource().GetClose(PERIOD_H4, _counter + 1))
-            bull += 240 / 1440;
-          else if (GetSource().GetOpen(PERIOD_H4, _counter) < GetSource().GetClose(PERIOD_H4, _counter + 1))
-            bear += 240 / 1440;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_H4, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_H4, _counter +
+  1)) bull += 240 / 1440; else if (GetSource() PTR_DEREF GetOpen(PERIOD_H4, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_H4, _counter + 1)) bear += 240 / 1440;
         }
       }
       if ((method % 16) == 0) {
         for (_counter = 0; _counter < 24; _counter++) {
-          if (GetSource().GetOpen(PERIOD_H1, _counter) > GetSource().GetClose(PERIOD_H1, _counter + 1))
-            bull += 60 / 1440;
-          else if (GetSource().GetOpen(PERIOD_H1, _counter) < GetSource().GetClose(PERIOD_H1, _counter + 1))
-            bear += 60 / 1440;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_H1, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_H1, _counter +
+  1)) bull += 60 / 1440; else if (GetSource() PTR_DEREF GetOpen(PERIOD_H1, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_H1, _counter + 1)) bear += 60 / 1440;
         }
       }
       if ((method % 32) == 0) {
         for (_counter = 0; _counter < 48; _counter++) {
-          if (GetSource().GetOpen(PERIOD_M30, _counter) > GetSource().GetClose(PERIOD_M30, _counter + 1))
-            bull += 30 / 1440;
-          else if (GetSource().GetOpen(PERIOD_M30, _counter) < GetSource().GetClose(PERIOD_M30, _counter +
-  1)) bear += 30 / 1440;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_M30, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_M30, _counter
+  + 1)) bull += 30 / 1440; else if (GetSource() PTR_DEREF GetOpen(PERIOD_M30, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_M30, _counter + 1)) bear += 30 / 1440;
         }
       }
       if ((method % 64) == 0) {
         for (_counter = 0; _counter < 96; _counter++) {
-          if (GetSource().GetOpen(PERIOD_M15, _counter) > GetSource().GetClose(PERIOD_M15, _counter + 1))
-            bull += 15 / 1440;
-          else if (GetSource().GetOpen(PERIOD_M15, _counter) < GetSource().GetClose(PERIOD_M15, _counter +
-  1)) bear += 15 / 1440;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_M15, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_M15, _counter
+  + 1)) bull += 15 / 1440; else if (GetSource() PTR_DEREF GetOpen(PERIOD_M15, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_M15, _counter + 1)) bear += 15 / 1440;
         }
       }
       if ((method % 128) == 0) {
         for (_counter = 0; _counter < 288; _counter++) {
-          if (GetSource().GetOpen(PERIOD_M5, _counter) > GetSource().GetClose(PERIOD_M5, _counter + 1))
-            bull += 5 / 1440;
-          else if (GetSource().GetOpen(PERIOD_M5, _counter) < GetSource().GetClose(PERIOD_M5, _counter + 1))
-            bear += 5 / 1440;
+          if (GetSource() PTR_DEREF GetOpen(PERIOD_M5, _counter) > GetSource() PTR_DEREF GetClose(PERIOD_M5, _counter +
+  1)) bull += 5 / 1440; else if (GetSource() PTR_DEREF GetOpen(PERIOD_M5, _counter) < GetSource() PTR_DEREF
+  GetClose(PERIOD_M5, _counter + 1)) bear += 5 / 1440;
         }
       }
     }
     _last_trend = (bull - bear);
-    _last_trend_check = GetSource().GetBarTime(_tf, 0);
+    _last_trend_check = GetSource() PTR_DEREF GetBarTime(_tf, 0);
     logger.Debug(StringFormat("%s: %g", __FUNCTION__, _last_trend));
     return _last_trend;
   }
@@ -1416,9 +1410,10 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
                            && (Terminal::IsRealtime() && !Terminal::IsExpertEnabled()));
 /* Chart checks */
 #ifdef __debug__
-      Print("Trade: Bars in data source: ", GetSource().GetBars(), ", minimum required bars: ", tparams.GetBarsMin());
+      Print("Trade: Bars in data source: ", GetSource() PTR_DEREF GetBars(),
+            ", minimum required bars: ", tparams.GetBarsMin());
 #endif
-      tstates.SetState(TRADE_STATE_BARS_NOT_ENOUGH, GetSource().GetBars() < tparams.GetBarsMin());
+      tstates.SetState(TRADE_STATE_BARS_NOT_ENOUGH, GetSource() PTR_DEREF GetBars() < tparams.GetBarsMin());
       /* Terminal checks */
       tstates.SetState(TRADE_STATE_TRADE_NOT_ALLOWED,
                        // Check if real trading is allowed.
@@ -1450,22 +1445,23 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   /**
    * Normalize lot size.
    */
-  /*
   double NormalizeLots(double _lots, bool _ceil = false) {
     double _lot_size = _lots;
-    double _vol_min = GetSource().GetVolumeMin();
-    double _vol_step = GetSource().GetVolumeStep() > 0.0 ? GetSource().GetVolumeStep() : _vol_min;
+    double _vol_min = GetSource() PTR_DEREF GetSymbolProps().GetVolumeMin();
+    double _vol_step = GetSource() PTR_DEREF GetSymbolProps().GetVolumeStep() > 0.0
+                           ? GetSource() PTR_DEREF GetSymbolProps().GetVolumeStep()
+                           : _vol_min;
     if (_vol_step > 0) {
       // Related: http://forum.mql4.com/47988
       double _precision = 1 / _vol_step;
       // Edge case when step is higher than minimum.
       _lot_size = _ceil ? ceil(_lots * _precision) / _precision : floor(_lots * _precision) / _precision;
-      double _min_lot = fmax(GetSource().GetVolumeMin(), GetSource().GetVolumeStep());
-      _lot_size = fmin(fmax(_lot_size, _min_lot), GetSource().GetVolumeMax());
+      double _min_lot = fmax(GetSource() PTR_DEREF GetSymbolProps().GetVolumeMin(),
+                             GetSource() PTR_DEREF GetSymbolProps().GetVolumeStep());
+      _lot_size = fmin(fmax(_lot_size, _min_lot), GetSource() PTR_DEREF GetSymbolProps().GetVolumeMax());
     }
     return NormalizeDouble(_lot_size, Math::FloatDigits(_vol_min));
   }
-  */
 
   /**
    * Normalize SL/TP values.
@@ -1483,10 +1479,10 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
         switch (_mode) {
           // Bid - StopLoss >= SYMBOL_TRADE_STOPS_LEVEL (minimum trade distance)
           case ORDER_TYPE_SL:
-            return fmin(_value, GetSource().GetBid() - GetTradeDistanceInValue());
+            return fmin(_value, GetSource() PTR_DEREF GetBid() - GetTradeDistanceInValue());
           // TakeProfit - Bid >= SYMBOL_TRADE_STOPS_LEVEL (minimum trade distance)
           case ORDER_TYPE_TP:
-            return fmax(_value, GetSource().GetBid() + GetTradeDistanceInValue());
+            return fmax(_value, GetSource() PTR_DEREF GetBid() + GetTradeDistanceInValue());
           default:
             logger.Error(StringFormat("Invalid mode: %s!", EnumToString(_mode), __FUNCTION__));
         }
@@ -1498,10 +1494,10 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
         switch (_mode) {
           // StopLoss - Ask >= SYMBOL_TRADE_STOPS_LEVEL (minimum trade distance)
           case ORDER_TYPE_SL:
-            return fmax(_value, GetSource().GetAsk() + GetTradeDistanceInValue());
+            return fmax(_value, GetSource() PTR_DEREF GetAsk() + GetTradeDistanceInValue());
           // Ask - TakeProfit >= SYMBOL_TRADE_STOPS_LEVEL (minimum trade distance)
           case ORDER_TYPE_TP:
-            return fmin(_value, GetSource().GetAsk() - GetTradeDistanceInValue());
+            return fmin(_value, GetSource() PTR_DEREF GetAsk() - GetTradeDistanceInValue());
           default:
             logger.Error(StringFormat("Invalid mode: %s!", EnumToString(_mode), __FUNCTION__));
         }
@@ -1513,11 +1509,15 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   }
 
   double NormalizeSL(double _value, ENUM_ORDER_TYPE _cmd) {
-    return _value > 0 ? GetSource() PTR_DEREF NormalizePrice(NormalizeSLTP(_value, _cmd, ORDER_TYPE_SL)) : 0;
+    return _value > 0
+               ? GetSource() PTR_DEREF GetSymbolProps().NormalizePrice(NormalizeSLTP(_value, _cmd, ORDER_TYPE_SL))
+               : 0;
   }
 
   double NormalizeTP(double _value, ENUM_ORDER_TYPE _cmd) {
-    return _value > 0 ? GetSource() PTR_DEREF NormalizePrice(NormalizeSLTP(_value, _cmd, ORDER_TYPE_TP)) : 0;
+    return _value > 0
+               ? GetSource() PTR_DEREF GetSymbolProps().NormalizePrice(NormalizeSLTP(_value, _cmd, ORDER_TYPE_TP))
+               : 0;
   }
 
   /* Validation methods */
@@ -1553,7 +1553,8 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
         // SL-Ask >= StopLevel && Ask-TP >= StopLevel
         // OpenPrice-Ask >= StopLevel && OpenPrice-SL >= StopLevel && TP-OpenPrice >= StopLevel
         // PrintFormat("%g > %g", fmin(fabs(GetBid() - price), fabs(GetAsk() - price)), distance);
-        return price > 0 && fmin(fabs(GetSource().GetBid() - price), fabs(GetSource().GetAsk() - price)) > distance;
+        return price > 0 && fmin(fabs(GetSource() PTR_DEREF GetBid() - price),
+                                 fabs(GetSource() PTR_DEREF GetAsk() - price)) > distance;
       default:
         return (true);
     }
@@ -1614,10 +1615,10 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
    * @see: https://www.mql5.com/en/articles/2555#invalid_SL_TP_for_position
    */
   double IsValidOrderSLTP(ENUM_ORDER_TYPE _cmd, double sl, double tp) {
-    double ask = GetSource().GetAsk();
-    double bid = GetSource().GetBid();
-    double openprice = GetSource().GetOpenOffer(_cmd);
-    double closeprice = GetSource().GetCloseOffer(_cmd);
+    double ask = GetSource() PTR_DEREF GetAsk();
+    double bid = GetSource() PTR_DEREF GetBid();
+    double openprice = GetSource() PTR_DEREF GetOpenOffer(_cmd);
+    double closeprice = GetSource() PTR_DEREF GetCloseOffer(_cmd);
     // The minimum distance of SYMBOL_TRADE_STOPS_LEVEL taken into account.
     double distance = GetTradeDistanceInValue();
     // bool result;
@@ -1688,8 +1689,8 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
       return _is_valid;
     }
     double _min_distance = GetTradeDistanceInPips();
-    double _price = GetSource().GetOpenOffer(_cmd);
-    unsigned int _digits = GetSource().GetSymbolProps().GetDigits();
+    double _price = GetSource() PTR_DEREF GetOpenOffer(_cmd);
+    unsigned int _digits = GetSource() PTR_DEREF GetSymbolProps().GetDigits();
     switch (_cmd) {
       case ORDER_TYPE_BUY:
         _is_valid &= _value > _price && Convert::GetValueDiffInPips(_value, _price, true, _digits) > _min_distance;
@@ -2025,11 +2026,7 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
   /**
    * Returns textual representation of the Trade class.
    */
-  string ToString() const {
-    // @todo
-    // return StringFormat("Margin required: %g/lot", GetMarginRequired());
-    return "";
-  }
+  string ToString() { return SerializerConverter::FromObject(THIS_REF).ToString<SerializerJson>(); }
 
   /* Class handlers */
 
@@ -2059,12 +2056,16 @@ HistorySelect(0, TimeCurrent()); // Select history for access.
 
   /* Serializers */
 
+  SERIALIZER_EMPTY_STUB
+
   /**
    * Returns serialized representation of the object instance.
    */
   SerializerNodeType Serialize(Serializer &_s) {
-    // ChartEntry _centry = GetEntry();
-    // _s.PassStruct(THIS_REF, "chart-entry", _centry, SERIALIZER_FIELD_FLAG_DYNAMIC);
+    _s.PassStruct(THIS_REF, "trade-params", tparams);
+    _s.PassStruct(THIS_REF, "trade-states", tstates);
+    // @todo
+    // _s.PassStruct(THIS_REF, "trade-stats", tstats);
     return SerializerNodeObject;
   }
 };
diff --git a/tests/TradeTest.mq5 b/tests/TradeTest.mq5
index 0ac5366ec..a88f89d1b 100644
--- a/tests/TradeTest.mq5
+++ b/tests/TradeTest.mq5
@@ -24,6 +24,9 @@
  * Test functionality of Trade class.
  */
 
+// #define __debug__
+// #define __debug_verbose__
+
 // Forward declaration.
 struct DataParamEntry;
 
@@ -34,19 +37,37 @@ struct DataParamEntry;
 #include "../Test.mqh"
 #include "../Trade.mqh"
 
+Ref<IndicatorBase> _chart_m1;
+Ref<IndicatorBase> _chart_m5;
+
 /**
  * Implements OnInit().
  */
 int OnInit() {
   Platform::Init();
-  Ref<IndicatorBase> _chart_m1 = Platform::FetchDefaultCandleIndicator(_Symbol, PERIOD_M1);
-  Ref<IndicatorBase> _chart_m5 = Platform::FetchDefaultCandleIndicator(_Symbol, PERIOD_M5);
+  _chart_m1 = Platform::FetchDefaultCandleIndicator(_Symbol, PERIOD_M1);
+  _chart_m5 = Platform::FetchDefaultCandleIndicator(_Symbol, PERIOD_M5);
   Platform::Add(_chart_m1.Ptr());
   Platform::Add(_chart_m5.Ptr());
+  return INIT_SUCCEEDED;
+}
 
-  // We're testing OHLCs in OnInit(), so we have to ensure that Tick() happened.
+void OnTick() {
   Platform::Tick();
+  // We need some bars in order to make trades.
+  if (_chart_m5 REF_DEREF GetBarIndex() > trade_params_defaults.GetBarsMin()) {
+    if (Test() == INIT_FAILED) {
+      Print("ERROR: Test failed!");
+    }
+    // We only want to test on first tick.
+    ExpertRemove();
+  }
+}
 
+/**
+ * Testing Trade class. Returns INIT_FAILED on failure.
+ */
+int Test() {
   // Initial market tests.
   assertTrueOrFail(SymbolInfoStatic::GetAsk(_Symbol) > 0, "Invalid Ask price!");