After several test I found that there is error during execution of market reverse order in MT5: in live test (not in backtest) if the strategy receive an opposite signal, instead to close and open immediately a new order in the other direction it only close the order and the new position is opened in the next bar (if the signal is still valid).
The error is not happening every time, I didn't understand the reason; in log is not present any error execution when this problem happen.
I'm attaching a simple strategy that open long if MA is rising and reverse if MA is falling, screenshot that compare its execution in backtest and in live (you can see the difference) and log.
Status changed from New to Waiting for information
Status changed from Waiting for information to In progress
Status changed from In progress to Refused
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Status changed from Refused to Fixed