I have found the answer. To ensure the EA opens stop not limit orders, make sure you select Ask pending buy and Bid for pending sell.

Slippage is a real issue. Not repeating here but a simple Google will explain there are three factors - the time taken for your home MT4/5 to process the EA instruction, the time taken for that instruction to travel to your broker's server, and the time taken for your broker's server to process the instruction.
Moving on to the test I am doing - another observation is that even for the major forex pairs I am seeing minor price differences across leading brokers. This can lead to surprisingly different outcomes with orders and trades opening / closing at different times and at different price points - the exact same EAs on the same VPS but with different brokers. I am hoping to find out over the next 7 trading days which brokers are opening in favour of them and which open equally either way i.e. not disadvantageous to the trader.

Yes. I think the issue was I hadn't ticked allow DLL imports.

Broker 5 is Go Markets. Based on their response to my data, I have decided to cease trading with them.

Trading results today:

We opened sixy five 0.01 lots trades for each broker using the same EA all on Liquidity Connect's VPS. Here are the gross and net profits for each:

Broker 1 2.89 / 2.89
Broker 2 2.08 / -1.32
Broker 3 1.87 / -2.21
Broker 4 -0.46 / -3.14
Broker 5 -2.68 / -2.68

I am not naming brokers just yet as giving the poor-performers a change to up their game. However, I stopped Pepperstone and withdrew my money as it was like a leaking money tap.

On the EA programming, I have read that a broker is more likely to fulfil an accepted stop or limit order at the accepted price compared to a market order. This is nuanced and if you are programming your own EA you need to understand all of this really well. For my strategy I could do something like this: when time is 16:45 and price goes up, open a buy. This would be a market order. Another option would be: when price is 16:45 place a pending buy order 0.5 pips above the period open price. Now if in the pending buy box I choose 0.5 pips above the Ask price, this creates a buy stop order. In other words, the broker should convert the order to a trade if the price moves from below to the price. However, if I choose the Bid price, this creates a buy limit order and the broker will only convert the order to a trade if the price moves from above to the price. Similar with sells - if you choose the Bid price for a sell, you get a stop order and Ask gives you a limit order.

On the broker side - there is a lot of noise about execution speeds. My research says the top performers are BlackBull, FP Markets, Pepperstone and IC Markets. Right now I can't really comment as I am only two days in to my fortnight of testing. I can say that I am not testing BlackBull because they want $2,000 deposit to get an account that executes quickly. Over the next few days I am testing all of the others on the exact same set up. FP and IC Markets are on a New York server so I am using a LiqC New York server (0.6ms ping) for these two and the Pepperstone is London so using a LiqC London server for Pepperstone (0.3ms ping).

I am also testing NYCServers. I am not that keen on ForexVPS, mainly because everyone uses them as they seem to be the free VPS choice for a lot of brokers. I like NYCServers and LiquidityConnect. The speeds are exceptional with LiqC edging it so I am probably going to end up going with LiqC.

Ignore - I am being stupid. Lol!

I have an EA that trades on the M30 chart using the Awesome Oscillator. But two of the conditions look at the Awesome Oscillator value on the daily and weekly time period. Do I need to open all three charts on MT5 and load the EA on to the M30 or do I only need to open and load onto the M30 chart?
I am finding that the EA is opening buy trades even when the daily Awesome Oscillator is <0 but the condition says to only open when the daily Awesome Oscillator is >0.
Please help.
https://fxdreema.com/shared/D2cjL0CT

I accept this is probably only relevant for a scalping strategy (which is inherently safe) but there are two brokers who have done a lot better than the rest but even so, their commission makes the profit for the trader very hard work. But it's not as simple as the commission. Go Markets offers zero commission. The real issue is finding an honest broker who executes quickly and according to real market demand and supply.

@jstap yes all exactly the same time. Same FxDreema EA on same VPS.

Broker 5 is Go Markets. Based on their response to my data, I have decided to cease trading with them.

Trading results today:

We opened sixy five 0.01 lots trades for each broker using the same EA all on Liquidity Connect's VPS. Here are the gross and net profits for each:

Broker 1 2.89 / 2.89
Broker 2 2.08 / -1.32
Broker 3 1.87 / -2.21
Broker 4 -0.46 / -3.14
Broker 5 -2.68 / -2.68

I am not naming brokers just yet as giving the poor-performers a change to up their game. However, I stopped Pepperstone and withdrew my money as it was like a leaking money tap.

My preferred VPS set-up is with LiquidityConnect. Their ping speeds are really good and the service is first class.

I have logged all my trades today and compared with the ideal my EA was aiming for. The first conclusion is that both brokers I am testing on (IC Markets and FP Markets) are taking a consistent 0.05 on Gold buys (quoted spread) with a further slippage of 0.05. This is way better than anything I have had off my home pc on a 300mps connection. One big advantage is that I can now properly test a scalping strategy on back-tester by 1. feeding into it the real seen spread at the times I'm trading and 2. by adapting my EA for back-test to show true realised equity, because I know what the price differential is for each trade between theory and reality, and I know the commission rate. This is crucial as if you get outside of acceptable parameters your strategy can fall over like a house of cards. In my case, if my broker was giving spreads of over 0.20 my strategy would just not work. Very quickly commission adds up and swallows any profit. But perhaps the biggest advantage is that I can now optimise my EA for the real world.

Slippage is a real issue. Not repeating here but a simple Google will explain there are three factors - the time taken for your home MT4/5 to process the EA instruction, the time taken for that instruction to travel to your broker's server, and the time taken for your broker's server to process the instruction.
Moving on to the test I am doing - another observation is that even for the major forex pairs I am seeing minor price differences across leading brokers. This can lead to surprisingly different outcomes with orders and trades opening / closing at different times and at different price points - the exact same EAs on the same VPS but with different brokers. I am hoping to find out over the next 7 trading days which brokers are opening in favour of them and which open equally either way i.e. not disadvantageous to the trader.

@sktsec From a lot of painful experience, a home VPS is not great if your strategy relies on swift execution.