Pending Order Expiry not working
This sounds like something you should tell MQ about. If you have an account on MQL5, go there and use the service desk to let them know about this issue.
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In build 840 MT4 the pending order expiry function does not delete the order when the time expires.
edit - posted in mq5 forum under New MetaTrader 4 Build 840: Improvements and Fixes