In the realm of MQL5 programming, transitioning from manually handling SQL to using ORM can optimize data operations remarkably. Initially, we explored setting up databases, focusing on SQL commands within MQL5 scripts to handle basic tasks like table creation, data manipulation, and transaction management. Such an approach laid the foundation, but posed challenges as systems scaled: code verbosity, repetition, and potential errors increased.

Moving towards an ORM (Object-Relational Mapping) system can streamline these operations, representing database tables as classes. Utilizing the MQL5 preprocessing feature #define significantly aids in this by automating class generation, reducing redundancy, and enhancing maintainability.

The macro capabilities in MQL5 provide powerful tools beyond text substitution, enabling the creation of structured entity classes t...

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