I'll start the topic with reporting of new behaviour of FXCM-GBPDemo01 - Forex Capital Markets, LLC server.
When we have an aggregate position (position consisting of multiple positions in one direction as result of adding) and modify SL or TP, FXCM modifies all open orders automatically when send OrderModify to the first open order.
Normally the Expert cycles through the open orders and OrderModify each if them one by one.
As result of the new behaviour, OrderModify returns false and LastError = 1 (No error) for every attempt for modification after the first. This leads to multiple errors in Expert.
To fix this issue, I added check if the required new SL and TP are equal to the SL and TP of the open orders. If they are equal, the Expert do not attempts to OrderModify.
In the case where OrderModify returns false and LastError = 1, the Expert checks if the SL and TP are not already changed and if they were, OrderModify is marked as "Checked OK".
The attached Expert "MT4-FST Expert v1.11 Log.mq4" has the word Log in his name because Write_Log_File external variable is set to true.
EDIT Expert removed. Newer version attached in first post.