I see a lot of compilation errors.

You are likely to forgot to add TEST_END macro at the end of the test case.

Test case definition should look like this.

TEST_START(Name) {
    // test body goes here
}
TEST_END

I implemented operator== but ASSERT_EQUALS always fails anyway.

Remember to dereference object pointers. When using pointers in ASSERT_EQUALS directly you are comparing pointers themselves, not referenced objects.

Here is the correct way of checking dynamic objects for equality.

// MyIntObject implements operator==
MyIntObject* obj1 = new MyIntObject(1);
MyIntObject* obj2 = new MyIntObject(1);
// WRONG! ASSERT_EQUALS("Objects must be equal", obj1, obj2);
ASSERT_EQUALS("Objects must be equal", *obj1, *obj2);
delete obj2;
delete obj1;

My test passes when it clearly should fail.

Do not ever set a failure message to NULL when calling ASSERT macros. Unlike other testing frameworks, MQLUNIT uses a message text to signal an assertion failure. NULL means there were no failures, so by using a NULL as a failure message you are causing the test to alway succeed. Use an empty string if don't want to use any specific failure description.

int var1 = 1;
int var2 = 2;
// WRONG! ASSERT_TRUE(NULL, var1 == var2);
ASSERT_TRUE("", var1 == var2);