Call Metatrader MQL4/MQL5 function from imported DLL

Question

I would like to call MQL4 or MQL5 function from my own imported DLL in Metatrader.

Is it possible?

Answer 1

Forest,

As far as i have experienced during the past 2 years working with MetaTrader, there is no real way to call MQL functions from an external DLL. But there are some custom built APIs that closely resemble to what you want to achieve:

MT4 API

MetaTrader™ Java / .Net API

These APIs do somewhat allow you to use MQL functionality out-of-the-box

Answer 2

Principle

After several hundred man*years in the FX domain, there is another approach to orchestrate a smooth and elegant MT4 Terminal co-operation with other processes than to try to push water up the hill or than to pay USD500+ for a kit, that will stop working right upon the next shock once Build 524-> Build 562->Build 586->Build 600->Build 609->Build 624->... moves again

A non-existent toy

Yes, MT4 architecture does not expose it's own interface to allow self to be "disturbed" by an undeterministic obligation to handle external low-level calls via DLL et al.

How to fix it

Nevertheless, it is possible to reverse the architecture and make MT4 Terminal act as a lightweight thin-Client, operating a smart messaging library, trough which the MT4 functions are being exposed for a remote call ( RPC ).

Example

This way a Python Node may collect MT4 data for numerical processing,

same way a PHP Node may in parallel handle remote-syslog-s,

same way a C++ Node may integrate another task,

same way another Python Node may act as a CLI terminal interface with a Custom-specific scripting-syntax language to command MetaTrader-side activities via command-line / stdio

simply -- whatever your application infrastructure needs can be done this way

( One may even improve a poor real-time features of the native MT4 threads to gain a much better soft-real-time predictability and a low-latency massively parallel architecture .. and still be on a safer-side, protected from being torpedoed by any next "new"-MQL4 )

nota bene: just to imagine the invisible threat, the headbang collision in "new"-MQL4.56789 is, besides others, that string, while being syntax-proposed as string, is not in fact a string but a struct and all your previous DLL-related work simply has to be re-worked and wrapped-around to emulate a string-as-struct or a new DLL-interface has to be designed for cases, which return a value in a buffered ArrayOfBYTEs, which MQL4.56789 side can receive and process, but which it cannot free on it's own and memory leaks.

Answer 3

If it's acceptable for your DLL to be a .NET DLL, then you could try this MT4 .NET integration library called NQuotes.

With this library it's possible to access any MQL4 function from your DLL.