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How do I enable my MT4 EA to trade using a FIX API? 30 replies

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FIX API

  • #21
  • Aug 22, 2018 5:47pm Aug 22, 2018 5:47pm
Quoting masterx584
{quote} U have a 9 level big problem ...break it into multiple small problems ...go multithreading. {image} Right now i am with only 123 threads ,8 clients..16 threads *client,used to connect 20 clients before and 340+ threads.I calculate tick by tick data no timed bars.My threads are setted to 1ms sleep.They keep pushing.The algorithm alone divided in multiple cells running through threads is 3000+ code lines totally.It's more about how u divide & conquer.
Multithreading aids in IO bound, flat, and asynchronous operation. For CPU intensive tasks, multiprocessing is required. If the algorithm (actually) requires nested loops then neither would be useful since the each inner loop is interdependent on the iteration outcome of its outer loop. I've rarely ran up against a problem that couldn't be flattened, but I won't presume to know the logic in question, and assume that OP knows what he/she is doing.
  • #22
  • Aug 22, 2018 6:09pm Aug 22, 2018 6:09pm
Hi Guys,
This must be very interesting conversation, but it is not related to FIX API.
It would be more beneficiary for you to start your own thread. Also for us who want to discuss FIX API.
Thanks
  • #23
  • Edited 6:38pm Aug 22, 2018 6:14pm | Edited 6:38pm
Quoting VEEFX
{quote} Thanks emmzett and masterx for the responses. I really appreciate it. Level 9 deep is only on one pair..... the depth also exponentially increases depending on when my signal confluence happens which triggers a recursive crawl if you know what I mean but I have capped it at 32 levels. It's is designed as a sequential crawl and cannot be done via parallel processing so to mimic multi-thread, I run it across several terminals plus one terminal to handle all portfolio/trade mgmt functions but still my CPU clocks continuously non stop at 50%-60%....
I am pure quantitative algorithmic currency trader.My initial computation takes 30 sec too but i am able to pack that data in a way that allows me to save it on HDD & to reutilize it with the new arrived ticks as it is without any other computations.I am only making ticks based calculations no timeframed bars.I create my own "smart packets" that can be utilised as it is.I pack and create my own history ... don't know the mkt price for none of my trading pairs... am only based on the market value *strength, no price action,high lows or whatever.I don't care what price it has but only if the market is into a value*strength accumulation range or is going to explode after being in range for a while.I can wait 2-3 weeks to take a pair outside of the range going to replace a top trending one who's weakening and ready to get into accumulation.Is allways an exchange.
It's show time
  • #24
  • Aug 22, 2018 6:30pm Aug 22, 2018 6:30pm
Quoting zosoforever
Hi Guys, This must be very interesting conversation, but it is not related to FIX API. It would be more beneficiary for you to start your own thread. Also for us who want to discuss FIX API. Thanks
That's true.I'm very sorry.I'm done.See u guys.
It's show time
  • #25
  • Aug 22, 2018 6:40pm Aug 22, 2018 6:40pm
Quoting masterx584
{quote} That's true.I'm very sorry.I'm done.See u guys.
Let's continue --> here.
  • #26
  • Aug 22, 2018 6:48pm Aug 22, 2018 6:48pm
Quoting zosoforever
...but it is not related to FIX API. It would be more beneficiary for you to start your own thread. Also for us who want to discuss FIX API...Thanks
I put this here when I realized that the whole topic is not related to the FIX API. The title and the contribution of the OP are mis-leading. In fact this is more a topic with general beginner questions.
It takes blood, sweat and enough tears to wash away the blood.
  • #27
  • Aug 22, 2018 6:49pm Aug 22, 2018 6:49pm
Thank you . I feel bad now , but I hope everybody agrees this is better.
  • #28
  • Aug 22, 2018 7:49pm Aug 22, 2018 7:49pm
Quoting JT4xPro
{quote} I used - memory maps via winapi in mql - sockets with a dll - sockets with a library (think it was this one: https://www.mql5.com/en/blogs/post/706665) - sharing a file - named pipes I would recommend to take a look at sockets with library as it worked pretty easy and well (files did as well but only on the same computer)
Can you tell me a little bit more about the sockets with DLL? Do you have any examples where you can direct me to?
  • #29
  • Edited 8:15pm Aug 22, 2018 8:03pm | Edited 8:15pm
Quoting zosoforever
{quote} Can you tell me a little bit more about the sockets with DLL? Do you have any examples where you can direct me to?
Place the dll inside windows system32 folder since MT4 is 32bits app,and u call the dll functions with your expert.In this case i'm using an indicator,i prefer indicators like this one over an expert because i only need feed data so it's a pretty basic indicator ,i'm importing only the needed functions , i execute manually.Inside the dll u start the winsock protocol and u return the socket to the expert.I regularly run 20 sockets on single port .

//+------------------------------------------------------------------+
//| T-Link.mq4 |
//| Copyright (c) 2018, LiquidatorSoft |
//+------------------------------------------------------------------+
#property indicator_chart_window
#property copyright "Copyright (c) 2018, LiquidatorSoft"
#property strict
#import "T-Link.dll"
void WSockClient();
void WSockClientExit();
int ConnectServer();
bool SendDouble(int,double &buff[]);
bool SendChar(int,uchar &buff[]);
#import
#include <WinUser32.mqh>
#include <stdlib.mqh>
// Global vars
int socket;
bool connected,initApp;

int init()
{
WSockClient();
return(0);
}

void SendData()
{
double doubleBuff[1];
char charBuff[1];
uchar charArrayBuff[7];
if(initApp==false)
{
StringToCharArray(Symbol(),charArrayBuff,0,6);
for(int i=0;i<6;i++)
{
charBuff[0]=charArrayBuff[i];
SendChar(socket,charBuff);
}
doubleBuff[0]=Digits;
if(SendDouble(socket,doubleBuff)==false) Comment("Client: Server disconnected...");
doubleBuff[0]=Point;
if(SendDouble(socket,doubleBuff)==false) Comment("Client: Server disconnected...");
initApp=true;
}
doubleBuff[0]=Bid;
if(SendDouble(socket,doubleBuff)==false) Comment("Client: Server disconnected...");
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//---
WSockClientExit();
return(0);
}

int start()
{
if(connected==true)SendData();
else {socket=ConnectServer();connected=true;}
return(0);
}
//+------------------------------------------------------------------+
It's show time
  • #30
  • Aug 22, 2018 8:19pm Aug 22, 2018 8:19pm
Quoting masterx584
{quote} Place the dll inside windows system32 folder since MT4 is 32bits app,and u call the dll functions with your expert.In this case i'm using an indicator,i prefer indicators like this one over an expert because i only need feed data so it's a pretty basic indicator ,i'm importing only the needed functions , i execute manually.Inside the dll u start the winsock protocol and u return the socket to the expert.I regularly run 20 sockets on single port . //+-----------
Thank you. That was quick
  • #31
  • Aug 22, 2018 8:26pm Aug 22, 2018 8:26pm
Quoting zosoforever
{quote} Thank you. That was quick
It's a basic example to see more or le$$ how is made.
It's show time
  • #32
  • Aug 22, 2018 8:52pm Aug 22, 2018 8:52pm
Quoting masterx584
{quote} It's a basic example to see more or le$$ how is made.
I will try and go from there. Thanks
  • #33
  • Aug 22, 2018 9:05pm Aug 22, 2018 9:05pm
Quoting zosoforever
{quote} I will try and go from there. Thanks
Never place the dll inside MT4 folder.Allways in Sytem32 , u will avoid being hacked by your brokerThey have full control on their folders.They also can take screenshots of your desktop or look outside their folders or scan the memory for running prop apps.That's why i'm using winsock to comunicate from another PC.In the same PC u are 100% hacked,MT4 once installed bypass even the Windows Firewall ,there is no exception for MT4 there , they create some type of tunnel around your firewall.I also hacked the entire Windows Services in order to block any unauthorised acces using NetBios ,SMB Server,Remote registry or whatever initiate with remote,disabled DCOM etc..and am reinstalling the system completely every 4 weeks .I also tested from a pc to another using Kali linux and Parrot Security and i'm really invisible outside.I also don't respond at pings and blocked all well known ports on router and pc.... and more.A bit paranoic but it's about money.
It's show time
  • #34
  • Aug 23, 2018 2:20am Aug 23, 2018 2:20am
Quoting masterx584
{quote} Never place the dll inside MT4 folder.Allways in Sytem32 , u will avoid being hacked by your brokerThey have full control on their folders.They also can take screenshots of your desktop or look outside their folders or scan the memory for running prop apps.That's why i'm using winsock to comunicate from another PC.In the same PC u are 100% hacked,MT4 once installed bypass even the Windows Firewall ,there is no exception for MT4 there , they create some type of tunnel around your firewall.I also hacked the entire Windows Services in...
Jesus. This is something new I learnt about MT4 today about putting dlls outside of MT4 folder. As a matter of principle, I never enable the "Use Dll" option in MT4 settings from forums unless I have the source code to inspect.

My EA used these two:
#include <stdlib.mqh>
#import "kernel32.dll

should I be concerned? I have no idea what stdlib.mqh does. It contains the following code:

//+------------------------------------------------------------------+
//| stdlib.mqh |
//| Copyright 2004, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#import "stdlib.ex4"
string ErrorDescription(int error_code);
int RGB(int red_value,int green_value,int blue_value);
bool CompareDoubles(double number1,double number2);
string DoubleToStrMorePrecision(double number,int precision);
string IntegerToHexString(int integer_number);
#import
Attached Image
Staying in my lane...
  • #35
  • Edited 3:52am Aug 23, 2018 3:40am | Edited 3:52am
WOW! Guys, you really messed it up right away from the beginning. That really sucks. I was opening this to guide newbies who want to get started with FIX.
And not to listen to emzett jerking off on what a cool guy he is...

I have no time to argue about all that off topic stuff. Why donīt you contribute if it is topic related or ask a question about it or simply let it pass if it is not? No need to misuse this thread for self-display.

OK, that thread is dead. Write me a pm if you are interested in FIX, I am also available via Skype and we can talk there.

Edit: Just figured out that I can ignore messages and they seem to be deleted from the thread and that is what I did
  • #36
  • Aug 23, 2018 7:26am Aug 23, 2018 7:26am
Hi JT4xPro,
You probably didn't read all their postings and also my request to move to the other thread which they did. Mistakes, not related posts and trolls are unfortunately unavoidable. Can you ask them or moderator to move unrelated posts to their new thread and we can continue here?
Otherwise people who want to learn about FIX will be only one who will lose.
Thank you.
  • #37
  • Edited 3:30pm Nov 23, 2018 10:49am | Edited 3:30pm
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  • #38
  • Jul 20, 2019 12:01pm Jul 20, 2019 12:01pm
Bump for later
If you are new to FX don"t follow my trades, I 've blown many live accounts
  • #39
  • Last Post: Apr 2, 2020 1:04pm Apr 2, 2020 1:04pm
Quoting JT4xPro
WOW! Guys, you really messed it up right away from the beginning. That really sucks. I was opening this to guide newbies who want to get started with FIX. And not to listen to emzett jerking off on what a cool guy he is... I have no time to argue about all that off topic stuff. Why donīt you contribute if it is topic related or ask a question about it or simply let it pass if it is not? No need to misuse this thread for self-display. OK, that thread is dead. Write me a pm if you are interested in FIX, I am also available via Skype and we can talk...
Hello JT4xPro. You are a great man.
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