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Looking for a "dumb" EA

  • #1
  • First Post: Sep 4, 2009 3:22pm Sep 4, 2009 3:22pm
Im looking for a general purpose EA that can read trading instructions from a network connection and place trades. I'm sure something like this has been written before. Failing this, a good tutorial on DLL imports would do very nicely
  • #2
  • Sep 5, 2009 11:09am Sep 5, 2009 11:09am
Quoting FrinkFX
Im looking for a general purpose EA that can read trading instructions from a network connection and place trades. I'm sure something like this has been written before. Failing this, a good tutorial on DLL imports would do very nicely
I think the best way to approach this is to use the Python bindings for mql4 and do all the the networking (or other sort of IPC) in Python:

http://sites.google.com/site/prof7bi...on-integration
  • #3
  • Edited 5:39pm Sep 5, 2009 1:29pm | Edited 5:39pm
hey 7bit .. u r obsessed with python ...
just a casual thought
Nothing else intended .

First time hearing so much can be done using it and its flexibility....! (from other posts too) thanks for info!

Regards
100 Fold Challenge->Interested? ->https://www.forexfactory.com/thread/32152
  • #4
  • Sep 5, 2009 4:31pm Sep 5, 2009 4:31pm
Python?

I've embarked on writing it in c++, finally figured out those DLL imports
  • #5
  • Sep 5, 2009 7:26pm Sep 5, 2009 7:26pm
Quoting FrinkFX
Python?

I've embarked on writing it in c++, finally figured out those DLL imports
i thought you had your number crunching running on a different machine than the trading software and just wanted to make a small TCP server for metatrader. Since Python is THE language for networking stuff (a webserver in 3 lines of code) the idea of using python to extend mql into this direction is not so far fetched.

Maybe i should include a little demo server (with web interface) for metatrader as an example in the next version. It seems many people just dont see the potential. Python was made exactly for this kind of stuff, so why not use the tool when it is available?
  • #6
  • Sep 5, 2009 7:47pm Sep 5, 2009 7:47pm
I thinx reading command externally is more suitable for script instead of EA.

Create a DLL that bind a port, when there is incoming command put it in queue buffer, while the script loops every 100ms to read the queue buffer and do the commands in sequence.

You'll need static IP with forwarded port for this a vps will do
  • #7
  • Sep 6, 2009 5:00pm Sep 6, 2009 5:00pm
Quoting 7bit
i thought you had your number crunching running on a different machine than the trading software and just wanted to make a small TCP server for metatrader. Since Python is THE language for networking stuff (a webserver in 3 lines of code) the idea of using python to extend mql into this direction is not so far fetched.

Maybe i should include a little demo server (with web interface) for metatrader as an example in the next version. It seems many people just dont see the potential. Python was made exactly for this kind of stuff, so why not use the...
so wheres the 3 lines of code?

Ive never programmed python before, I use perl for any prototyping and testing etc

Anyway I wrote it last night in c++, I've a good bit of experience writing network code on C++ and I had some code from a program I wrote a few years ago so it only took me a few hours.

The main pain was figuring out all the exporting symbols and stack order and calling conventions and stuff like that.

The project is frustrating the hell out of me though. I've got a basic working version of it which I can run on strategy tester, but it doesn't place the right trades. ie. it loses. theres a bug in it somewhere I have to find
  • #8
  • Sep 7, 2009 7:38am Sep 7, 2009 7:38am
Quoting FrinkFX
so wheres the 3 lines of code?
Inserted Code
#!/usr/bin/env python

import SimpleHTTPServer, BaseHTTPServer

try:
    BaseHTTPServer.test(SimpleHTTPServer.SimpleHTTPRequestHandler, 
                        BaseHTTPServer.HTTPServer)
except KeyboardInterrupt:
    print '^C received, bye bye!'
ok, these are more than 3 lines but you can leave out the catching of the keyoard interrupt. To make it actually useful you would of course use your own request handlers that do other things than the default one from the SimpleHTTPServer module and you wouldn't use the test() function which is only meant to test request handlers. More elaborate examples for a better starting point can be found on the web, a quick google search turns up this: http://effbot.org/librarybook/basehttpserver.htm

Quote
Ive never programmed python before, I use perl for any prototyping and testing etc
you should really have a look at Python for rapid prototying and even application programming. Seriously. It will save you so much time and nerves and years of your life and once you have started using Python you won't want to ever go back to Perl again.

Quote
Anyway I wrote it last night in c++, I've a good bit of experience writing network code on C++ and I had some code from a program I wrote a few years ago so it only took me a few hours.

The main pain was figuring out all the exporting symbols and stack order and calling conventions and stuff like that.
Thats why i never use C++ for such lowlevel things. Even such simple things like making a dll to export some functions couldn't be more complicated than in C++. When low level API things are needed and raw native machine speed is really critical then ObjectPascal is always the better choice. C++ isn't so widespread used because it's better, it's in widespread use just because it is in widespread use, no other "advantages".

Quote
The project is frustrating the hell out of me though. I've got a basic working version of it which I can run on strategy tester, but it doesn't place the right trades. ie. it loses. theres a bug in it somewhere I have to find
what is the idea behind your trading stategy if i may ask?
  • #9
  • Last Post: Sep 7, 2009 9:28am Sep 7, 2009 9:28am
Quoting 7bit

what is the idea behind your trading stategy if i may ask?
To make as much money as possible
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