MATLAB DLL into MT4 question

[color=Blue]#import[/color] [color=Magenta]"path/to/your/library.dll"[/color]
   [color=Blue]double[/color] foo([color=Blue]double[/color] bar, [color=Blue]double[/color] baz);
   [color=Blue]int[/color] faz([color=Blue]double[/color] baz, [color=Blue]int[/color] fuz);
   [color=SeaGreen]// and so on[/color]
[color=Blue]#import[/color]

[color=SeaGreen]// rest of your code. you may call the above functions now.[/color]

[b]library[/b] mywrapper;

[color=SeaGreen]// here we declare the import from our original dll[/color]
[b]function[/b] foo(bar: double; baz: double): double; cdecl; external 'originaldll.dll';

[color=SeaGreen]// here we wrap a stdcall function around it[/color]
[b]function[/b] wrap_foo(bar: double; baz: double): double; stdcall;
[b]begin[/b]
    result := foo(bar, baz);
[b]end;[/b]

[b]exports[/b]
    wrap_foo;

[b]begin
end.[/b]

Quoting Skyhr

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Awesome. Thanks for the quick and useful reply.

But if I compile my Matlab functions, and foo1 uses foo2 - do I have to declare both functions - if I declare and use foo1, wouldn't foo2 already be used?

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Quoting Skyhr

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Also, in Matlab, functions can have multiple outputs:
[output1, output2] = func(input1, input2)

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Quoting Skyhr

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Edit:
Third question:
My functions require a stored data file because I am using neural networks and I need to store the weight values as a matrix - whether the EA is on or off. How can I make this a separate file that the .dll functions read/write on?

Thanks! ^^

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Quoting 7bit

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here is another piece of the puzzle:
http://www.codeproject.com/KB/DLL/MatlabSharedLib.aspx

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Quoting 7bit

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If the dll is not stdcall then you will have to write a wrapper dll that will import the functions from matlab and export stdcall functions to metatrader. The easiest way to quickly produce a DLL is to install FPC/Lazarus and write them in Pascal.

Something like this example (untested) to wrap a cdecl function foo() into a stdcall function wrap_foo(). (if they are cdecl, i have no idea how matlab functions look like, they may also be something else, use the documentation!)
[code]
library...

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Quoting 7bit

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I dont know how exactly the matlab compiler works. maybe you need help from experienced people on a matlab forum. I can only tell you what is required by metatrader to use the dll from mql4.

Your DLL and the exported functions must fullfill the following requirements to be used from metatrader:

function name:

 

1. not mangled

calling convention:

 

1. stdcall

possible function arguments (when passed by value):

 

1. 32bit integer
2. double
3. Pointer to nullterminated string

[b]possible...

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Quote

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--------------------Configuration: libmatrix - Win32 Debug--------------------
Compiling...
libmatrix.cpp
Linking...
Creating library Debug/libmatrix.lib and object Debug/libmatrix.exp
libmatrix.obj : error LNK2001: unresolved external symbol ___MCC_libmatrix_component_data
LIBCD.lib(crt0.obj) : error LNK2001: unresolved external symbol _main
Debug/libmatrix.exe : fatal error LNK1120: 2 unresolved externals
Error executing link.exe.

libmatrix.exe - 3 error(s), 0 warning(s)

Quoting Skyhr

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If you can, please take a look because you know more C++ than I do.

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Quoting 7bit

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Sorry, but I don't know C++. And I don't want to know it.

Is there any reason to bring this ugly antique C++ language with all its own problems into the game? From what I have read you can directly compile dlls from matlab without going through C++.

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Quoting Skyhr

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Yes Matlab can directly compile dlls but the problem is that these dlls cannot be imported into MT4

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[list][*]MATLAB functions with no return values
bool MW_CALL_CONV mlf<function-name>(<list_of_input_variables>);[*]MATLAB functions with at least one return value
bool MW_CALL_CONV mlf<function-name>(int number_of_return_values, 
<list_of_pointers_to_return_variables>, 
<list_of_input_variables>);[/list]Refer to the header file generated for your  library for the exact 
signature of the exported function. For example, in the library 
created in the previous section, the signature of the exported 
addmatrix function is

void mlfAddmatrix(int nlhs,mxArray **a,mxArray *a1,mxArray *a2);

Quoting 7bit

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I'm still reading the documentation, trying to find useful information. It looks like all the functions will always return bool and all function parameters and return values are passed to them via arrays of pointers, declared by the mxArray structure:

from the manual:
[code]

 

1. MATLAB functions with no return values
   bool MW_CALL_CONV mlf<function-name>(<list_of_input_variables>);
2. MATLAB functions with at least one return value
   bool MW_CALL_CONV mlf<function-name>(int number_of_return_values,
   <list_of_pointers_to_return_variables>,
   <list_of_input_variables>);

Refer...

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Quoting andrea182

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Have you seen how to create the dll wrapper??

now i've created the dll but i don't know how to create the dll wrapper for send the data to the function and retrive the result...

Thanks for any help...

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Quote

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function sum = addMatlab(a, b)

sum = a + b;
return;

#import "test1.dll"
bool test1Initialize();
void test1Terminate();
bool mlfAddMatlab(int nargout,double& out[],double a, double b);

//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
  {
    
  double a;
  double b;
  double c[1];
  
  a = 1.1;
  b = 2.2;
  c[0] = -1;
  
//----
  if (!test1Initialize()){
    Print("Failed to initialize test1.dll");
    }
    else {
    Print("test1.dll initialised");
    }
  mlfAddMatlab(1,c,a,b);
  Print(a," + ",b," = ",c[0]); 
    
  test1Terminate();
  Print("test1 terminated");

//----
   return(0);
  }
//+------------------------------------------------------------------+