Creating Metatrader DLLs with Lazarus / Free Pascal

Quoting 7bit

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function movingAverage(history: PHistory; history_size: integer; period: integer): double; stdcall;

#import "testlib.dll"
double movingAverage(double& history[][6], int history_size, int period);
#import

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[b]library[/b] testlib;
[b]uses[/b]
  SysUtils,
  Windows;
[b]type[/b]
  [color=SeaGreen]{ MT4 stores the data of each candle in such a structure.
  MT4 will then give us a pointer to an array of such candles}[/color]
  TCandle = [b]packed record[/b]
    time:   integer; [color=SeaGreen]// POSIX timestamp[/color]
    open,
    high,
    low,
    close,
    volume: double;
  [b]end[/b];

  [color=SeaGreen]{ the following would be a pretty large array but we actually never create
  an instance of it, we only need a typed pointer to such an array.}[/color]
  THistory = [b]array[/b][0..MaxInt [b]div[/b] SizeOf(TCandle) - 1] [b]of[/b] TCandle;
  PHistory = ^THistory;

[color=SeaGreen]{ this function demonstrates how use such a PHistory pointer.
Note that unlike in MT4 the array is indexed with 0 being the OLDEST
and history_size - 1 being the CURRENT bar.}[/color]
[b]function[/b] movingAverage(history: PHistory; history_size: integer; period: integer): double; stdcall;
[b]var[/b]
  sum: double;
  i:   integer;

[b]begin[/b]
  [b]if[/b] period < 1 [b]then[/b] exit(0);

[color=SeaGreen]   // calculate the average of period last bars' close prices[/color]
  sum := 0;
  [b]for[/b] i := 1 [b]to[/b] period [b]do[/b] [color=SeaGreen]// i=1 is the current bar (history_size - 1)![/color]
  [b]begin[/b]
    sum := sum + history^[history_size - i].close;
  [b]end[/b];
  result := sum / period;
[b]end[/b];

[b]function[/b] movingAverage2(history: PHistory; history_size: integer; period: integer; shift: integer): double; stdcall;
[b]var[/b]
  sum: double;
  i, pos:   integer;

[b]begin[/b]
  [b]if[/b] period < 1 [b]then[/b] exit(0);

[color=SeaGreen]   // calculate the average of period last bars' close prices[/color]
  sum := 0;
  pos := history_size - (shift);
  [b]for[/b] i := 1 [b]to[/b] period [b]do[/b] [color=SeaGreen]// i=1 is the current bar (history_size - 1)![/color]
  [b]begin[/b]
    sum += history^[pos - i].close;
  [b]end[/b];
  result := sum / period;
[b]end[/b];

[b]exports[/b]
  movingAverage, movingAverage2;

[b]begin[/b]
[b]end[/b].

#import "testlib.dll"
   double movingAverage(double& history[][6], int history_size, int period);
   double movingAverage2(double& history[][6], int history_size, int period, int shift);
#import

double historyH1[][6];

int intPeriod = 14;
int intIndex5 = 5;


int init(){
   // This won't actually copy anything, instead it 
   // will make the array point to a metatrader
   // data structure where all candles are stored.
   // You only need to do this once, new candles will
   // be added automatically as time goes by.

   // For accesing bar from other TF, in this case PERIOD_H1
   ArrayCopyRates(historyH1, NULL, PERIOD_H1);
}

int start(){
   // Bars will always contain the number of usable
   // candles in our array. The DLL needs it to
   // determine the index of the current bar, because
   // in reality (outside of MQL4) this array starts 
   // with 0 being the oldest bar and Bars-1 the current.

   // We're using iBars to count bars 
   double maH1 = movingAverage(historyH1, iBars(NULL, PERIOD_H1), intPeriod);
   double maH1_5 = movingAverage2(historyH1, iBars(NULL, PERIOD_H1), intPeriod, intIndex5);
 
   // draw an arrow at our calculated average price
   string name1 = "arrowH1_" + Time[0];
   string name2 = "arrowH1_5_" + Time[0];
   
   ObjectCreate(name1, OBJ_ARROW, 0, Time[0], maH1);
   ObjectCreate(name2, OBJ_ARROW, 0, Time[0], maH1_5);
   
   ObjectSet(name1, OBJPROP_ARROWCODE, 4);
   ObjectSet(name2, OBJPROP_ARROWCODE, 4);
   ObjectSet(name1, OBJPROP_PRICE1, maH1);
   ObjectSet(name2, OBJPROP_PRICE1, maH1_5);
   ObjectSet(name1, OBJPROP_COLOR, OrangeRed);
   ObjectSet(name2, OBJPROP_COLOR, DodgerBlue);
}

Quoting Kuenzang

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Is it possible to call or build MT4-Functions like OrderSend via such DLL's ??

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Quoting 7bit

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I don't know if windows would regard these two dlls as the *same* dll and load it only once. And even if it did (what i don't believe), what would happen if the two dlls would be slightly different? I don't believe windows would allow such things. If you want both to load the same dll then simply put it into the place that is meant for *shared* libraries: c:/windows/system32/

Maybe the example you are talking about is using entirely different methods for IPC, shared memory for example?

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Quoting ecTrade

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Hey, I just tried this, and it does work! Here is a copy of the zip file, that I got from this page. For a better explanation, it starts here.

The only problem I'm having is that it sets up one account as a master account and the other account as a slave account so, it only communicates one way. Although I did try combining both EA's (in zip file)...

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Quoting ecTrade

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Hey, am trying to download a copy of Lazarus, but the site you download it from (www.sourceforge.net) has been offline for the last two days. This is the same site posted in the link you provided. It's also the same site the download services refer to.

Got any ideas?

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Quoting rangebound

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It doesnt matter where the DLL file resides. The issue is with the instance handle of an application. If you have one instance of MT4 running two EAs that use the same DLL then they share the MT4 Apps instance handle and hence use a single Instance of the DLL (which is now shared)
If you have two Mt4 Apps open (2 instances) then they will have different instance handles and therefore if they both open the same DLL Each Mt4 instance will open the DLL in a separate memory space which wont be shared.

I posted a very basic DLL here sometime ago which...

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Quoting sebastionay

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Is it impossible to avoid that problem having more than 1 EA running on the same terminal? Is it possible to make them use seperate DLL's on the same terminal or is this even more awkward?

I ask because I use a VPS and I think it requires more RAM for me to run 2 EA's on 2 Separate terminals than it does to run them both on one.

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Quoting sebastionay

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Is it impossible to avoid that problem having more than 1 EA running on the same terminal? Is it possible to make them use seperate DLL's on the same terminal or is this even more awkward?

I ask because I use a VPS and I think it requires more RAM for me to run 2 EA's on 2 Separate terminals than it does to run them both on one.

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double historyM0 [][6];
double historyM1 [][6];
double historyM5 [][6];
double historyM15[][6];
double historyM30[][6];
double historyH1 [][6];
double historyH4 [][6];
double historyD1 [][6];
double historyW1 [][6];
double historyMN [][6];

#define TIME_FRAMES 10
int iTimeFrames[TIME_FRAMES] = {  0, 1, 5, 15, 30, 60, 240, 1440, 10080, 43200 };

void init( ) {
...snip...
  ArrayCopyRates( historyM0 , Symbol(), iTimeFrames[0] );
  ArrayCopyRates( historyM1 , Symbol(), iTimeFrames[1] ); 
  ArrayCopyRates( historyM5 , Symbol(), iTimeFrames[2] );  
  ArrayCopyRates( historyM15, Symbol(), iTimeFrames[3] );  
  ArrayCopyRates( historyM30, Symbol(), iTimeFrames[4] );  
  ArrayCopyRates( historyH1 , Symbol(), iTimeFrames[5] );  
  ArrayCopyRates( historyH4 , Symbol(), iTimeFrames[6] );  
  ArrayCopyRates( historyD1 , Symbol(), iTimeFrames[7] );  
  ArrayCopyRates( historyW1 , Symbol(), iTimeFrames[8] );  
  ArrayCopyRates( historyMN , Symbol(), iTimeFrames[9] );  
...snip...
}

Quoting finimej

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Hello 7Bit,
Since you have worked in the Lazarus for longer while now, do you have the finished functions for time-seriers standard function such as
- RSI
- Stochastic
- PSAR
- Movingaverage (I see that you have done this part of code).

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Quoting grandehombre

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Hi 7bit,

- Is it possible to use DLLs that contain forms?
I've had difficulties in making that work and am unsure if I have done something wrong in the code or whether it simply cannot work.

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Quote

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- Is it possible to install the 64-bit version of Lazarus and then target Win32 code (via compiler switches)?

Quoting dinhero

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7bit,

thank you for this really useful threat !

Does anyone ever try to pilot metatrader from the memory in order to use the in-build function directly ? Did you ever try this ?

D.

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Quoting dinhero

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One question 7bit :

does your instructions (very clear and simple) here are resolving the problem of memory pollution as you explaned in this post http://www.forexfactory.com/showpost...94&postcount=6 ?

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