Thanks for your comments. After much thought, I will stick with c++. Partly because it's always been a language I've wanted to learn and this project gives me the opportunity :nerd:
I also want to be able to compile to native code on each of the operating systems the robot will run. Again just another personal challenge for myself. I work in linux a bit and wouldn't mind contributing to the open-source community ... most things are c++ in that world.
This weekend I tackled a windows open-source build. I downloaded the source for the chromium...
Regarding comments to accessing your Java code from MT4, I will only give a high-level overview of the process since I don't know anything about your implementation.
I assume that you have some interface to exchange messages (price data, orders etc.) with Dukascopy.
The easiest thing would probably be to write a wrapper in C that calls your robot via JNI. An example how to do that is here:
http://www.codeproject.com/KB/cpp/CJniJava.aspx
Of course, you'd have to make a dll from that C code and then call the dll functions from MT4, but that is always the case.
Another way to go would be to change the functions that hook your program up to Ducascopy, so that they can be used with a networking library of your choice (you could of course do everything by hand, but I personally would choose integrating ZeroMQ or RabbitMQ, they're both brilliant).
The only thing in C you'd have to implement would be the functions that call your robot. Put those inside a dll and call them from MT4.
