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Creating a DDE Server?

  • #1
  • First Post: Dec 1, 2011 10:51am Dec 1, 2011 10:51am
Does anyone have experience setting up a DDE server?

I'm trying to get multiple metatrader terminals streaming tick data into my database. I used to do it via scripts with connections to mysql, but apparently I'm missing ticks.

I'm looking into setting up a script which captures the incoming price data and sends it out via a dde server. The internal MT4 DDE server is fine for what it does, but does not work across multiple brokers.
  • #2
  • Dec 1, 2011 8:56pm Dec 1, 2011 8:56pm
  •  MPP
  • Joined Jun 2007 | Status: Be yourself, everyone else is taken | 2,734 Posts
Quoting Ronald Raygun
Does anyone have experience setting up a DDE server?

I'm trying to get multiple metatrader terminals streaming tick data into my database. I used to do it via scripts with connections to mysql, but apparently I'm missing ticks.

I'm looking into setting up a script which captures the incoming price data and sends it out via a dde server. The internal MT4 DDE server is fine for what it does, but does not work across multiple brokers.

tried to find a way before - i don't believe it can be done

data bases use a syntax 'MT4' to locate the DDE server as all MT4 platform use the same syntax - the data would be calling the info from all open sources at the same time, and won't be able to arrange it for use

the only way i can see this being done is to find the syntax/DDE server link and rename each of the brokers - thats way over my head

if you open a data base prior to opening the mt4 platform it ask permission to open the terminal - so possible renaming the terminal might help


the other option is to export the data to a pre dfined CSV file - via an EA (not sure if it can be done with scripts) - then have your data base call up the csv file for data
  • #3
  • Dec 1, 2011 9:53pm Dec 1, 2011 9:53pm
Quoting Ronald Raygun
Does anyone have experience setting up a DDE server?

I'm trying to get multiple metatrader terminals streaming tick data into my database. I used to do it via scripts with connections to mysql, but apparently I'm missing ticks.

I'm looking into setting up a script which captures the incoming price data and sends it out via a dde server. The internal MT4 DDE server is fine for what it does, but does not work across multiple brokers.
Ronald, I was thinking about looking more into how DDE works. Unfortunately I've been very busy with work this week... I'm going to see what I can model this weekend and then see what happens live in the coming week. Can you elaborate a little more on the infrastructure you have in mind?
  • #4
  • Dec 2, 2011 7:40am Dec 2, 2011 7:40am
I've looked into this sort of thing before and concluded it wasn't worth the trouble.

If I were to undertake a project like yours, I'd write a DLL to store the ticks from multiple MT4 instances. Each instance would be running an indicator that doesn't do anything except receive the tick and call the DLL store function.

You won't miss ticks, the DLL handles queuing the ticks coming in and storing to the DB.
You are in a maze of twisty little passages, all alike.
  • #5
  • Dec 2, 2011 3:49pm Dec 2, 2011 3:49pm
Quoting MPP
tried to find a way before - i don't believe it can be done

data bases use a syntax 'MT4' to locate the DDE server as all MT4 platform use the same syntax - the data would be calling the info from all open sources at the same time, and won't be able to arrange it for use

the only way i can see this being done is to find the syntax/DDE server link and rename each of the brokers - thats way over my head

if you open a data base prior to opening the mt4 platform it ask permission to open the terminal - so possible renaming the terminal might help...
I'm trying to reduce latency between source and processor. Using the internal DDE server is almost definitely not possible. I definitely need to build my own DDE server and run that via EA or script in the terminal.

Quoting Hexanol
Ronald, I was thinking about looking more into how DDE works. Unfortunately I've been very busy with work this week... I'm going to see what I can model this weekend and then see what happens live in the coming week. Can you elaborate a little more on the infrastructure you have in mind?
I am working on a 'best price' system to augment my existing trading systems. So the way I'm seeing the architecture:

I have a DDE server and client running on each MT4 terminal feeding the aggregator price information. The aggregator will resemble the dealing tables I had when I worked for RBS.

The aggregator will send the best bid and the best ask for each pair to a charting platform (probably another MT4 terminal) on which I will place my EAs. The EAs will send trade signals based on the information they are getting from the aggregator.

The trade signals will pass through to a DDE client running as a script on the metatrader platforms so I can get my trade(s) filled and keep moving.

Quoting stevegee58
I've looked into this sort of thing before and concluded it wasn't worth the trouble.

If I were to undertake a project like yours, I'd write a DLL to store the ticks from multiple MT4 instances. Each instance would be running an indicator that doesn't do anything except receive the tick and call the DLL store function.

You won't miss ticks, the DLL handles queuing the ticks coming in and storing to the DB.
It's not so much storing ticks as being able to react to them quickly as they come in.




------------------------------------------


To summarize what I'm trying to do:

I'm trying to create a script in metatrader which I can drop on one chart, and have the DDE server in that script feed my aggregator all the price and trade position information as it comes in. That script will also have a DDE client which I can then use to receive trade requests from my aggregator.

I am setting up an aggregator, or even a DDE client on a metatrader platform which generates the offline charts on which I place my EAs.

So three components:

Node - Sends trade / pricing data and receives commands to execute trades.
Aggregator - Collects the pricing data, determines the best bid and ask for each pair, and sends it to the master.
Master - Creates offline charts with the best prices from my harem of brokers so my EAs can place trades and analyze the market fully across as many different liquidity providers as possible.

Given the lot size I'm trading now across my systems, if I can save an average of 1.4 pips per trade because of this, I stand to increase my returns another 4-5%. I may end up just hiring someone to write all the necessary code for me. But if I can do it myself, all the better.
  • #6
  • Dec 3, 2011 12:20am Dec 3, 2011 12:20am
  •  MPP
  • Joined Jun 2007 | Status: Be yourself, everyone else is taken | 2,734 Posts
Quoting Ronald Raygun
Given the lot size I'm trading now across my systems, if I can save an average of 1.4 pips per trade because of this, I stand to increase my returns another 4-5%. I may end up just hiring someone to write all the necessary code for me. But if I can do it myself, all the better.
if this is essencially about saving pips - have you tried a raw feed from a/your broker (FXCM do it for the right accounts - 50K plus - i think ALpari are now doing it too) this gives you the direct bank/feed rates, you then agree a set %/pips of fees based on turn around of trades.

the more trades you make the better - this halved my costs
  • #7
  • Dec 3, 2011 7:49am Dec 3, 2011 7:49am
Yep, I already have raw feeds from 3 brokers. But I'm still seeing some pricing discrepancies.

I'm not quite at the level to trade directly with a liquidity provider ($500M seems to be the magic number), so I'm trying to lower my risk by spreading business between multiple brokers. It's nice having the leverage to tell the broker, "Hey broker, I don't like how you're filling my trades, I might just move my volume to [competing broker]." And they usually give in. The ones that didn't lost the business I offered.
  • #8
  • Dec 6, 2011 7:21pm Dec 6, 2011 7:21pm
Quoting Ronald Raygun
Yep, I already have raw feeds from 3 brokers. But I'm still seeing some pricing discrepancies.

I'm not quite at the level to trade directly with a liquidity provider ($500M seems to be the magic number), so I'm trying to lower my risk by spreading business between multiple brokers. It's nice having the leverage to tell the broker, "Hey broker, I don't like how you're filling my trades, I might just move my volume to [competing broker]." And they usually give in. The ones that didn't lost the business I offered.
I haven't really looked at this yet, but figured it may be worth posting:

http://openforexplatform.com/wiki/in...er_Integration
  • #9
  • Dec 6, 2011 10:37pm Dec 6, 2011 10:37pm
Conceptually, this is exactly what I'm trying to do.

I'll play around with it but from reading the site, there are plenty of features I would like to strip out.
  • #10
  • Dec 7, 2011 1:03pm Dec 7, 2011 1:03pm
Quoting Ronald Raygun
Does anyone have experience setting up a DDE server?

I'm trying to get multiple metatrader terminals streaming tick data into my database. I used to do it via scripts with connections to mysql, but apparently I'm missing ticks.

I'm looking into setting up a script which captures the incoming price data and sends it out via a dde server. The internal MT4 DDE server is fine for what it does, but does not work across multiple brokers.
HI RONALD

sorry, off topic here.

since your the guy in the knowhow, how do i get mutliple time frames on the same chart ? i.e. say on the 5m chart i want to be able to see 4hr, 1hr, and 30m charts in one corner of the 5m chart. i.e. all in the same 5m chart.

can you advise ?


thanks in advance.
  • #11
  • Dec 7, 2011 1:57pm Dec 7, 2011 1:57pm
@whatfx

Start your own thread next time: http://www.forexfactory.com/showthre...14#post1781514
  • #12
  • Dec 8, 2011 4:58am Dec 8, 2011 4:58am
Quoting Ronald Raygun
@whatfx

Start your own thread next time: http://www.forexfactory.com/showthre...14#post1781514


perfect ! will try and download it.

many thanks
  • #13
  • Dec 15, 2011 8:11am Dec 15, 2011 8:11am
Hi Friends

I intend to have EURUSD and AUDUSD quote to appear on the EXCEL sheet as I need to do some calculation on these value.

I understood this can be done bt DDE to Metatrader 4. I am using Oanda Metaterader 4. Can a kind soul please explain how can I do this?
I am new to DDE.

Hope my Christmas wish can be fulfilled. Thanks in advance.

Soonek
  • #14
  • Dec 15, 2011 4:34pm Dec 15, 2011 4:34pm
  •  MPP
  • Joined Jun 2007 | Status: Be yourself, everyone else is taken | 2,734 Posts
Quoting soonek
Hi Friends

I intend to have EURUSD and AUDUSD quote to appear on the EXCEL sheet as I need to do some calculation on these value.

I understood this can be done bt DDE to Metatrader 4. I am using Oanda Metaterader 4. Can a kind soul please explain how can I do this?
I am new to DDE.

Hope my Christmas wish can be fulfilled. Thanks in advance.

Soonek
in the excel box you wish the data to appear place the following code

=('MT4'|BID!AUDUSD)

this will provide current bid price - you can change BID to ASK for ask price

also you need to turn the dde server on for only 1 MT4 platform

Tools > Options > Server > enable DDE server
  • #15
  • Dec 15, 2011 11:04pm Dec 15, 2011 11:04pm
MPP

Thanks for your kindness It works perfectly well!

MERRY CHRISTMAS & HAPPY NEW YEAR!

Soonek
  • #16
  • Apr 8, 2012 8:16am Apr 8, 2012 8:16am
RR, not sure where you are currently on this. I've been experimenting with this tool, http://www.dataloggersuite.com/dde-to-mssql-2.htm

Allows you to poll DDE data directly into a database using odbc or other specific drivers. Can trade data be pulled from Metatrader's DDE interface the same way quotes can? The refresh rate seems way to slow, but i think they set the demo that way on purpose.. EDIT: ah, $220 for the enterprise version.

I was able to pull the dde data into the logger, just not into the database since that is a commercial add on to the base free product. Are you using mysql?

I want to create correlation and other models in SPSS and would like to use mysql as an interface between metatrader and an SPSS dll that can be exposed via python.

Quoting Ronald Raygun
Yep, I already have raw feeds from 3 brokers. But I'm still seeing some pricing discrepancies.

I'm not quite at the level to trade directly with a liquidity provider ($500M seems to be the magic number), so I'm trying to lower my risk by spreading business between multiple brokers. It's nice having the leverage to tell the broker, "Hey broker, I don't like how you're filling my trades, I might just move my volume to [competing broker]." And they usually give in. The ones that didn't lost the business I offered.
Skype: heliosphan187
  • #17
  • Apr 9, 2012 11:28am Apr 9, 2012 11:28am
The solution I ultimately came up with was to use named pipes to send data back and forth. It's far faster, but still not perfect.

I have used the K database (super fast) but the bottleneck is really in the terminal.
  • #18
  • Apr 11, 2012 4:33am Apr 11, 2012 4:33am
[quote=Ronald Raygun;5553908]The solution I ultimately came

Hi Ronald, i whant to ask you if you can make one EA for me to open trade from 10 to 10 pips with 10 TP and if is posible to change the long/short depending the trend or manual selection. thank you.
  • #19
  • Last Post: Oct 13, 2017 7:26pm Oct 13, 2017 7:26pm
Hi Ronald,

I am trying to connect MT4 to Python via DDE but I am haing trouble: The request method raise 'Request failed'. Have you managed your DDE server?
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