Creating Metatrader DLLs with Lazarus / Free Pascal

library regression;
Uses Math;
{$mode objfpc}{$H+}

type

  TCandle = packed record
    time:   LongInt; // POSIX timestamp
    open,
    high,
    low,
    close,
    volume: Double;
  end;


  THistory = array[0..MaxLongInt div SizeOf(TCandle) - 1] of TCandle;
  PHistory = ^THistory;

  TBuffer = array[0..MaxLongInt div SizeOf(Double) - 1] of Double;
  PBuffer = ^TBuffer;

  TVal = array[0..2] of Double;
  PVal = ^TVal;

  var i0: LongInt = 0;


const
  EMPTY_VALUE = $7FFFFFFF;


function regression(history: PHistory; period: LongInt; degree: LongInt; index: LongInt; var vals: PVal): Double;
var
  sum: Double;
  i:   LongInt;
  ai:  array[0..9,0..9] of double;
  b:   array[0..9] of double;
  x:   array[0..9] of double;
  sx:  array[0..19] of double;
  ip:  LongInt;
   p:  LongInt;
   n:  LongInt;
   f:  LongInt;
  ii:  LongInt;
  jj:  LongInt;
  kk:  LongInt;
  ll:  LongInt;
  nn:  LongInt;
  sq:  Double;
  qq:  Double;
  mm:  Double;
  tt:  Double;
  mi:  LongInt;
  fx:  array of Double;


begin
  if index < period then exit(EMPTY_VALUE);
  if period < 1 then exit(history^[index].Close);


  sum := 0;
  ip:=period;
  p:=ip;
  sx[1] :=p+1;
  nn := degree+1;
  SetLength(fx,p+1);

  mi := 1;
  for mi:=1  to nn*2-2 do
  begin
  sum:=0;
    for n:=i0 to i0+p do
    begin
         sum := sum+ power(n,mi);
    end;
  sx[mi+1]:=sum;
  end;


  for mi:=1 to nn  do
  begin
       sum:=0.00000;
       for n:=i0 to i0+p do
       begin
         if (mi = 1) then sum:= sum+ history^[index-n].Close
         else sum:= sum+ (history^[index-n].Close * power(n,mi-1));
       end;
       b[mi]:=sum;
  end;

  for jj:=1 to nn do
  begin
    for ii:=1 to nn do
    begin
       kk:=ii+jj-1;
       ai[ii,jj]:=sx[kk];
    end
  end;

  for kk:=1 to nn-1 do
  begin
       ll:=0;
       mm:=0;
       for ii:=kk to nn do
       begin
            if (Abs(ai[ii,kk])>mm) then
            begin
                mm:=Abs(ai[ii,kk]);
                ll:=ii;
            end;
       end;

       if ll=0 then exit(EMPTY_VALUE) else
       begin
            if ll<>kk then
            begin
                 for jj:=1 to nn do
                 begin
                      tt:=ai[kk,jj];
                      ai[kk,jj]:=ai[ll,jj];
                      ai[ll,jj]:=tt;
                 end;
            tt:=b[kk];
            b[kk]:=b[ll];
            b[ll]:=tt;
            end;
       end;
       for ii:=kk+1 to nn do
       begin
            qq:=ai[ii,kk]/ai[kk,kk];
            for jj:=1 to nn do
            begin
            if jj=kk then ai[ii,jj]:=0
            else ai[ii,jj]:=ai[ii,jj]-qq*ai[kk,jj];
            end;
       b[ii]:=b[ii]-qq*b[kk];
       end;
  end;
  x[nn]:=b[nn]/ai[nn,nn];
  for ii:=nn-1 Downto 1 do
  begin
      tt:=0;
      for jj:=1 to nn-ii do
      begin
           tt:=tt+ai[ii,ii+jj]*x[ii+jj];
           x[ii]:=(1/ai[ii,ii])*(b[ii]-tt);
      end;

  end;


  for n:=i0 to i0+p do
  begin
    sum:=0;
    for kk:=1 to degree do
    begin
       sum:=sum+x[kk+1]*power(n,kk);
    end;
    fx[n]:=x[1]+sum;

  end;

  sq:=0.0;
  for n:=i0 to i0+p do
  begin
       sq:=sq+power(history^[index-n].Close-fx[n],2);
  end;
  sq:=sqrt(sq/(p+1));
  vals^[0] := fx[0];
  vals^[1] := fx[1];
  vals^[2] :=sq;
end;


procedure updateBuffer(history: PHistory; bars: LongInt; degree: LongInt; period: LongInt; vals: PVal); stdcall;

begin

  regression(history, period, degree, bars-1, vals);


end;

exports
  updateBuffer;

begin
end.

#property indicator_chart_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Red
#property indicator_color3 Red

#import "regression.dll"
      void updateBuffer(double &history[][6],int bars, int degree, int period, double &vals[3]);
#import

extern int    period=40;
extern double kstd =1;
extern int    degree = 1;

double buffer[]; 
double up[];
double dn[];

double history[][6]; // this will later point to the complete chart history

int init(){
   // set up the indicator buffer
   SetIndexStyle(0, DRAW_LINE);
   SetIndexBuffer(0, buffer);
   SetIndexLabel(0, "Regression");
   
   SetIndexStyle(1, DRAW_LINE);
   SetIndexBuffer(1, up);
   SetIndexLabel(1, "Regression + STD");
   
   SetIndexStyle(2, DRAW_LINE);
   SetIndexBuffer(2, dn);
   SetIndexLabel(2, "Regression - STD");
   
   ArrayCopyRates(history, NULL, 0);
}

int start(){

   double vals[3];
   updateBuffer(history, Bars, degree, period, vals); //populate array "vals" with regression values.
   buffer[0] = vals[0];             //vals[0] is regression's value at current bar
   up[0] = vals[0]+(vals[2]*kstd);  //vals[1] is regression's value at last bar
   dn[0] = vals[0]-(vals[2]*kstd);  //vals[2] is the standard deviation value prior to multiplication by kstd (raw std value)
                        

   
}

Quoting mfurlend

Disliked

Are there any other compiler settings I should know about to produce a faster-computing .dll file?

Ignored

Quoting Ruptor

Disliked

Hi 7Bit
There seems to be a problem with the example program "sma_dll_example". I have used it as a basis for an indicator that uses several moving averages and found buffer update problems so I went back to the exapmle that appears to run correctly. The example has the same problem that is less obvious but can be reproduced by switching time frames. Some times the moving average line does not appear and remains invisible even after ticks are received. By switching time frames it comes back. Having more than one moving average makes the problem...

Ignored

library orderhist;

{$mode objfpc}{$H+}

uses
  Classes
  { you can add units after this };

type
  TOrderHist = array[0..7] of string;

// function parameters declared as var will accept pointers.
procedure VarsByReference(var oh: TOrderHist) ; stdcall;
var
  Datei : TextFile;
begin
  // now let's make some changes to the variables
  Assign (Datei, 'C:/Tools/mt4log.log');
  ReWrite (Datei);
  writeln(Datei,oh[7]);
  close(Datei);
end;

exports
  VarsByReference;

begin
end. 

//#include <common_functions.mqh>


#import "orderhist.dll"
   void VarsByReference(string& oh[]);
#import


int start()
{
// retrieving info from trade history
   int k,i,hstTotal=HistoryTotal();
   int HistoryOrderType; 
   int HistoryOrderTicket; 
   int HistoryOrderCloseTime;
   double HistoryOrderClosePrice;
   int HistoryOrderOpenTime;
   double HistoryOrderOpenPrice;
   double HistoryOrderOpenProfit;
   double HistoryOrderOpenStopLoss;
        
   string HistoryOrder[8];
        
   for(i=0;i<hstTotal;i++)
   {
        if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
        {
                Print("Access to history failed with error (",GetLastError(),")");
                break;
        }

        HistoryOrder[0]=OrderCloseTime();
        HistoryOrder[1]=OrderClosePrice();
        HistoryOrder[2]=OrderOpenTime();
        HistoryOrder[3]=OrderOpenPrice();
        HistoryOrder[4]=OrderProfit();
        HistoryOrder[5]=OrderStopLoss();
        HistoryOrder[6]=OrderTicket();
        HistoryOrder[7]=OrderSymbol();
        
        
        int count=ArraySize(HistoryOrder);
        for(k=0; k<count; k++)
        {
                //log("OrderHistoryOutput_"+k,HistoryOrder[k]);
                Print("blabla_"+k);
        }
        VarsByReference(HistoryOrder);
   }
} 

program test;

{$mode objfpc}{$H+}

uses
  Classes, Dialogs,Controls, Interfaces ,Graphics,StdCtrls,Forms
  { you can add units after this };

{$R *.res}
var
  buttonSelected : Integer;
begin
  // Show a custom dialog
  buttonSelected := MessageDlg('Custom dialog',mtCustom,
                              [mbYes,mbAll,mbCancel], 0);

  // Show the button type selected
  if buttonSelected = mrYes    then ShowMessage('Yes pressed');
  if buttonSelected = mrAll    then ShowMessage('All pressed');
  if buttonSelected = mrCancel then ShowMessage('Cancel pressed');
end. 

Quoting mtbf40

Disliked

I have a strange problem:

I have a DLL with a output on a Message Box. On my Win7 64bit Laptop works fine, on my WinServer 2k8 is produce the following Error:

Failed to create win32 control, error: 1407 : Fensterklasse wurde nicht gefunden.
(Failed to create win32 control, error 1407 : Cannot find window class)

if somebody has an idea where the difference between the OS

Ignored

uses
  Windows, Messages;
....
Result:=MessageBox(hWnd,'Title','Text', MB_YESNOCANCEL);
....

Quoting noprogra

Disliked

Coming back to the dll questions
Is there a way to create dll in C# for mt4? I know pascal an c works. but What about C#?

Ignored