Calling MT4 commands externally (e.g. from C++) | Forex Factory

Options

Go to
Permalinks
Print Thread

Similar Threads

CTFMT4 and MT4 build 600 issue: calling Trader613 15 replies

DDE commands - different time frames 3 replies

DDE Commands 0 replies

Humbly seeking kind assistance for voice commands 0 replies

Problem with the file-commands.. 1 reply

Attachments: Calling MT4 commands externally (e.g. from C++)
Exit Attachments

Calling MT4 commands externally (e.g. from C++)

  • #1
  • First Post: Jan 8, 2014 8:49pm Jan 8, 2014 8:49pm
Happy New Year everyone!

I've written a pile of code for automating elements of my trading. I want this code to remain independent of the trading platform it interacts with - particularly I'd like to get away from having to write wrappers for MQL4 or other half baked proprietary programming languages trading platform vendors insist on producing. My account isn't large enough to have access to the FIX API (which is pretty ugly in itself). I'm also looking at the FXCM and Dukascopy JAVA APIs but would like to keep working with my current brokers (for now) who currently only offer MT4 for small accounts like mine.

My goal is to have a C/C++ interface to execute MT4 terminal commands. Such an interface could easily be call from R, Python etc etc.
Essentially I'm after the same features a MAM/PAMM applications offered to money managers but at an API level no through a pretty GUI.

Has anyone done this already or found reasons for it not to work?

Regards,

ninety47
  • #2
  • Jan 9, 2014 7:16am Jan 9, 2014 7:16am
To my knowledge this is not possible in a direct way, only indirect via pipes or shared memory or other means of communication between an external process and a script or expert on the side of mt4 - that is using windows api (I am currently using such techniques). You can also import a dll (also for example Java) to do the communication to the outside of mt4.
Or you are able to analyse mt4's internals via debugger and inject code or use utillities like spy++. Former would violate license terms, however.
Return To Disorder
  • #3
  • Jan 9, 2014 9:28am Jan 9, 2014 9:28am
Hi Rockit,

Thanks for the reply. I did a little more digging and found a couple of "off-the-shelf" closed source and pay-for use. For reference:

  1. http://www.jfx-api.com/
  2. http://www.mt4api.net/
  3. https://github.com/cyberflohr/mt4j

7-bit also put together a similar interface for R - mt4R (which can found here on ForexFactory but this essentially runs R within the MT4 terminal instance - not ideal when wanting to execute function calls on the terminal.

I did find out the Metaquotes did release an API with MT3 but abandoned it for MT4.

So the solution I'll implement will used some for of IPC e.g. shared memory or DDE with an EA the "polls"/checks for message each time "start" is called (e.g. pretty much like what you've said).

Other useful references:

  1. Windows IPC overview: http://msdn.microsoft.com/en-us/libr...(v=vs.85).aspx
  2. Windows Shared Memory http://msdn.microsoft.com/en-us/libr...(v=vs.85).aspx
  3. Boost.Interprocess: (would have to hang my head in shame as a C++ coder if I didn't list Boost!) http://www.boost.org/doc/libs/1_55_0...erprocess.html

Will let you know how I get on. Thank you for the help.

Cheers,

ninety47

  • #4
  • Jan 9, 2014 12:19pm Jan 9, 2014 12:19pm
On the open source front, I've been eyeing this one:

TradePlatform

TradePlatform.NET is addition to MetaTrader 4 client terminal which extends trading experience, MQL language and provides .NET world communication bridge.

And I also ran into this:

Meta Trader 4 API C/C++, C#

On the paid front this one is also out there:
http://www.nquotes.net/
  • #5
  • Jan 9, 2014 1:53pm Jan 9, 2014 1:53pm
I think you do not need polling.

With the current build you could use event objects to signal data availability.

And with the beta builds (> 509) they have implemented OnChartEvent event handler, so that you can possibly "use" that to "tick" the expert to check for data in shared memory by posting a window message to the appropriate window.

I also use WM_COPYDATA to export tick & bar data and execution reports etc.
Return To Disorder
  • #6
  • Jan 17, 2014 9:28am Jan 17, 2014 9:28am
Thanks you again for the replies. I have some questions and an update.

FXEZ:
I managed to stumble across some of those but didn't find TradePlatform - look nice but most of my code is running in a Linux environment so it kind of serves as another layer between MT4 and the "metal" so to speak.

rockit:
I haven't heard about the native event objects in MT4. Do you have any links to the documentation? (I must be using the wrong search terms).


With some spare time on my hands again I'm going to look at using Apache Thrift (http://thrift.apache.org/) to serve as the RPC mechanism. The key benefit of the Thrift IDL compiler is that it supports lots of languages and is cross platform e.g. I'd write a C++ DLL to allow running the Thrift RPC server from MT4 which could be then calledmultiple clients written in one of the supported languages and there a lot of them:

  1. As3
  2. C Glib
  3. C++
  4. CSharp
  5. D
  6. Delphi
  7. Erlang
  8. Go
  9. Graphviz
  10. Haskell
  11. Java
  12. Java ME
  13. Javascript
  14. Node.js
  15. Objective-c
  16. OCaml
  17. Perl
  18. PHP
  19. Python
  20. Ruby
  21. Smalltalk

It could also be used to make calls to other services.

If this all comes together it should open up a world of possibilities for interacting with MT4 via all sorts of front ends. Ideas that I want to implement include:

  1. automating journal entries e.g. send screenshots when to a journal when orders are entered, updated, executed, cancelled and/or closed.
  2. easily posting tweets (or other blogs)
  3. Skype API to send SMS alerts.
  4. replicate across multiple clients
  5. etc etc etc.

Will keep you updated.

Regards,

ninety47.

  • #7
  • Jan 17, 2014 10:07am Jan 17, 2014 10:07am
Event objects refer to windows api event objects, see here: http://msdn.microsoft.com/en-us/libr...(v=vs.85).aspx
Btw: Smalltalk is great..
Return To Disorder
  • #8
  • Apr 1, 2014 5:31pm Apr 1, 2014 5:31pm
Quoting rockit
I think you do not need polling. With the current build you could use event objects to signal data availability. And with the beta builds (> 509) they have implemented OnChartEvent event handler, so that you can possibly "use" that to "tick" the expert to check for data in shared memory by posting a window message to the appropriate window. I also use WM_COPYDATA to export tick & bar data and execution reports etc.

Hi, how exactly do you use WM_COPYDATA?? Can i have a look at your code?

Thanks
  • #9
  • Apr 2, 2014 3:38am Apr 2, 2014 3:38am
Quoting mohan777
Hi, how exactly do you use WM_COPYDATA?? Can i have a look at your code? Thanks
Sure.
An example of a basic info copy expert (copies ticks over to a remote window):
Inserted Code
#property strict
#define WM_COPYDATA 0x004A
#define INFO 0x01
#define FindWindow FindWindowW
#define SendMessage SendMessageW
struct Copydatastruct
{
    int dwData;
    int cbData;
    int lpData;
};
struct Infostruct
{
    MqlTick tick;
    /* whatever else
        info here
    */
};
#import "user32.dll"
    int FindWindow(string&, int);
    int SendMessage(int, int, int, Copydatastruct&);
#import "msvcrt.dll"
    int memcpy(Copydatastruct&, Copydatastruct&, int);
    int memcpy(Infostruct&, Infostruct&, int);
#import
Infostruct info;
Copydatastruct copy;
string sDispatch = "mywindow";
int hwDispatch = 0;
void OnTick()
{
    hwDispatch = FindWindow(sDispatch, NULL);
    if(hwDispatch) {
        copy.dwData = INFO;  // i.e. function
        copy.cbData = sizeof(info);  // bytes to copy
        copy.lpData = memcpy(info, info, 0);  // pointer to data to be copied
        SymbolInfoTick(Symbol(), info.tick);
        SendMessage(hwDispatch, WM_COPYDATA, NULL, copy);
    }
}
On the receiver's side (remote window) in the window procedure you have to read the data:
Inserted Code
switch (windowmessage) {
    case WM_COPYDATA:
    {
        COPYDATASTRUCT *copy = (COPYDATASTRUCT*) lParam;
        switch(copy->dwData)    {
            case INFO:
            {
                Infostruct info;
                memcpy(&info, copy->lpData, copy->cbData); // copy over data for further processing
                // i.e. do something with data
                break;
            }
            // other cases ...
        }
        break;
    }
    // other cases
}
Return To Disorder
  • #10
  • May 17, 2014 2:19am May 17, 2014 2:19am
How are you going with this?
I've integrated into jfx api (which is quite cheap really, and quite good), but I'd be interested to see a language agnostic solution to possibly move my code to nodejs, maybe? hmm, interesting.
You'd still be looking at opening a terminal.exe for each account you want to connect to yeh? This is what jfx does. It controls the terminals in the background, so you can run a multi account solution
  • #11
  • Jul 1, 2014 7:39pm Jul 1, 2014 7:39pm
https://github.com/rmawatson/PyMT4

This code allows calling from C++, and provides bindings for python. It could be wrapped trivially for any other language.
Not on the rug!
  • #12
  • Jan 27, 2016 12:51pm Jan 27, 2016 12:51pm
here's an opensource solution in c#:
https://github.com/jseparovic/MQL4CSharp

It uses threading and simple getters/setters to communicate. The C# code is launched in its own thread, and can execute a mql command, and wait for the result, while the mql expert polls for a command, parses it, executes it and sets the result. the mql command parser runs in the onTimer method which is set to execute every millisecond.
  • #13
  • Aug 1, 2016 8:22am Aug 1, 2016 8:22am
Here is solution in Java:

https://github.com/jseparovic/MQL4Java

Thanks to jseparovic.
  • #14
  • Aug 1, 2016 11:06am Aug 1, 2016 11:06am
Hello, could you try converting this c++ code into a script or an indicator?
Attached File(s)
File Type: txt wXZ01Shc.txt   1 KB | 707 downloads
HMSR
  • #15
  • Aug 2, 2016 7:49pm Aug 2, 2016 7:49pm
Quoting Hmsr
Hello, could you try converting this c++ code into a script or an indicator? {file}
That isn't an indicator.
  • #16
  • Aug 2, 2016 8:10pm Aug 2, 2016 8:10pm
It's C++, it's a permuation probability table that 'can be compiled' into mt4 according to someone.
HMSR
  • #17
  • Edited 11:05pm Aug 2, 2016 10:47pm | Edited 11:05pm
Quoting Hmsr
It's C++, it's a permuation probability table that 'can be compiled' into mt4 according to someone.
For some people who have found themselves a hammer everything is a nail.
In this instance MQL4 isn't the right hammer for this job.

This code will output of 10! / (10 - 10)! = 10!/0! = 10! = 3628800 lines of output.

As you can imagine not easy to display as an indicator in MT4 and (at least in my opinion) not very useful.

This can be done in a couple of lines of Python:
Inserted Code
from itertools import permutations
from math import factorial
 
x = ["U"] * 5 + ["D"] * 5
perms = permutations(x, 10)
 
# to get all the permutations...
xp = [ xi for xi in perms ]
 
# verify the output is the length expect.
print("len(xp) == 10! => ", len(xp) == factorial(10))
 
# Uncomment for an insane amount of output...
# for p in perms:
#     print p

You should take a look at the Negative Binomial distributions and Random Walk .... but you maybe assuming dependence between each state change which changes things a bit
Hope that helps.

EDIT:

The C++ code will compile as is. On a Linux machine with the GCC C++ compile installed open a console and type:
Inserted Code
$ g++ perm.cpp -o perms
$ ./perm
Voila 3628800 lines of output will scroll on by.

Worth noting the recursive implementation is the lazy approach and will fail if you make the "operatorBank" too big.

ONE LAST EDIT:
You can just as easily implement the permutations in languages like Julia or R.

Here is the output from the C++ (left) and Python (right):
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot from 2016-08-03 12-59-22.png Size: 79 KB
  • #18
  • Aug 2, 2016 11:09pm Aug 2, 2016 11:09pm
Given the last couple of posts are completely off topic. I should draw a line under this thread and mark it as closed.

To talk to Metatrader and other platforms I have fall upon the solution of sockets and Advanced Message Queue Protocol (AMQP).

Sockets are sockets... and I use them sparingly (nobody likes Win32 programming right?)
AMQP is my main stay and allows me to communicate easily over HTTP and HTTPS - its fast enough for my approaches to the market.

9047.
  • #19
  • Dec 7, 2022 7:45pm Dec 7, 2022 7:45pm
Quoting 9047
Given the last couple of posts are completely off topic. I should draw a line under this thread and mark it as closed. To talk to Metatrader and other platforms I have fall upon the solution of sockets and Advanced Message Queue Protocol (AMQP). Sockets are sockets... and I use them sparingly (nobody likes Win32 programming right?) AMQP is my main stay and allows me to communicate easily over HTTP and HTTPS - its fast enough for my approaches to the market. 9047.
I know this is old but I am trying to work on something like this as well... did you work on something? How AMPQ is working for you to communicate with MT4?
  • #20
  • Dec 8, 2022 4:41am Dec 8, 2022 4:41am
Quoting 9047
nobody likes Win32 programming right?
That's the question...
And you will leave pain to take care of itself.
0 traders viewing now