MT4/5 and C++ or Java interface

Dear All,

I would like to start a thread on this subject. I believe this will help some traders who battle with their EA's , scripts and Indicators.
I'm not a great coder ( not my main education ) however I have some expertises and ideas that I would like to implement using best programming methods ( reuse ).
One of my ending goal is to handle and display graphisms based on the variables we can extract from MT4/5. Another road is to devellop external GUI
In order to make it happen and share the work later on , I need to collect from our best experts any kind of advise's and materials that could explain how :

- interfacing MT4/5 with Java or C++ programs
- passing variables to external programs
- collecting data back from external programs

nota : I mentioned C++ and Java. However I have nothing against C# or Pyton . The main platform will be PC running Windows.

I hope this thread will be very active . Eager to hear from you guys !

Thanks,

Phil

Been there, done that.
Am using my own GUI for live trading and am totaly independent of MT -
MT only serves me as a means to 'talk' to the broker and get market data.
The c++ code I think is as 'close to the metal' as possible, so I can share some low level tech if someone is interested.

Thanks Rockit !
Are you a coding expert ? Did you make the best use of C++ ( Objects oriented coding ,..) ?
I understand you prefer your own GUI :-) Would you please share a screenshot of your GUI so that we can appreciate your work ?
BTW... do you have any tutorials or similar materials you would recommend to all of us ( including begginers )?

My coding skills are sufficient to do what I need for myself.
And I learn things as I need them.

Below I have attached a current screenshot of my trading shell (showing mtf eurusd).
This is what I use for live trading.
I do use OOP but I also use more direct programming in the code, even assembler lang for certain parts that draw stuff. It is not the prettiest code since it is intended to be efficient with the least amount of bloat.
I do not use any 3rd party libraries.

As for the how-to stuff. It depends on what kind of abstraction level you want to code at.
For low level stuff you will have to learn the windows api. There is extensive material on the subject on microsoft's own servers, but also at other places.
In the other case you can use ready made open source libraries with bindings for various languages, so you do no need bother about how the stuff is brought to screen.
Also there is I think a ready made bridge between MT and external applications:
https://www.mql5.com/en/articles/1361

Here is how I did it. It's probably not the best way to do it but it achieved everything I wanted it to do:

I am not a fan of all those weird dll calls.
I was never really successful using named pipes in java (even thought that might be the clean way to do it).
The way I did it was to write a Listener EA which ran on my MT Terminal the entire time monitoring a directory. With java it's really easily to create text files and once you created a protocol you can pretty much do everything you want to do.

Java program writes information in a textfile -> Ea reads the file interprets the content and deletes the file again. With that it's really easy to send information back and forth and the speed was sufficient enough for me.

I just use this solution though if I need advanced data structures, more computation power or access to a database or online available information. (with the changes to mql4 it somehow became object oriented and you can do a little bit stuff over there). Creating an own GUI would be nice to draw graphs but that sounds like a little bit of an overkill and a lot of work.

Thanks Kilian19 !
Another interesting option indeed . Btw, passing through a file costs some significant latency I guess ?
Instead to store the data in a file why not to store it in a "reserved" memory block for faster access ?
Do you have screenshot of your program ?
I didn't mention clearly in my first post I'm also elaborating a sort of HFT engine outside MT4. So latency is important.

Thanks for your contribution.

Phil

Hi, rockit. I need to deliver trade orders to MT5 from external environment. Could you suggest appropriate implementation (using db or msg queue) in pm?