EA outside of MT4

Hello,

its possible to write an EA outside from Metatrader in another programming language (C++) but use Metatrader to get Data and execute the Orders? Backtester and Liveexecution from MT4 should be work.
Can I do it with help from a dll? My vision is: MT4 -> dll -> Own Programm with Tradinglogics.
Ideas how to do that?

Thx && Greets

Sorry, what means -> Own Programm with Tradinglogics.
DLL should realize your trading logics

Jes its right. The idea to use a second program/dll after the first dll exist because i distrust Brokers & Metaquotes (virtual dealer plugin...). because that the tradinglogic should be far away from MT4 I know a little paranoid but i feel better when the important code is not in reach of MT and the Broker.

I can code in mql and lern c++ but DLLs and the Datasharing between programs are very new for me.
It should be a solution that the own c++ program get the required Data from Mt4 (for example open[12] open[523] iHigh(x[x],0,1) Time[x] etc.

I think the fastest and easiest way to push data from MT4 to another application (window) (and possibly vice versa) is to use WM_COPYDATA window message, see here:
https://msdn.microsoft.com/en-us/lib...(v=vs.85).aspx

However, doing the trading logic in a DLL should be safe and data can be pushed as parameters to a DLL-function, and put back into local variables of the MT4 program.

Hmmm.. what means "the tradinglogic should be far away from MT4"? Are u speaking about physical placement of the DLLs?
U have put the first DLL into predefined directory inside MT4 directory. Second DLL could be outside MT4 root.
The whole code is located on the your computer.
Anyway, u can put second DLL on the other computer and communicate through sockets or remote calls.

Jes, on same computer but outside MT4 root

It is possible, but I think, it is not reliable to prevebt access to DLL.
I dont think MT4 scans users' computers in search for DLL and re-enguneer it to get ur strategy.
About broker. If ur strategy is profitable, broker could copy ur trades on own behalf,
without any knowledge about the strategy itself.
But it is possible to create this chain from 2 dlls and script, as u proposed.
May be other reasons for separating Logic DLL and Communication DLL exist, but still hidden in our discussion.
Generally, it is common approach in programing, separate Logics-and - Communication, look diffefent Model-View patterns.

Why do you think? I don´t think its easy possible for the Broker to get access outside the MT4 root... but I am not a specialist...
Can the Broker access through the mt4/ex4 to dll on Code or Harddrive outside the MT4 root? I don´t hope.

Jes, another reason ist that mql is not so fast like c++ and has less opportunities. In future, when my codingskills are better, possibly I want to work with things like neural Networks and librarys in c++ for complex calculations. And I think its good to be independent in Future, when MT4/5 change (and its mql-language) to MT6,7,8... I only have to change the Code for mql-dll Communication but the EA-Logic in dll can stay.

Because MT4 is imstalled on your computer and could scan tje entire disk. But I dont see the reason to do it.
Metaquotes, in common, has not interest to your EA, is it profitable or not. SO it is not their business.
Broker is able to copy all your trades, back-engineering of the EAs is not so simple and cheap.

I agree with second point. Better to be free from mql's limitations.
If you have any concrete idea for today, we can discuss it, although my time is limited to do new projects.
I am worked as professional programer, in C++/Java

The concept:
- Tradinglogic (most of that) written in c++
- MT4 Backtest has to work with the tradinglogic !
- Tradinglogic should be out of MT4 root.
- The entire construct should be flexible for future, that its possible to add things like independent calculations, visualize arrays (GUI), saving csv, all complicated good things...

I have basic experience with MQL but not in c++ cause thats I want to ask what constructs are possible for communication between ex4 and dll etc.
During the research I've found that:
http://www.forexfactory.com/showthread.php?t=219576 (use pascal)
http://www.xpworx.com/metatrader-mql...ension-dll.php

I think the main problem is to get the data Access. The c++ program has to get the required data such as values from indicator or chart with history (shift values).
What I found so far is that you can call functions from the DLL and can pass values. Its possible to pass arrays?
But, for example, when the program need the value iHigh(NULL,variable,333) or values from Indicators with with changing variables like iATR(NULL,variable, variable,variable).
Conversely, the program (c++) could call a function from MQL that would solve all the problems because you could easily pick up the values. I do not know whether this will work...?
I'm happy and thankful for any suggestion to learn and understand the possibilities of such a construct. Thank you so far!

hello,
I will comment yoir concept:

- Tradinglogic (most of that) written in c++
most of that..

- MT4 Backtest has to work with the tradinglogic !
Necessary to investigate

- Tradinglogic should be out of MT4 root.
No problems

- The entire construct should be flexible for future, that its possible to add things like independent calculations, visualize arrays (GUI), saving csv, all complicated good things...
In this case, better consider Java for visualizations, cvs erc.. and C++ for critical fast calculations. It is possible realize under C++, but result will be a very expensive(in a time and efforts) and difficult to maintain.
Saparation will not affect significantly the principal functionality.

-What I found so far is that you can call functions from the DLL and can pass values. Its possible to pass arrays?
Possible to pass pointer to array first element and use values from array.


- Conversely, the program (c++) could call a function from MQL that would solve all the problems because you could easily pick up the values.
See here
http://stackoverflow.com/questions/1...m-imported-dll

it is possible backtest ea with dll
http://forum.mql4.com/52401

One remark more , I dont think time latence is a challenge, but for sculping strategy,
latencies could affect strategy behavior or not . I have not idea now.