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Creating Metatrader DLLs with Lazarus / Free Pascal

  • #81
  • Mar 2, 2012 9:44pm Mar 2, 2012 9:44pm
Quoting noprogra
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#?
Here's another article that gives instructions for writing a C# dll for MT4:

http://vb6-to-csharp.blogspot.com/20...etatrader.html
  • #82
  • Mar 13, 2012 10:17pm Mar 13, 2012 10:17pm
has anybody an example of DLL in lazarus that use socket communication ? thx

chris
  • #83
  • Aug 31, 2012 2:52pm Aug 31, 2012 2:52pm
Can the sample code in the thread be used in an EA? I

'm trying to write an EA with all my indicator calcs in the DLL. I'm getting a critical error from the DLL. I think the Indicator_Counted() variable is the problem because it can only be used with an indicator.... am I correct in this assumption?

The mql4 method is always passing a value of -1 for Indicator_Counted().
Enter Signature
  • #84
  • Jan 27, 2013 8:18pm Jan 27, 2013 8:18pm
Hi there.

I saw one reference to performance gains using a Pascal DLL to handle most of the logic. Has anyone found this to be true in terms of backtesting?

Have a bunch of EAs that I am considering converting to DLLs - but one of my primary purposes is performance gains during backtesting. Just wanted to get your thoughts on this before starting.

Thanks!
  • #85
  • Jan 27, 2013 8:30pm Jan 27, 2013 8:30pm
Quoting justtrading
How can I create a offline chart with a group of pairs combined.

Like a virtual basket of

eur/usd
aus/ndz
and more..

then, I would like to use this chart for backtesting and forward automated trading, whenever a expert says open trade, it should open all of the pairs in the virtual basket. and when a signal says close, it should class them..
You are off thread subject. Go here: http://www.forexfactory.com/showthread.php?t=391229
Is easy, even I can do it

cheers scalpz
Target 2 : Stoploss in the green
  • #86
  • Apr 22, 2013 12:15am Apr 22, 2013 12:15am
kind of curious about this:

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

it's a packed record (ie elements are aligned to nearest byte, not nearest 4 bytes which would be the default)
time is a longint (32 bits = 4 bytes)
the other 5 elements are doubles (8 bytes a piece)

and yet in Metatrade, the array is declared as history[][6].

does this mean there is a wasted 4 bytes at the end of each record? ie, if delphi wanted to use it for something, could it? eg it would be a nice place to store an optional pointer to an object.
  • #87
  • May 6, 2013 5:27am May 6, 2013 5:27am
I have created a DLL and it works fine but in the debugview window it generates "terminal.exe-> EXCEPTION_CONTINE_SEARCH" more than 10 times a second. Can anybody enlighten me? If an exception is generated this can't be a good thing especially since it is creating such frequent messages and loading up windows.
  • #88
  • Edited 9:49am May 6, 2013 9:21am | Edited 9:49am
Quoting Ruptor
I have created a DLL and it works fine but in the debugview window it generates "terminal.exe-> EXCEPTION_CONTINE_SEARCH" more than 10 times a second. Can anybody enlighten me? If an exception is generated this can't be a good thing especially since it is creating such frequent messages and loading up windows.
A search on google returns SetUnhandledExceptionFilter which says:

EXCEPTION_CONTINUE_EXECUTION, 0xffffffff
Return from UnhandledExceptionFilter and continue execution from the point of the exception. Note that the filter function is free to modify the continuation state by modifying the exception information supplied through its LPEXCEPTION_POINTERS parameter.

Ie, your dll has a bug that causes an exception and your exception handling does not cover it.

Your dll is running in the process space of terminal.exe, which is why it is named in the error message.

Unfortunately, metatrader has been becoming more and more developer unfriendly. One could use a debugger to find the error, however the use of a debugger to debug dll's in current versions is disabled. To use a debugger you have to use an older version, say about build 425. Also you will have to do the the testing in the strategy tester for EAs as the servers do support versions that old, and EAs will not run if the client is not connected to a server.
  • #89
  • May 6, 2013 5:40pm May 6, 2013 5:40pm
Hi Xaphod
I have traced it to the file "win32exceptiontrap" that 7bit suggested using when I was trying to get DLLs to work under CTL. That is when he found the floating point unit masking problem that stoped my DLLs from working as described back in post #55 of this thread. By removing "win32exceptiontrap" from my DLL uses the debugview output is quiet. I found it because I noticed that if I select the debug options in the compiler to check for stack overflow and stuff MT4 just disappeared without a trace and the debugview reported that an exception handler had been installed. Hence the clue that my DLL was installing a handler and causing the problem. Since CTL is now toast and MT4 seems to run my DLL without it I shall leave it out but keep it at the back of my mind that crashing might occur on MT4 as a result so I might have to deal with it later.
  • #90
  • May 6, 2013 9:47pm May 6, 2013 9:47pm
Quoting Ruptor
Hi Xaphod I have traced it to the file "win32exceptiontrap" that 7bit suggested using when I was trying to get DLLs to work under CTL. That is when he found the floating point unit masking problem that stoped my DLLs from working as described back in post #55 of this thread. By removing "win32exceptiontrap" from my DLL uses the debugview output is quiet. I found it because I noticed that if I select the debug options in the compiler to check for stack overflow and stuff MT4 just disappeared without a trace and the debugview reported that an...
In that case it appears that your exception handler is printing out the message in debugview.
Just remove that line if you do not want/need the message. (OutputDebugString writes a string to debugview):
Inserted Code
  win32exceptiontrap:
  ...
  end else begin
    // this exception happened somewhere else, we are not interested.
    OutputDebugString(PChar(Format('exception %x at %p in %s -> EXCEPTION_CONTINUE_SEARCH', [ExCode, ExAddr, GetModuleName(ExModule)])));
    exit(EXCEPTION_CONTINUE_SEARCH);
 end;
  • #91
  • May 7, 2013 5:10am May 7, 2013 5:10am
Quoting Xaphod
{quote} In that case it appears that your exception handler is printing out the message in debugview. Just remove that line if you do not want/need the message. (OutputDebugString writes a string to debugview)
Ok the message can be removed from 7bit's exception handler but shouldn't the exception be fixed since it is happening more than 10 times a second and wasting resources? Perhaps MT4 people should be informed if it is generated by them or if we are creating the problem with FPC by enabling interrupts that MT4 isn't geared up to handle then we should fix it but it is beyond me.
  • #92
  • Edited 12:17pm Jul 7, 2013 11:46am | Edited 12:17pm
As I learned quite a bit from this thread here it's only fair if I post the time zone support library here as well.

This time zone support solves all time zone and DST issues between different countries and continents and brokers once and for all. Even the historic DST switches are handled properly by using the official IANA timezone database. This makes backtests more reliable when the trading behavior relies on different times of a day on different places.

Using this time zone support library you can specify the times of events more exactly e.g. to specify the low liquidity pause between the NY and the Asia session you can enter a time spec like:

From="16:30 America/New York"
Until="08:45 Asia/Tokyo"
BrokerTZ="EET" (which is AlpariUK)
ReferenceBrokerDate="2013-02-15 09:30"

and the timezone support lib will happily recalculate the times in "From" and "Until" to EET, switching between the three different DST possibilities dependant on the ReferenceBrokerDate.

If there are any problems compiling the DLL and/or bugs I'm glad to hear about so that they can be fixed. I'm also pretty open to any improvement suggestions.

The zip file includes an mqh-include file as well as a small sample script to get used to the time zone support lib. All sourcecodes to compile the DLL are included in the zip file attached here.

The IANA Database which is used to compile the historic time zone information in that DLL is available here: http://www.iana.org/time-zones

The DLL along with all the sources are under GPL license. Drop Prof7Bit a Beer if you meet him. He deserves it! 7Bit? Do you drink "Oettinger Export"? Then drop by here and have one or four or eight ;-)
Attached File(s)
File Type: zip mt4_timezone_support.zip   1.6 MB | 609 downloads
  • #93
  • Edited 6:00am Jul 8, 2013 4:00am | Edited 6:00am
EDIT: Forget all of the below. I had an old code in my EA lurking which passed the wrong Objecthandle to the DLL. Everything is fine now - nothing to see here - move along, please! ;-)

==================================================

After a big euphoria the pitfalls of the Memory Management crawl back into reality:

Assume two DLLs independently loaded by the EA. One DLL implements a FXProClass and the other one implements the TZSupportClass above.

As long only one of the DLLs is loaded, everything is fine. But as soon both DLLs get into action memory gets corrupted resulting in weird crashes.

Here's the output of DbgView regarding this.

FxProClass is instantiated first and gets a Handle=171234432

TZSupportClass is instantiated second and gets a Handle=472553496

On calling a Method of the TZSupportClass, the method thinks about "LongInt(self)"=171234432 which is the memory handle of FXProClass. Eeep!

Inserted Code
FXProInit: Creating... 
<0> FXProClass: Creating
<0> FXProClass: Created
FXProInit: Created ... Handle=171234432
TZSupportInit: C:AppsFXCM MetaTrader 4/experts/files/tzinfo.txt
<0> TZSupportClass: Creating
<0> TZSupportClass: Creating tzInfo object
<0> TZSupportClass: Created tzInfo object successfully (17580 lines read), hd=472553496
TZSupportInit: Handle=472553496
<0> isTimeBetweenRange: Invoking: par=("07:00 Europe/London", "16:00 America/New York", "Europe/London") hd=171234432
<0> StrToBrokerTime: Invoking: par=("07:00 Europe/London", "Europe/London") hd=171234432
StrToBrokerTime: Invoking using hd=472553496

I read about something like "sharemem" as the first unit in each project and I tried that (including building the fpcmemdll.dll manually and copying it to a directory in the search path) - but to no avail. The DbgView output is already made using the fpcmemdll.dll

Like said before: If the DLL is the only one loaded by a script or by an EA everything is fine and dandy regarding the memory handle:

Inserted Code
TZSupportInit: C:AppsFXCM MetaTrader 4/experts/files/tzinfo.txt
<0> TZSupportClass: Creating
<0> TZSupportClass: Creating tzInfo object
<0> TZSupportClass: Created tzInfo object successfully (17580 lines read), hd=169799704
TZSupportInit: Handle=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("17:00 America/New York", "Europe/London") hd=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("17:00 America/New York", "Europe/London") hd=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:30 America/New York", "Europe/London") hd=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:30 America/New York", "Europe/London") hd=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:30 America/New York", "Europe/London") hd=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:30 Australia/Sydney", "Europe/Berlin") hd=169799704
StrToBrokerTime: Invoking using hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:30 Australia/Sydney", "Europe/London") hd=169799704
<0> isTimeBetweenRange: Invoking: par=("16:30 America/New York", "08:45 Asia/Tokyo", "Europe/London") hd=169799704
<0> StrToBrokerTime: Invoking: par=("16:30 America/New York", "Europe/London") hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:45 Asia/Tokyo", "Europe/London") hd=169799704
<0> isTimeBetweenRange: rc=1 ("08:45 Asia/Tokyo", "Europe/London") hd=169799704
<0> isTimeBetweenRange: Invoking: par=("16:30 America/New York", "08:45 Asia/Tokyo", "Europe/London") hd=169799704
<0> StrToBrokerTime: Invoking: par=("16:30 America/New York", "Europe/London") hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:45 Asia/Tokyo", "Europe/London") hd=169799704
<0> isTimeBetweenRange: rc=0 ("08:45 Asia/Tokyo", "Europe/London") hd=169799704
<0> isTimeBetweenRange: Invoking: par=("08:00 Europe/Berlin", "17:30 Europe/London", "EET") hd=169799704
<0> StrToBrokerTime: Invoking: par=("08:00 Europe/Berlin", "EET") hd=169799704
<0> StrToBrokerTime: Invoking: par=("17:30 Europe/London", "EET") hd=169799704
<0> isTimeBetweenRange: rc=0 ("17:30 Europe/London", "EET") hd=169799704
TZSupportDeInit: Handle=169799704
<-1> TZSupportClass: Destroying
<-1> TZSupportClass: Destroyed
  • #94
  • Jul 8, 2013 2:33pm Jul 8, 2013 2:33pm
Here's a bugfix for the multi time zone support lib mentioned above. It turned out that backtesting was slow as hell because on each and every call to the time zone lib a very expensive database call was involved.

This version of the timezone support now caches results of identical recalculation requests in a self managing list. The access to those list entries is about 1000 times faster than the recalculation by the time zone.

Backtesting is now as fast as before.

Please don't hesitate with critics - but don't scold me too much as I'm still in the stage of getting the hang on pascal
Attached File(s)
File Type: zip mt4_timezone_support_20130708.zip   1.5 MB | 606 downloads
  • #95
  • Feb 22, 2015 3:13pm Feb 22, 2015 3:13pm
Hi All,
I have found a function a few months ago in internet.. I don't remember where.(see below "test2") but this function was compiled with Lazarus but I can't show this in MT4. This function show the prediction of Instantaneous Trendline (IT) (Ehlers) on EURUSDM5 in 5 bars in the future.
Ehlers Indicators, you can download from here :
http://mqlsoft.com/download/indicators


Note : I1 is IT (Instataneous Trendline) and I2 is CG (CyberCycle)

Someone can help me with this ? please let me know. Thanks in advance
clarod


===========================================================
library test2;
uses
sysutils, math;
function ffp(var v: Array of Double): Double ; stdcall;
var
f: array[0..2] of Double;
CLOSE: Double;
I1: Double;
I2: Double;
label
L0,L1,L2,L3,L4,L5 ;
begin
f[0] := 0;
CLOSE := v[1] ;
I1 := v[2] ;
I2 := v[3] ;
L0: f[0] := f[0] + 0.1410340070724487;
L1: f[0] := f[0] + f[0];
L2: f[0] := f[0] * I2;
L3: f[0] := f[0] + CLOSE;
L4: f[0] := f[0] * I1;
L5: f[0] := sqrt(f[0]);
Result := f[0];
end;
end.
=============================================
  • #96
  • Jan 10, 2016 1:07pm Jan 10, 2016 1:07pm
I have just been writing a of test DLL using FPC. I have a question which hopefully someone can answer regarding the arraycopyrates function.

When arraycopyrates is used to pass address of mqlrates array structure is this pointer then fixed for the duration of EA execution?

i.e. can we safey just use arraycopyrates in the EA init function to pass address to DLL just once or does/could MT4 reallocate memory at any point regarding rates which means arraycopyrates should in theory be called every tick i.e. within MT4 start function.
  • #97
  • May 8, 2016 12:31pm May 8, 2016 12:31pm
Hi

How do you write a DLL in pascal so that one can call it in visual basic for applications?
  • #98
  • Edited Sep 29, 2016 2:34am Sep 28, 2016 7:32pm | Edited Sep 29, 2016 2:34am
ＨＩ

int sendPrice()
{
double rates[][6];
//bool f;
double rcnt;

ArrayCopyRates(rates);
//ret=GetRatesItemValue(rates,10,1,1);
rcnt=GlobalVariableGet(Symbol()+"_len");
if(rcnt==0)
{
imode=SetRateArray(rates,Bars,Symbol(),Period(),MAX_DATA); //historical mode

}else
{
imode=SetRateArray(rates,Bars,Symbol(),Period(),0);//realtime mode

}
rcnt=rcnt+imode;

if(rcnt>10) rcnt=0;
Print(rcnt);
GlobalVariableSet(Symbol()+"_len",rcnt);
return(0);
}
====================================================================
#import "Exp.dll"
int SetRateArray(double& rates[][6],int,string,int,int);// rate array,array length,symbol name,period,readlen
// if readlen is 0, realtime mode
// if readlen>0,histrical mode

int SetHost(string,int);//IP ,port
。。。。。。.。.。。。。。。。。。。。。。。
double rates[][6]
Modified to
double& rates[][6]
Does not work, please help

Thank you first
  • #99
  • Oct 10, 2016 7:17pm Oct 10, 2016 7:17pm
//+------------------------------------------------------------------+
//| ExportFunctions.mq4 |
//| Copyright ?2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "Copyright ?2005, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"
#include <pluginAB.mqh>

#define TIME_INDEX 0
#define OPEN_INDEX 1
#define LOW_INDEX 2
#define HIGH_INDEX 3
#define CLOSE_INDEX 4
#define VOLUME_INDEX 5
#define MAX_DATA 1000
double imode;
int readlen;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
int ret;

ret=SetHost("localhost",1950);
GlobalVariableSet(Symbol()+"_len",0);
sendPrice();
return(0);
}
//+------------------------------------------------------------------+
//| array functions call |
//+------------------------------------------------------------------+
int start()
{
sendPrice();
return(0);
}
//+------------------------------------------------------------------+
int sendPrice()
{
double rates[][6];
//bool f;
double rcnt;

ArrayCopyRates(rates);
//ret=GetRatesItemValue(rates,10,1,1);
rcnt=GlobalVariableGet(Symbol()+"_len");
if(rcnt==0)
{
imode=SetRateArray(rates,Bars,Symbol(),Period(),MAX_DATA); //historical mode

}else
{
imode=SetRateArray(rates,Bars,Symbol(),Period(),0);//realtime mode

}
rcnt=rcnt+imode;

if(rcnt>10) rcnt=0;
Print(rcnt);
GlobalVariableSet(Symbol()+"_len",rcnt);
return(0);
}


//pluginAB.mqh

#import "Exp.dll"
int SetRateArray(double rates[][6],int,string,int,int);// rate array,array length,symbol name,period,readlen
// if readlen is 0, realtime mode
// if readlen>0,histrical mode

int SetHost(string,int);//IP ,port

=============================================================================
The following error message after running

'pluginAB.mqh' pluginAB.mqh 1 1
arrays passed by reference only pluginAB.mqh 2 27
0 error(s), 1 warning(s), compile time: 6 msec 1 2
==============================================================================
I don 't know how to revise, both please help me thank you very much .
  • #100
  • Jan 2, 2017 8:08pm Jan 2, 2017 8:08pm
Hi Happy New Year
The following error requests for help .

'pluginAB.mqh' pluginAB.mqh 1 1
arrays passed by reference only pluginAB.mqh 2 27
variable 'f' not used pluginAB.mq4 47 9
0 error(s), 2 warning(s), compile time: 89 msec 1 3
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