MT4 to FXTrade V20 Bridge

This Python script to act as a bridge from MT4 to Oanda FXtrade. I use this to allow my MT4 expert advisors to send trades to Oanda's FXtrade V20 API. Using this I can place trades as small as 1 unit.

The MQL script writes files to the files/FXtrade folder and this Python script reads them and manipulates orders via the Oanda API. Reading and writing files to communicate orders was the most consistent method that I found to get data from MT4 to Python. It is also unlikely that a future MT4 update will disable file usage.

Requirements

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oandapyV20

requests

six

Configuration

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Create a folder named FXtrade within the /MQL4/Files directory of your MT4 installation. Edit the details within the static.py file using your Oanda connection details and the directory path to the FXtrade folder you just created.

Trade Functions

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I do not use pending orders but rather allow my experts to monitor when to open and close trades, so the functionality is limited to the following.

• Open market order with/without stoploss and target
• Add on to existing trade
• Fully or partially close trade

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//================================================//
// FXtrade Bridge Functions                       //
//================================================//
// create order file
bool OpenMarketOrder(string instrument, string side, int units, double stop=0.0, double target=0.0){
   int filehandle;
   bool order;
   string pair = instrument;
   StringReplace(pair,"_","");
   
   string command = "openmarket-"+instrument+"-"+side+"-"+IntegerToString(units)+"-"+DoubleToStr(stop,int(MarketInfo(pair,MODE_DIGITS)))+"-"+DoubleToStr(target,int(MarketInfo(pair,MODE_DIGITS)));

   LockDirectory();
   filehandle=FileOpen("FXtrade\\"+command,FILE_WRITE|FILE_TXT);
   if(filehandle!=INVALID_HANDLE){
      FileClose(filehandle);
      order = True;
   } else order = False;
   UnlockDirectory();
   Sleep(5000);
   return order;
}

// create close position file
bool ClosePosition(string instrument, string side, int units=0){
   int filehandle;
   filehandle=FileOpen("FXtrade\\close-"+instrument+"-"+side+"-"+IntegerToString(units),FILE_WRITE|FILE_TXT);
   if(filehandle!=INVALID_HANDLE){
      FileClose(filehandle);
      return True;
   } else return False;
}

// lock directory so python does not access files
bool LockDirectory(){
   int filehandle;
   filehandle=FileOpen("FXtrade\\MT4-Locked",FILE_WRITE|FILE_TXT);
   if(filehandle!=INVALID_HANDLE){
      FileClose(filehandle);
      return True;
   } else return False;
}

// unlock directory so python can access files
bool UnlockDirectory(){
   int filehandle;
   filehandle=FileDelete("FXtrade\\MT4-Locked");
   if (filehandle == False) return False;
      else return True;
}