Winsock bindings for MetaTrader 4 platform to create experts that act as servers. Clients can connect from any other program over the network.
Example servers are contained within the experts/ folder which run as servers when loaded into MT4. There are also examples for clients that connect to the server under the clients/ folder. The experts can be modified to stream any data and the connection is bidirectional over TCP.
The best way is to create a expert server that streams the data you require and executes the commands your client will require. There is no fixed protocol because every client might need different data.
We recommend installing the git client on Windows for running the bash scripts. On Linux wine is required to run the MT4 terminal. You can mix platforms and run MT4 on Windows and clients elsewhere over the network.
The experts also run for backtesting but create a lot of networking. It is best to backtest locally so the network is not flooded.
This project is highly experimental. It is aimed to be a microframework for conntecting in and out of MT4. The glue script make.sh is used to move files around between the repo and the MT4 expected folders. The library is written in MQL4.
- include/ contains the socket library functions.
- experts/ contain different example servers built using the library.
- clients/ contain example python scripts that connect to the servers.
- config/ contains configuration for experts for backtesting
- Why not use make? The aim is to make the code run out of the box on multiple platforms which might not have make installed, in particular Windows.
- Why doesn't make.sh backtest work when the MT4 is open? MT4 only allows one running instance on single client terminal. Either use multi-terminal MT4 or duplicate your entire MT4 profile folder to have a second one. Note that you must check which profile make.sh picks up on, usually the first one.
0.1.0