DLL Integration for MQL4 and MQL5 with Python and C++

📌 Project Overview

This repository showcases how to integrate DLLs into MQL4 and MQL5 environments using Python and C++. It provides simplified examples and guides to help you:

• Build DLL files using C++.
• Utilize pybind11 to create Python-based DLLs for MQL4/MQL5, eliminating the need for advanced C++ knowledge.
• Integrate database engines with Expert Advisors (EAs).
• Develop secure and efficient DLL APIs for:
  • Authentication
  • Data retrieval
  • Enhanced trading functionality
• Expand your skills in building robust trading bots.

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🔧 How to Use This Repository

1. Fork and Clone

• Fork this repository to create your version.
• Clone the repository to your local environment:

  git clone https://github.com/your-username/repository-name.git

2. Build the DLL

• Configure the provided CMake file for your target DLL.
  (Videos and detailed guides coming soon!)
• Leverage tools like pybind11 or your IDE for building the DLL files.

3. Python Logic in EAs

• Implement Python-based analytical logic (e.g., using matplotlib) for use within MetaTrader.
• Use the provided templates to structure your Python logic effectively.

4. Compile the DLL

• Build the target DLL file in the C++ folder using the provided CMake configuration.
• Rename the .pyd (Windows) or .so (Mac/Linux) file to .dll if necessary.

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🚀 Getting Started

For Python Enthusiasts:

1. Install pybind11:

   pip install pybind11

2. Write or modify the Python code to suit your needs.
3. Use pybind11 to build the DLL.

For C++ Developers:

1. Modify the provided C++ code to suit your requirements.
2. Compile the code using:
   • Direct compilation
   • CMake (recommended)

DLL Integration with MQL4/MQL5:

1. Copy your compiled DLL to:

   MetaTrader > MQL4/MQL5 > Libraries
   

2. Import the DLL in your Expert Advisor, indicator, or script:

   #import "YourLibrary.dll"
   // Define your DLL functions here
   #import
   

3. Call the DLL functions in your MQL code.

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📂 File Structure

.
├── C++/                     # C++ source files for DLL compilation
├── Python/                  # Python scripts for building DLLs via pybind11
├── examples/                # Sample MQL4/MQL5 integration code
├── .vscode/                 # C++ environment configuration (optional)
└── README.md                # Documentation

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📚 Additional Resources

• C++ Environment Configuration: See .vscode/c_cpp_properties.json.
• Test C++ Setup: Run the example in the cpptest folder.
• pybind11 Documentation: Pybind11 Basics
• Install pybind11:

  pip install pybind11

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🤝 Contributing

Contributions are welcome! Here's how you can help:

1. Fork this repository.
2. Create a new branch:

   git checkout -b feature-name

3. Commit your changes:

   git commit -m "Add detailed description here"

4. Push to the branch:

   git push origin feature-name

5. Open a Pull Request on GitHub.

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📄 License

[Insert license type here, e.g., MIT License. Include a link if applicable.]

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👨‍💻 Author

Created with ❤️ by Michael Roberts.