I'm trying to understand how I can write a 3rd party extension for MT4... It appears that one way would be to write an EA that connects to external libraries, but I'm not finding many resources on how to implement this. Let's say I had an application running that takes in signal data from the EA, then makes a trade decision on its own and sends the order back to the EA for execution within MT4... how can I pass such messages back and forth like that? YES, I know I could just do it all in MQL4 and run it right within the EA, that's not quite what I'm aiming to do and some of the stuff I want to achieve isn't easily done in MQL4 anyway... Anyone have any experience with this sorta thing? Got a direction to point me in? Much appreciated -Jack
http://www.xpworx.com/metatrader-mq.../create-your-own-metatrader-extension-dll.php http://www.robofx.org/services.php "Libraries Libraries Libraries are useful for software companies or developers. A set of frequently used functions is implemented in the form of library that can be accessed from several applications. Libraries can be used for error handling, report generation, file operations, communications between applications, etc. MQL projects can be connected to other applications via DLL (dynamic link libraries). DLLs can make your trading system extremely powerful and flexible. Here are few examples of what DLLs can do: Downloading data from the Internet; Database bridges (MySQL, MSSQL, etc); Data exchange between MetaTrader and MS Excel; Direct communication between different MetaTrader terminals; Licensing solutions; MQL code protection; "
Here are some manuals about MQL4 programming http://www.mt4appstore.com/free/mql4 manual.pdf http://www.mt4appstore.com/free/mql4manualextra.pdf