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From: Franco on 22 Jun 2010 16:07
"Ashish Uthama" <first.last(a)mathworks.com> wrote in message <op.vepasxe5a5ziv5(a)uthamaa.dhcp.mathworks.com>...
> Integration needs to go both ways.
> What kind of interaction does Metatrader allow with other softwares? Does
> it let you call a C/C++ DLL functions? Or perhaps it provides a COM
> interface which can be called by MATLAB?
>
> If you want Metatrader to be the 'main' software, calling into MATLAB. You
> can look at these options:
>
> #1. Compile MATLAB logic into a DLL using the MATLAB compiler. Program
> Metatrader to invoke the functions in this DLL.
> This also has the added advantage that you depoly the solution on machines
> which dont have MATLAB.
>
> #2. Use the MATLAB engine.
> http://www.mathworks.com/access//helpdesk/help/techdoc/matlab_external/f29148.html
> (again assume a C/C++/Fortran calling environment). If Metatrader lets you
> write plugins in C/C++/Fortran(!), then this might be an option.
>
> #3. If Metatrader allows for a COM plugin, use MATLAB's com interface.
>
> On the other hand, you could think of MATLAB being the 'main' program.
> You'll have to write logic in MATLAB to call into Metatrader for its part
> in the solution. This might work if Metatrader has say a COM api for
> MATLAB to use.
>
> You should be able to find most of the info for the above here:
> http://www.mathworks.com/access/helpdesk/help/techdoc/matlab_external/bp_kqh7.html
>
>
>
> You mentioned CSV files. I am guessing that this means you can do have
> Metatrader read/write data into CSV files. You could leverage this for a
> producer-consumer relation with MATLAB. Have both of them poll a directory
> for input/output files. Say Metatrader will always put files to be
> processed into this directory as in.csv and wait till a out.csv is created
> in it. MATLAB could poll for in.csv, read it in, process the data, delete
> in.csv and create out.csv.


Hey there, thanks for the reply!

As far as I know Metatrader allows function calls from dll files by importing dll files. I am not sure which dll files metatrader can call, but I have read that it works with C++ compiled files.

Here is an article that explains how interaction between matlab and metatrade can be achieved using the Virtual Matlab Machine:

http://articles.mql4.com/833

To be honest, I don't have a clue what is going on in that article, and how to practically use it. They do talk about "wrapping" DLL files but don't really understand what that means. I have never worked with DLL files before so I am a bit ill informed when it comes to this topic.

Basically what I want to do is send a bunch of data to Matlab from metatrader (like in an array), let Matlab do the calculations, and send the results back to metatrader.

A sort of function call will do the trick, for instance if I call the function FindHighValue(array), matlab will find the highest value, and return it to metatrader.

I will read through the articles you gave me.

Thanks for your help!
From: Ashish Uthama on 22 Jun 2010 16:54
I had a quick look, they are using the MATLAB engine interface
(http://www.mathworks.com/access//helpdesk/help/techdoc/matlab_external/f29148.html)

The engine interface can be used by C/C++ code, so they compile the C/C++
code into a DLL (Dynamic linked library) which is what the metatrader
platform then calls. Think of the DLL as the C/C++ glue between MATLAB and
Metatrader.

It looks like the article has some examples and steps. You might want to
give that a spin while using the above link as a reference. If you run
into issues, post in this group (mention 'MATLAB engine', I dont think
'Virtual MATLAB' is commonly used here to identify this interface).
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