DLL's (dynamic link libraries)

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I have a number of signal processing algoritms I would like to implement in MQL4, but because they are computationally heavy I would like to be able to do parts in DLL's, especially matrix operations (like inversion -especially something like the Boost libraries) and FFT's - using something like the fftw libraries - or other decompositions. My problem is that I come from a UNIX background & am not very familiar with the needs of GUI windows development tools, like Visual C++ Express from Microsoft or Dev-CPP. (I have both)

I would really appreciate it if someone could do me the following favour - create a project in something like Dev-CPP that builds either a "hellow world" type of DLL usuable by MT4, or builds the DLLSample; then zip it up and repost it here or send it to me as an attachment. That way I could have a simple working example to take apart & figure out how to go forward.

If that's not possible - and what I would really prefer - would be a makefile that runs under Cygwin (I usually use gcc. g++, gfortran), with appropriate header files that could be used to comple a dll from either the DLLsample, or a simple "hello world" sample. I'm happy to repost whatever I get done.


Thanks.
 
 
Do you have Skype? If so, contact me there (ThomasDutch), otherwise email me at the email address in my profile. (Click on my name)
 
ThomasB:
Do you have Skype? If so, contact me there (ThomasDutch), otherwise email me at the email address in my profile. (Click on my name)

Hi Thomas - I've sent you an e-mail to the "group@..." address you posted in your other note. Let me know if it doesn't come in.
Cheers;
CB
 
MT self  has a sample in your    \experts\samples directory
 
Hi Thomas, DxdCn

DxdCn - thanks, but my problem was figuring out how to compile it into a DLL on my own so I could then go on and start adding real DLL's (particularly for math and signal processing). Can't believe the headaches! But it turned out to be very simple with MS Visual Studio - I had to download the SDK as well, and then take it's "include", "bin", and "libraries" directories and copy them into a new directory called "PlatformSDK" that you have to make in the directory "Microsoft Visual 8\VC". Why there's no reference to this in the help files for Visual Studio is beyond me (there's a thread over on the Visual Studio's forum on just this issue, that's been running since 2005 at least...), there's things that make me really love working in pure Linux & even Cygwin...

Thomas, thanks for the help. Maybe I'll even add some comments to my code in gratitude :)

Cheers;
CB
 
I just found theses tutorials.
http://www.metatrader.info/node/150
http://www.metatrader.info/node/152
 

The process for adding the SDK (i.e. include files) is explained in:
"Using Visual C++ 2005 Express Edition with the Microsoft Platform SDK"
http://msdn.microsoft.com/vstudio/express/visualc/usingpsdk/default.aspx

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