well... MQL4 can access any .dll you care to think of. The functionality is shown in the #import preprocessor directive eg, in MetaEditor docs you can see:
MQL4 Reference - Basics - Variables - External functions definition
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additionally, you can search this site and pull up many and varied jobs people have cooked up.
also DLL Help Database - windows .dll and How to use MQL4 to retrive data outside of the platform?
and for me, i'd sure like to get into this when time permits ESENT (Extensible Storage Engine) API in the Windows SD
oh yes... not forgetting MT's DDE data stream. I have seen in past, an expert advisor that used DDE to export realTime data feed to AmiBroker which I used for awhile. A bit of sniffing around should help with the DDE side and the AmiBroker stuff must also be kicking about too ;)
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btw, ever thought of the TCL/TK partnership?
I'm getting stuck into TCL and wow is one heck of a consistent and easy environment....!

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Hi,
I'm a newb to MQL4, but know Perl fairly well. I wanted to look at creating a learning algorithm. I can do this pretty easily w/ perl & mysql, but not MQL4 yet. Is there a way to feed data from MQL4 to perl and then to MySQL, or does all coding have to be done only in MQL4?
Thanks,
Newb