I'm working on an university project that utilises artificial intelligence in generating trading rules.
The problem is, i need the possibilities of c++ to generate them.
I want to pass the rules generated in c++ to mt5 for backtesting, and then eventually pass them back to c++ program for further optimisation.
Once the optimisation is finished, i'd like to pass the optimal strategy to mt5 for further testing and maybe usage.
Is such thing possible, or do i have to write my own backtesting program?