MT4 MT5 using in C++ engine

 

I was wondering if anyone is using C++ to build/test strategies that are comparable with MT4 and MT5 with matching trades?

 
Why bother? Anything you can do with C++ you can with MTx — but C++ can't trade. Why complicate your code?
 
xbotuk:

I was wondering if anyone is using C++ to build/test strategies that are comparable with MT4 and MT5 with matching trades?

If you need the speed and performance, then probably C++ will provide you what you need. I also sometimes use it for the initial optimization to narrow down some of the results.

As long as you can direclty translate your mql code to C++, you will get the precision up to 6 decimals. You can achieve even more depending on your knowledge between C++ and mql code.

For example, you can use open, high, low, and close price to test your strategy in C++, in MetaTrader backtester, also set open, high, low and close price mode to check the accuracy of your C++ code.

You will see that result from both code is converging to same number.

Kind regards

Documentation on MQL5: Constants, Enumerations and Structures / Indicator Constants / Price Constants
Documentation on MQL5: Constants, Enumerations and Structures / Indicator Constants / Price Constants
  • www.mql5.com
Calculations of technical indicators require price values and/or values of volumes, on which calculations will be performed. There are 7 predefined identifiers from the ENUM_APPLIED_PRICE enumeration, used to specify the desired price base for calculations. If a technical indicator uses for calculations price data, type of which is set by...
 
Young Ho Seo:

If you need the speed and performance, then probably C++ will provide you what you need. I also sometimes use it for the initial optimization to narrow down some of the results.

As long as you can direclty translate your mql code to C++, you will get the precision up to 6 decimals. You can achieve even more depending on your knowledge between C++ and mql code.

For example, you can use open, high, low, and close price to test your strategy in C++, in MetaTrader backtester, also set open, high, low and close price mode to check the accuracy of your C++ code.

You will see that result from both code is converging to same number.

Kind regards

That's exactly what i am trying to do is to build my own optimization.

Have you got a C++ project with the core structures in place or know somewhere it has? We can build something out collaboratively if there are sufficient people interested.

This website uses cookies. Learn more about our Cookies Policy.