S. O. S. ----- " DLL"

It is prohibited to use DLL on MQL5.VPS.

If you wish to use the DLL on your desktop PC, you will wish to do so at your own risk.

As a normal user, you don't know what's inside the DLL at the first hand. Second, DLL is easier to be hacked to run external codes as the hacker likes, but I don't think you will be targeted or become a random victim, the chance is extremely small. Also DLLs are easy to be infected by viruses or trojans. But the use of DLLs allows you to run very advanced codes or even machine learning models(I am not sure).