Using MT5 scripts to call C++ scripts instead for everything?



I am currently a university student who has a lot of experience with C++ and C++ has a lot of libraries that really help me when writing algorithms. Currently, I am creating indicator scripts and I am going to learn about EA's very soon. My main issue with MT5 is that there are a lack of examples which could easily be provided for each functionality shown with a simple example, a bit like how cppreference goes about there documentation. Furthermore, I'd have to implement a variety of new datastructures and algorithms which C++ already has. I know that all I have to do is populate a couple of key data structures such as indicator buffers, and changes in such reflect changes in the charts, so If instead I'd be able to pass data to a C++ script which returns data that populates indicator buffer fields, I think the process of implementing more algorithmically challenging and advanced techniques would be a lot easier.


Well, maybe you should know there is almost nothing that has not yet been programmed for MT4/5.

Here is a list of all functions with a short description so you can make a simple search (Ctrl+f) for keywords.

In the editor place the cursor upon a function and press F1 to get the doc. with examples in most cases.

There is a bridge to Python from MT4/5 just search for Python then filter for CodeBase, Article and Documentation.

Bare in mind that MT5 is trimmed for maximum speed for trading and optimization. I doubt that C++ would be faster.