Connection of MATLAB and MetaTrader 4 or 5 via ZeroMQ

MQL5 Integração C++

Termos de Referência

After some days of research, I've come to the conclusion that the probably best and fastest communication protocol between MT4/5 and MATLAB, is by ZeroMQ. After testing its development on Python by Darwinex (https://github.com/darwinex/DarwinexLabs/tree/master/tools/dwx_zeromq_connector), it seems to be even more reliable and functional that MQL5's official py wrapper itself. This is because of its asynchronous PUB/SUB messaging pipeline: the ability for MQL5 (server) to send and force market tick appending on a DataFrame (for example) without Python (client) explicitly requesting for it. On the other hand, it also has a Push/Pull channel by which Python (client) can send commands (buy/stop/limit, sell/stop/limit, request market/trade/account data, modify/close order, etc) to MQL5 (server) and expect the latter to respond if necessary.

I've got my strategies and mathematical tools installed in MATLAB. My experience in MATLAB is solid but doesn't go beyond some toolboxes, GUIs and application-specific functions. I do not have knowledge about C++ compiling, Java class usage and sockets. So...

I need a function/class library with pretty much the same capabilities and syntax of the aforementioned Pythonic one created by Darwinex. The more similar, the better. It should be preferably be able to synchronize with the MQL expert advisor created by Darwinex too. It should have a "Connector" class which links to the MetaTrader expert advisor. The "Connector" should have the following methods:

  • "Subscribe to data": Ask for MQL EA to start sending (PUBlishing) tick data from a certain quote, so that it gets automatically logged onto a timetable or array. "Unsuscribe to data" too.
  • "Get market data": Request MQL EA for a certain quote's market history data between a start date and an end date, in a defined timeframe.
  • "Trade": Send trading orders, buy/sell, market/stop/limit, being able to specify lot size, magic number, slippage, stop loss, take profit (and stop/limit price when applicable).
  • "Modify": Modify order's stop loss, take profit (and stop/limit price when applicable).
  • "Close": Close positions by ticket number, either partially or totally. Also cancel pending orders. 
  • "Get account data": Request summary of account details... At least: balance, equity, margin, margin level, leverage.
  • "Get open positions" and "Get pending orders".
  • "Disconnect": Total shutdown of communication lines when necessary.
  • Data flow speed is essential. 

The most that can be done from Matlab without depending from stuff in other languages, the best. I know this work has been done in the past with imports from Java classes (https://la.mathworks.com/matlabcentral/answers/269061-how-do-i-integrate-zeromq-library-with-matlab-i-want-my-matlab-program-to-be-a-subscriber-of-zeromq) or from MEX compilers (https://github.com/fagg/matlab-zmqhttps://github.com/smcgill3/zeromq-matlab) but I just can't make them work, and I don't think that they could have the simplicity of syntax that I need.

Pedidos semelhantes
Professional MT5 Expert Advisor – Multi-Engine Trading Framework Description I'm looking for an experienced MQL5 developer to build a professional MetaTrader 5 Expert Advisor. This is not a simple indicator-based EA. The system should be designed using a modular architecture with a strong focus on maintainability, optimization, and future scalability. The first version should include the following features. Market
English Description (For Developers): I need a custom Expert Advisor (EA) for MT5 to trade ONLY ETHUSD based on trend-following and counter-trendline breakout-retest with an M1 execution filter and strict risk management. Trading Logic: 1. Trend Filter: Price must be below 200 EMA on both H1 and M15 timeframes for Short (Sell) trades. (Opposite for Long/Buy trades). 2. Setup: On the M15 chart, after a strong move in
Can you Build a custom NinjaTrader 8 ChartStyle or BarsType called Optimized Footprint Bars. This project is urgent and i need someone that's wiiling to do his project with me kinldy bid for this. Thanks
I am looking for an expert MQL5 developer to build a robust, professional Expert Advisor for Gold (XAUUSD). The EA must be Event-Driven (OnTick) with no 'Sleep' functions, ensuring instant execution. ​Core Logic: ​Grid Strategy: Start with 0.02 Buy/Sell. Lot size sequence: 0.02, 0.03, 0.05, 0.09, 0.14, 0.26, 0.44, 0.75, 1.28, 2.18 (Max 10 steps). ​Dynamic TP: Total basket TP must update instantly upon new order
I am looking for an expert MQL5 developer to build a robust, professional Expert Advisor for Gold (XAUUSD). The EA must be Event-Driven (OnTick) with no 'Sleep' functions, ensuring instant execution. ​ Core Logic: ​ Grid Strategy: Start with 0.02 Buy/Sell. Lot size sequence: 0.02, 0.03, 0.05, 0.09, 0.14, 0.26, 0.44, 0.75, 1.28, 2.18 (Max 10 steps). ​ Dynamic TP: Total basket TP must update instantly upon new order
I have an expert advisor's investor login. I want you to study it and make me the exact same EA. There should be absolutely no differences or mistakes. You should have great observation skills for this aswell
I am looking for an experienced MQL5 or MQL4 developer with a strong background in low-latency algorithmic trading, market data integration, arbitrage and execution optimization. The project involves developing a high-performance HFT Expert Advisor (EA) for XAUUSD or US30 on IC Markets that is designed for robust execution in both demo and live environments. The EA may use market data feeds (such as lmax,one zero or
I am looking for an experienced MQL5 or MQL4 developer with a strong understanding of high-frequency trading (HFT) concepts who can explain how certain HFT-style strategies have historically been able to pass proprietary firm evaluations while also being profitable on demo accounts and capable of transitioning successfully to live trading. I am interested in understanding the legitimate trading logic, execution
I am looking for an experienced MQL5 developer to code a custom Expert Advisor for MetaTrader 5 based on my own private trading strategy.I have all the specific entry rules, exit conditions, and risk management parameters fully prepared. I will share these exact details with the selected developer via direct message once the job is initiated.The final delivery must include the clean, fully commented source code (.mq5
Hello, I'm interested in a quote to convert my manual trading strategy into an automated strategy for NinjaTrader. Please note, I would like the quote based on the work and not my available budget; therefore, I entered $5 for the budget. Additionally, I would appreciate knowing how long it would take to build/test. I would prefer to have it sooner rather than later but selected 7 days not knowing how long it takes to

Informações sobre o projeto

Orçamento
50 - 100 USD
Prazo
para 7 dias