Python Proxy Live

[Introduction] . [Installation]

Introduction

This version can be used for live trading. If you want to try a free version for backtesting only, you can go to here.

Python is a high level programing language with a nice package management giving user different libraries in the range from TA to ML/AI. Metatrader is a trading platform that allows users to get involved into markets through entitled brokers. Combining python with MT4 would give user an unprecedented convienance over the connection of brokers and the freedom of library utilization. The potential of your EA now becomes unlimited as you can create different AI strategies on top of those famous ML python libraries freely.


You will need to have your customized proxy EA running on the MT4 side. TCP socket will be used for messaging between the python EA and proxy EA. There are 3 main components in the MT4 system:

  • Py3_Proxy_Interface.ex4 --- It holds the core communication implementation. You can get a free version from the MQL5 for backtesting your strategy.
  • WinSocketWrapper.mqh --- It contains the windows socket utilization.
  • Py_Proxy_Ea.mq4 --- The last component in MT4 side. By combining all 3 of them, you will have your own customized proxy EA running as a server on the MT4 side and waiting for the connection from the python EA. In addition, you can control the input parameters as what you did as a normal MT4 EA.

The idea of the proxy EA is not only providing python interfaces but also keeping the life cycle of EAs so that the callback sequences are remained in the python side which means that you can backtest your python EA on the MT4 platform.

As one may notice that the communication between the processes is TPC socket, speed is a bit slower to the share memory method. To keep the speed of the EA operation while does not sacrifice much of the data converage. The OnTick function on the python side will be triggered for each bar instead of each tick. In other words, whenever there is a bar update, the function OnTick will be triggered.

Limitation & Notice

There are limitations of this solution.

  • This is not a bug free library. Users are encouraged to test out their EAs through the free version provided on the marketplace amid the backtesting phases. There is no support guarantee but you can put down the bugs or suggestions you have in the comments.
  • Not all of the functions in MQL4 are supported. You can find the list of supported functions within the file --- function_list.txt
  • The callback frequence is not tick by tick, that is based on bar, for example 1M, 5M, etc...

If you like this library and would you like to use it for live trading, feel free to subscribe it through the marketplace. Please only do this after you tested and confirm it works for your use case.

There is no guarantee of profits by this tool. It is just a bridge tool between MT4 and python.


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Esta biblioteca permite gerenciar operações usando qualquer um dos seus EA e é muito fácil de integrar em qualquer EA. Você pode fazer a integração por conta própria utilizando o código do script mencionado na descrição, além de exemplos em vídeo que demonstram todo o processo. Este produto permite executar operações de trading na exchange Bybit via API. Esta ferramenta não possui recurso de gráficos , portanto os usuários podem utilizar outros símbolos fornecidos pelas exchanges para BTCUSDT e
A library for creating a brief trading report in a separate window. Three report generation modes are supported: For all trades. For trades of the current instrument. For trades on all instruments except the current one. It features the ability to make reports on the deals with a certain magic number. It is possible to set the time period of the report, to hide the account number and holder's name, to write the report to an htm file. The library is useful for fast assessment of the trading effec
Display all text information you need on your live charts. First, import the library: #import "osd.ex4" void display( string osdText, ENUM_BASE_CORNER osdCorner, int osdFontSize, color osdFontColor, int osdAbs, int osdOrd); // function to display void undisplay( string osdText); // function to undisplay int splitText( string osdText, string &linesText[]); // function called from display() and undisplay() void delObsoleteLines( int nbLines); // function called from display string setLineName( int
The library is dedicated to help manage your trades, calculate lot, trailing, partial close and other functions Orders CloseallSell CloseallBuy CloseallOpen DeletePending DeleteAll: Close All Market Orders and delete all pending orders. CheckOpenBuyOrders: return the count of buy orders. CheckOpenSellOrders: return the count of sell orders. CheckOpenOrders: return the count of market orders. ModifyOrder DeleteOrder CloseOrder OpenOrder Lot Calculation Mode 0: Fixed Lot. Mode 1: Martingale Lot
WalkForwardOptimizer
Stanislav Korotky
5 (1)
WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 4. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a csv-file and some special global variables
MetaCOT 2 CFTC ToolBox is a special library that provides access to CFTC (U.S. Commodity Futures Trading Commission) reports straight from the MetaTrader terminal. The library includes all indicators that are based on these reports. With this library you do not need to purchase each MetaCOT indicator separately. Instead, you can obtain a single set of all 34 indicators including additional indicators that are not available as separate versions. The library supports all types of reports, and prov
WalkForwardLight
Stanislav Korotky
5 (1)
This is a simplified and effective version of the library for walk forward analysis of trading experts. It collects data about the expert's trade during the optimization process in the MetaTrader tester and stores them in intermediate files in the "tester/Files" directory. Then these files can be used by the special WalkForwardBuilder script to build a cluster walk forward report and rolling walk forward reports for refining it. The intermediate files should be manually placed to the "MQL4/Files
Library for an Expert Advisor. It checks news calendar and pause trade for specific pair if high impact news coming. News Filter for an Exert Advisor. Easily apply to your EA, just needs simple scripts to call it from your EA. Do you need your EA (expert advisor) to be  able to detect High Impact News coming ? Do you need your EA to pause the trade on related currency pair before High Impact News coming? This News Filter library is the solution for you. This library requires indicator  NewsCal-
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[ Introduction ] . [ Installation ] Introduction Python is a high level programing language with a nice package management giving user different libraries in the range from TA to ML/AI. Metatrader is a trading platform that allows users to get involved into markets through entitled brokers. Combining python with MT4 would give user an unprecedented convienance over the connection of brokers and the freedom of library utilization. The potential of your EA now becomes unlimited as you can create
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