Connection of MATLAB and MetaTrader 4 or 5 via ZeroMQ

MQL5 Интеграция C++

Техническое задание

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.

Похожие заказы
Trading robots are programs, which operate according to underlying algorithms. An algorithm is a set of actions that need to be performed in response to certain events. For example, the most common task in algo trading is the identification of the "New bar" event. When the event occurs, the robot checks the emergence of trading signals and acts accordingly. Before you decide to program or order a trading robot, you
Hey greetings, It my pleasure to met you . I need a MT4 develop that can develop an EA based on alert . If you are a professional MT4 programmer you can kindly bid for this project and let proceed
Hi I do not know why but my other order have been deleted and it's not me... I do not know what i did wrong, let me explain again. I dont want you to crack a code or decompile. I want to create a scalper EA with the option I do ask. I had somebody built a EA called Drawdown manager for me that I do use to manage risk of any EA that I test and I have the built code. My problem is that I cannot back test this EA Fast
Wavetrend 3D by Jdehorty open source to MT4 and then to .dll format. I do not want simple wavetrend I want the multitime frame one. If you are familiar with c++ or Delphi this is necessary https://www.youtube.com/watch?v=S64LjZVr9jE code python https://github.com/artnaz/wavetrend-3d
You must have knowledge of forex tester. Don't bother unless you do The indicator to convert from trading view to FOREX TESTER 5 -- wave trend 3d by JDEHORTY Please note this is a multi time frame indicator. Im not interested in any other wave trend indicator. It has to be a conversion of this indicator. Forex tester conversion https://www.youtube.com/watch?v=S64LjZVr9jE code python
The requirements for the order of robots XAUUSD and XAGUSD EURUSD forex in the STOP loss TAKE profit signal in this order, you can bring benefits to the changes in the market, that is, when the market changes frequently, it will also help to prevent losses and bring great profits all work to trade high and low python line position
I'm seeking a C# developer with Quantower experience to assist me in exporting data from the Option Analytic panel in real-time via an API. This data will be exported based on a window app, not a web app. You can review the document at the following link : . https://github.com/Quantower/Examples/blob/master/IndicatorExamples/GetOptionsInfo.cs Please check it before bidding NOTE : - Quantower is an app, not web
hello, I need quick help with ninjatrader tool, market replay is not updating candles on chart, even though time is updating on playback window. I need someone who can help remotely to see what is issue. are you available
I want to create an EA MT5 that can 1. identify support and resistance (based on close candles) 2. mark snr breakout 3. multitimeframe breakout scanner 4. scan the valid setup that appears 5. available for manual marking, INFO SPREAD & TIME NEXT BAR 6. sends alert notification to Telegram I need a professional and experienced developer with fast and good work according to what I want. if you are interested I will
QuantumTrader 30 - 200 USD
Request for development of machine learning robots for MetaTrader 5 (MT5) **Description**: Willing to develop experience in programming trading robots using MQL5 language and can learn machine learning on MetaTrader 5 (MT5) platform. The robot should be able to implement a multidisciplinary strategy on a set of technical indicators and multiple rules. I need to develop the robots so that they can work in an

Информация о проекте

Бюджет
50 - 100 USD
Исполнителю
45 - 90 USD
Сроки выполнения
до 7 дн.