dukeb:
You can't. You can send an email using SendMail() or a Notification using SendNotification() there is no standard mql4 way of sending a SMS.
Once I get the sms set up on the Tools>>Option tab, how do I code an sms in the EA?
You can take a look for email to sms service. Your gsm provider can support it. In this way you can send email to a particular recipient and receive a sms
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Once I get the sms set up on the Tools>>Option tab, how do I code an sms in the EA?