MT5 and trans2quik.dll - page 2

 
Aleksey Vyazmikin:

And the library for giving orders to the Quicksilver is a success?


There's nothing complicated there, there's an API to the library.

Added

And the order giving has not come to the point, because there is no

arbitration situation (DiffLong or DiffShort) should be at least 5 points positive.

For 10 days of round-the-clock testing, an arbitrage situation has never developed

values are always negative :(

 

Bringing up the subject....

I want to link MT5 and Quik again

The task is

To receive data from MT5 to transmit it to OWN application which will give orders to Quik via trans2quik dll and control positions.

will give orders to Quik, through trans2quik.dll and control positions.

Question:

What's the best way to implement data transfer from MT5 to my application?

 
prostotrader:

Bringing up the subject....

I want to link MT5 and Quik again

The task is

To receive data from MT5 to transmit it to OWN application which will give orders to Quik via trans2quik dll and control positions.

will give orders to Quik, through trans2quik.dll and control positions.

Question:

What's the best way to implement the data from MT5 to my own application?

I don't understand why you're making such a fuss and why you don't like Lua. We go from Lua to DLL, and from DLL to the application.

Regarding data transport. Here's what I do.

We form the data in the terminal into CSV strings in char format. Chars array is sent to the DLL and the DLL sends it to the application with TCP server. The same TCP channel is used to send chars back to the terminal.

The performance of this channel is >1.5 GB/s including data conversion to and from strings.

 
Yuriy Asaulenko:

I don't understand why you're making such a fuss and why you don't like Lua. From Lua we go to the DLL, and from the DLL to the app.

Regarding data transport. This is what I do.

We form the data in the terminal into CSV strings in char format. Chars array is sent to the DLL and the DLL sends it to the application with TCP server. The same TCP channel is used to send chars back to the terminal.

The speed of such a channel is >1.5 GB/s and includes data conversion into strings and vice versa.

Yuri, any experience with docking a .NET DLL on sharpe with LUA by any chance? Very much needed.


 
Dmitriy Skub:
Yuri, by any chance had any experience of docking .NET DLL on Sharp with Lua? Very much needed.

On sharpe, there wasn't. But the use of NET in native DLLs is there. Say, the same TCP client - NET library Sockets. It is written in mixed code C++. If you need an instance, the DLL TCP-client docked to the Lua can give.

 
Yuriy Asaulenko:

On sharpe, there wasn't. But the use of NET in native DLLs is there. Say, the same TCP client - NET library Sockets. It is written in mixed code C++. If you need an instance, I can give you the TCP-client DLL docked with Lua.

If not difficult - not to re-invent the wheel unnecessarily)

 
Dmitriy Skub:

If it's not too difficult - so as not to reinvent the wheel unnecessarily)

Email me so that I can remember. I don't think I can do it today, tomorrow or the day after tomorrow I'll scrape together some stuff, make sure it works and send it to you.

But DLL is C++, not Sharp.

 
I did something similar once but through Lua. Here's a working example on the pros:
https://quikluacsharp.ru/stati-uchastnikov/otsylka-tranzaktsij-iz-s-bez-ispolzovaniya-lua-koda/
 
Yuriy Asaulenko:

I don't understand why you're making such a fuss and why you don't like Lua. From Lua we go to the DLL, and from the DLL to the app.

Regarding data transport. This is what I do.

We form the data in the terminal into CSV strings in char format. Chars array is sent to the DLL and the DLL sends it to the application with TCP server. The same TCP channel is used to send chars back to the terminal.

The speed of such a channel is >1.5 GB/s, including conversion of data into strings and vice versa.

1. And then there's the fact that you can't properly test a robot in Lua.

2. MT5 gets quotes much faster
 
prostotrader:

1. and then because you can't properly test a robot in lua.

2. MT5 is much faster in getting quotes

1. I use my own tester. Very uncomplicated design.

2. I read some years ago that Quick is a bit delayed in displaying charts, in order to minimize the delay of quotes.

In general, the performance of Quick and Quick-Loop is enough for scalping and working with stack and strip. But if you need more speed, you are probably right.