DLL Import

 
I use a program that generates signals for trading.Is it possible to connect to it's DLL and get results(Buy or Sell) in MT4?
 
Yes, you can check our examples in client terminal folder:
MetaTrader 4/experts/samples/ExpertSample/ - VC++6.0 source code of DLL-example,
MetaTrader 4/experts/samples/include/sampledll.mqh - header file,
MetaTrader 4/experts/samples/libraries/ExpertSample.dll - external DLL-file
MetaTrader 4/experts/samples/include/ExportFunctions.mq4 - MQL4 expert advisor program.