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  • Post #1
  • Quote
  • First Post: Feb 25, 2010 11:54am Feb 25, 2010 11:54am
Hello,

I have written several functions, let's say Foo1, Foo2. Foo1 uses Foo2. Foo1 takes inputs and gives out an output which is used in trading.

How do I implement these functions into MT4? I know dll compilation is involved but I have never done this and I am looking for a very detailed instruction. I know programming, but not bridging different softwares (Matlab and MT4).

Thanks! ^^

Please, quick and detailed reply wanted. ^^
  • Post #2
  • Quote
  • Edited 10:07pm Feb 25, 2010 9:49pm | Edited 10:07pm
I don't know much about matlab but the problem itself is very common.

DLLs for use in metatrader must export their functions with the stdcall calling convention. If this is not the case then there is no way around writing a wrapper (see below).

Look into the matlab documentation to find out the exact specifications of how the functions are exported and how exactly the exported function names look like.

Once you have made sure that the functions are stdcall then you can simply use the #import statement to import the functions:

at the top of your mql4 file:
Inserted Code
[color=Blue]#import[/color] [color=Magenta]"path/to/your/library.dll"[/color]
   [color=Blue]double[/color] foo([color=Blue]double[/color] bar, [color=Blue]double[/color] baz);
   [color=Blue]int[/color] faz([color=Blue]double[/color] baz, [color=Blue]int[/color] fuz);
   [color=SeaGreen]// and so on[/color]
[color=Blue]#import[/color]

[color=SeaGreen]// rest of your code. you may call the above functions now.[/color]
And if this works you are already done. No need to read further.

EDIT: A quick google search showed evidence that matlab dlls are indeed stdcall dlls so the above information should be sufficient. Everything below does not apply to matlab, especially not the usage of cdecl, but it may still be useful information.

Wrapper:

If the dll is not stdcall then you will have to write a wrapper dll that will import the functions from matlab and export stdcall functions to metatrader. The easiest way to quickly produce a DLL is to install FPC/Lazarus and write them in Pascal.

Something like this example (untested) to wrap a cdecl function foo() into a stdcall function wrap_foo(). (if they are cdecl, i have no idea how matlab functions look like, they may also be something else, use the documentation!)
Inserted Code
[b]library[/b] mywrapper;

[color=SeaGreen]// here we declare the import from our original dll[/color]
[b]function[/b] foo(bar: double; baz: double): double; cdecl; external 'originaldll.dll';

[color=SeaGreen]// here we wrap a stdcall function around it[/color]
[b]function[/b] wrap_foo(bar: double; baz: double): double; stdcall;
[b]begin[/b]
    result := foo(bar, baz);
[b]end;[/b]

[b]exports[/b]
    wrap_foo;

[b]begin
end.[/b]
You would then import this wrapper functions from your wrapper dll in mql and the wrapper function would import the original functions from the original dll.

If you are a C/C++ programmer you may of course also use C/C++ but if you are not one of these hardcore hackers then it is probably better to use something more user friendly for this task. See also my (yet unfinished) introduction into DLLs: http://www.forexfactory.com/showthread.php?t=219576
Awesome. Thanks for the quick and useful reply.

But if I compile my Matlab functions, and foo1 uses foo2 - do I have to declare both functions - if I declare and use foo1, wouldn't foo2 already be used?

Hope that was clear enough.

(I have many functions but only need to use 2. These 2 functions rely on other functions I've written. )

Also, in Matlab, functions can have multiple outputs:
[output1, output2] = func(input1, input2)

How would this work after I import this function?
Thanks! ^^

Edit:
Third question:
My functions require a stored data file because I am using neural networks and I need to store the weight values as a matrix - whether the EA is on or off. How can I make this a separate file that the .dll functions read/write on?

Thanks! ^^
Quoting Skyhr
Awesome. Thanks for the quick and useful reply.

But if I compile my Matlab functions, and foo1 uses foo2 - do I have to declare both functions - if I declare and use foo1, wouldn't foo2 already be used?
You would only need to import those functions that you actually want to call from mql4 and also in matlab only export those functions that you actually want to be called from mql4.

Quoting Skyhr
Also, in Matlab, functions can have multiple outputs:
[output1, output2] = func(input1, input2)
you must somehow make sure that the functions you export from matlab only use integer or double values. This means you can only return one number from a function. The quick and dirty hack-around would be to split it up in two, three or more functions so that the first one calculates the values, stores them somewhere and then use getFoo(), getBar(), getBaz() to get all the results. Of course then you must take care of what happens when 2 or more EAs want to use the dll at the same time.

I have seen an example somewhere, where variants are used, FPC/Lazarus comes with a unit 'variants' that declares a datatype variant that can hold more complicated structures. Maybe this way you are able to write a wrapper that receives a vector in only one function call and pass it to mql4 via an array passed by reference.

You should consult the matlab documentation to see how you can influence the exact signature of your exported functions and how you can enforce certain data types, maybe there is even a trick that lets you somehow dereference pointers to double arrays but i doubt it, the language is too high level, too dynamic, too far away from the hardware to allow playing with such dirty things like direct pointers to naked parts of the machine (memory).

Quoting Skyhr
Edit:
Third question:
My functions require a stored data file because I am using neural networks and I need to store the weight values as a matrix - whether the EA is on or off. How can I make this a separate file that the .dll functions read/write on?

Thanks! ^^
You can use all the power of matlab inside your dll, simply write matlab functions to load and save the data. Make a matlab function that you call on init() of the EA and one that you call on deinit() to load and save the data.
here is another piece of the puzzle:
http://www.codeproject.com/KB/DLL/MatlabSharedLib.aspx
  • Post #6
  • Quote
  • Edited 3:29pm Mar 2, 2010 3:16pm | Edited 3:29pm
Quoting 7bit
here is another piece of the puzzle:
http://www.codeproject.com/KB/DLL/MatlabSharedLib.aspx
Hi,

One last question:
What is the best way to compile this thing for MT4 from Matlab - because there are many options to compile it - into C, C++, etc. I am confused and it is the first time doing this. I am talking about the mcc line (I don't know whether you are familiar with it or not)

Also, are you familiar with how to avoid the 127 error I've heard about?

EDIT:
mcc -W cpplib:liba -T link:lib foo1 foo2

yields ERROr 153 and ERROR 159. I actually don't really understand what I'm doing, haha.
Quoting 7bit
If the dll is not stdcall then you will have to write a wrapper dll that will import the functions from matlab and export stdcall functions to metatrader. The easiest way to quickly produce a DLL is to install FPC/Lazarus and write them in Pascal.

Something like this example (untested) to wrap a cdecl function foo() into a stdcall function wrap_foo(). (if they are cdecl, i have no idea how matlab functions look like, they may also be something else, use the documentation!)
[code]
library...
I'm sorry but the functions are too complicated for me write them in Pascal. They must be written in Matlab. I am very confused on how to export them stdcall and import properly into MQL.

EDIT:
Oh wait, I'm sorry. The wrapper DLL written in Pascal would be simple, right? I'm not re-writing the main functions in Pascal, just writing a wrapper dll to successfully import the original dll, right?


EDIT2:
Matlab documentation help on the "mcc" brings wrapper functions. I am not completely familiar with what this means - but could it mean I can bypass writing wrapper dlls in different languages and bring about a more elegant solution?
-W Wrapper Function

Controls the generation of function wrappers. Use the syntax
-W type
to control the generation of function wrappers for a collection of M-files generated by MATLAB Compiler. You provide a list of functions and MATLAB Compiler generates the wrapper functions and any appropriate global variable definitions. This table shows the valid options.

(The table found at:http://www.mathworks.com/access/helpdesk/help/toolbox/compiler/mcc.html)
I dont know how exactly the matlab compiler works. maybe you need help from experienced people on a matlab forum. I can only tell you what is required by metatrader to use the dll from mql4.

Your DLL and the exported functions must fullfill the following requirements to be used from metatrader:

function name:

 

  1. not mangled


calling convention:

 

  1. stdcall

possible function arguments (when passed by value):

 

  1. 32bit integer
  2. double
  3. Pointer to nullterminated string

possible function arguments (when passed by reference):

 

  1. Pointer to array of

    1. 32 bit integer
    2. double

  2. no intergers by reference due to bug(?) in mql compiler
  3. no doubles by reference due to bug(?) in mql compiler

possible function return values:

 

  1. 32bit integer
  2. double
  3. Pointer to nullterminated string (contents will be copied immediately)


If this is not posible with matlab then you need to write a small wrapper dll that imports the functions as they are exported by matlab and exports these functions to metatrader according to the specifications mentioned above.

Quoting 7bit
I dont know how exactly the matlab compiler works. maybe you need help from experienced people on a matlab forum. I can only tell you what is required by metatrader to use the dll from mql4.

Your DLL and the exported functions must fullfill the following requirements to be used from metatrader:

function name:

 

  1. not mangled


calling convention:

 

  1. stdcall

possible function arguments (when passed by value):

 

  1. 32bit integer
  2. double
  3. Pointer to nullterminated string

[b]possible...

Hi,

I have converted two sample Matlab functions (AddTwo and MultiplyTwo - does exactly that, taking 2 params) into .cpp and .h files using Matlab's MCC command (mcc -cpplib:libmatrix -T link:lib AddTwo MultiplyTwo). But when I use Vc++ 6.0 to compile, it gives me errors:

Quote
--------------------Configuration: libmatrix - Win32 Debug--------------------
Compiling...
libmatrix.cpp
Linking...
Creating library Debug/libmatrix.lib and object Debug/libmatrix.exp
libmatrix.obj : error LNK2001: unresolved external symbol ___MCC_libmatrix_component_data
LIBCD.lib(crt0.obj) : error LNK2001: unresolved external symbol _main
Debug/libmatrix.exe : fatal error LNK1120: 2 unresolved externals
Error executing link.exe.

libmatrix.exe - 3 error(s), 0 warning(s)
I believe I have included the 2 needed libraries but I don't know where that last LNK2001 comes from. I've attached the needed files. If you can, please take a look because you know more C++ than I do.

Basically, I can't even compile a .cpp that the Matlab mcc has been able to do. My goal is to edit the .cpp file to make it somehow compatible for MT4.

If you could somehow show me what I'm doing wrong that the Visual C++ 6.0 won't compile, and what I need to do to make it compile and work for MT4, that would be terrific. ^^
Attached File(s)
File Type: zip MATLAB DLL.zip   31 KB | 626 downloads
Quoting Skyhr
If you can, please take a look because you know more C++ than I do.
Sorry, but I don't know C++. And I don't want to know it.

Is there any reason to bring this ugly antique C++ language with all its own problems into the game? From what I have read you can directly compile dlls from matlab without going through C++.
Quoting 7bit
Sorry, but I don't know C++. And I don't want to know it.

Is there any reason to bring this ugly antique C++ language with all its own problems into the game? From what I have read you can directly compile dlls from matlab without going through C++.
Yes Matlab can directly compile dlls but the problem is that these dlls cannot be imported into MT4 - MT4 simply crashes and gives a critical error. That is why I want to edit the .cpp files and re-compile them to make them work with MT4.

If Matlab could give them into an easier language, I'd choose it but so far they only provide for C/C++.
Quoting Skyhr
Yes Matlab can directly compile dlls but the problem is that these dlls cannot be imported into MT4
Can you give me a link (or attach here as a PDF) the part of the matlab user manual that describes the dll compilation? There must be a section in the user manual that describes this whole topic in depth. I doubt that this is an undocumented feature. There must be a way to *control* how the exported function signatures will look like or at least a section in the manual describing *how* they will look like if it can't be controlled. Otherwise the whole dll compilation feature would be useless if they provide is no information about how to use it.
Mcc - http://www.mathworks.com/access/help...piler/mcc.html

This builds from .m files into .ccp and then invokes mbuild (c/c++ compiler and instructions)

Mbuild - http://www.mathworks.com/access/help...er/mbuild.html

This is also part of the whole process.
  • Post #14
  • Quote
  • Edited 8:13am Mar 7, 2010 7:40am | Edited 8:13am
I'm still reading the documentation, trying to find useful information. It looks like all the functions will always return bool and all function parameters and return values are passed to them via arrays of pointers, declared by the mxArray structure:

from the manual:
Inserted Code
[list][*]MATLAB functions with no return values
bool MW_CALL_CONV mlf<function-name>(<list_of_input_variables>);[*]MATLAB functions with at least one return value
bool MW_CALL_CONV mlf<function-name>(int number_of_return_values, 
<list_of_pointers_to_return_variables>, 
<list_of_input_variables>);[/list]Refer to the header file generated for your  library for the exact 
signature of the exported function. For example, in the library 
created in the previous section, the signature of the exported 
addmatrix function is

void mlfAddmatrix(int nlhs,mxArray **a,mxArray *a1,mxArray *a2);
depending on how exactly this mxArray structure and the data it points to is defined you may have problems implementing it in mql4 (porting the header file to mql4). I have not yet looked into these header files but i fear it wont be easily possible without writing a wrapper dll.


I have another idea, something completely different:

Maybe you could completely avoid dealing with the exact layout and re-implementation of these low level data structures by doing the following:

 

  1. try installing python 2.6.x and additionally this python extension: http://pymat.sourceforge.net/
  2. then try to call matlab functions from python. As soon as you are able to call matlab from python proceed to the next step and install this:
  3. http://sites.google.com/site/prof7bi...on-integration this will allow you to call python functions from mql4.

I have successfully used this approach to call R functions from mql4. This may seem to be a lot of overhead but it has the advantage that you never will have to deal with any of these ugly details of obscure C data structures that can not be easily declared and used by mql4.

You would then in the first step pass your input data to the python environment by doing things like this:

double mqlfoo = 42;
PyExecute("pyfoo = " + mqlfoo);

which will make the python interpreter evaluate the expression pyfoo = 42 and create the python variable pyfoo (now you have successfully passed data from mql over to the python environment), and in the next step use PyExecute() to make python call pymat.eval() which in turn will execute matlab code. To get your result values back from python to mql use the PyEval*() functions.

It will all become a bit clearer once you have installed and played around a bit with the Python bindings and when you have the Python thing working and are used to it you can make use of Python's abilities to interface with just about anything there is in the world (for example R or Octave) to comfortably use it from your mql code.


I have not tested the pymat thing since i don't own a copy of matlab and since matlab is a commercial product i see no point in wasting any time acquiring knowledge that I can only use when I pay for it, as long as there is still knowledge to acquire in the world that i can later use for free.

Quoting 7bit
I'm still reading the documentation, trying to find useful information. It looks like all the functions will always return bool and all function parameters and return values are passed to them via arrays of pointers, declared by the mxArray structure:

from the manual:
[code]

 

  1. MATLAB functions with no return values
    bool MW_CALL_CONV mlf<function-name>(<list_of_input_variables>);
  2. MATLAB functions with at least one return value
    bool MW_CALL_CONV mlf<function-name>(int number_of_return_values,
    <list_of_pointers_to_return_variables>,
    <list_of_input_variables>);

Refer...

Have you seen how to create the dll wrapper??

now i've created the dll but i don't know how to create the dll wrapper for send the data to the function and retrive the result...

Thanks for any help...
Quoting andrea182
Have you seen how to create the dll wrapper??

now i've created the dll but i don't know how to create the dll wrapper for send the data to the function and retrive the result...

Thanks for any help...
You must simply write some functions that call the matlab functions you want to use and these functions must then be exported following to the specifications i wrote above. For passing lists or vectors of doubles in and out of your function I suggest you use a pointer to a double array in your wrapper function and in mql4 this would simply be an array passed by reference.

if you have no idea what this all means then you should find an experienced programmer to do this for you. To do these kind of things you need knowlege in C or Pascal or any other low level language, you need to know what a stack is, what pointers are, how data is stored in a computer, how a function call works, what different types of function calling conventions there are and how they differ and some Assembler knowledge and knowledge about how a computer actually works also won't hurt. It is impossible to teach all this in a few forum posts.

And before you ask: You can not hire me for these kind of jobs. I can instead give you some ideas what to look for and what to try (like the idea of using the python bindings to completely avoid these low level things) but i wont teach assembler and C programming and reverse engineering for advanced hardcore hackers.

If you really *want* to be able to do these things on your own you will have to learn all the above, there is absolutely no way around it. And it may need some years of experience until you really understand everything.
  • Post #17
  • Quote
  • Edited 10:03pm Jan 19, 2011 4:38am | Edited 10:03pm
I am trying to do something very similar and am almost there but stuck on the last hurdle. See attached files. Note that MATLAB compiler is a prerequisite. I also used Visual Studio 2008 professional. I also assume a 32 bit version of windows is used since Metatrader is a 32 bit app. If you use 64 bit Windows you must ensure you use the correct link flags to get a 32 bit target.

I am just trying to use this MATLAB code from MQL4.

Quote
function sum = addMatlab(a, b)

sum = a + b;
return;
The Matlab compiler can automatically wrap this code into a DLL.
From the matlab window do:

File>New>Deployment Project>(name)test1.prj(Target)C Shared Library

If you have not setup a compiler type

mbuild -setup
(and choose your compiler)

In the deployment tool window on the right <add files> and add the addMatlab.m file created above. It also says to select <add MCR> to add the Matlab Compiler Runtime environment. This must be installed before you can call Matlab functions from other apps like MQL4. The file mcrinstaller.exe is part of the matlab compiler but is about 147 MB in size. Then click build. This should create the necessary files including test1.dll.

I have done all the above for the attched file distrib.zip (except for the mcrinstaller which is too large).

If you look at the test1.c file you will see there is no function called addMatlab. If you try and call that from MQL4 you will get a 127 error. I notice on another thread people were getting this error. Well they did not read the Matlab compiler documentation which clearly specifies all the files (but you can see these in the .c file anyway).

See

http://www.mathworks.com/help/toolbo...f2-972343.html

for a summary.

First you need to call test1Initialize before calling addMatlab then you must tidy up after with test1Terminate. Note from the c file you also have the choice of 2 different function calls defined as:

bool MW_CALL_CONV mlxAddMatlab(int nlhs, mxArray *plhs[], int nrhs, mxArray *prhs[])

or

bool MW_CALL_CONV mlfAddMatlab(int nargout, mxArray** sum, mxArray* a, mxArray* b)

see below MQL4 code

Inserted Code
#import "test1.dll"
bool test1Initialize();
void test1Terminate();
bool mlfAddMatlab(int nargout,double& out[],double a, double b);

//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int start()
  {
    
  double a;
  double b;
  double c[1];
  
  a = 1.1;
  b = 2.2;
  c[0] = -1;
  
//----
  if (!test1Initialize()){
    Print("Failed to initialize test1.dll");
    }
    else {
    Print("test1.dll initialised");
    }
  mlfAddMatlab(1,c,a,b);
  Print(a," + ",b," = ",c[0]); 
    
  test1Terminate();
  Print("test1 terminated");

//----
   return(0);
  }
//+------------------------------------------------------------------+
At this point I get stuck. I have never used MQL4 before and C many years ago. There is some problem I am having in passing the variables as pointers, arrays or whatever. The above code crashes Metatrader on the mlfAddMatlab line. If you comment this out it runs - not that it does anything but at least we can initialise and terminate the Matlab function call.

So we are almost there. I just need to work out how to structure the MQL4 code to match the Matlab c wrapper definitions. I figure one of you MQL4 gurus will be able to do this easily.

Once this is done it should be relatively painless to use Matlab compiler to generate MQL4 - callable Matlab functions.

Suggestions please?

EDIT1: Put the test1Terminate call after the function call.

EDIT2: OK I am pretty sure you cannot call the automatically generated wrapper dll directly from MQL4. Instead you need to write another wrapper between the automatic wrapper and MQL4 to translate between the data formats and pre-initialise the MATLAB engine. This may not be a difficult thing to do but is not trivial for newbies like me. I'll post details once I work out exactly how to do this.
Attached File(s)
File Type: zip distrib.zip   78 KB | 398 downloads
Sorry for the new post. I tried to edit the old one but could not see the edit button. Is there a limit to the number of times I can edit? May be because I am a junior member or something.

In any event - I have decided to abandon this approach. The attraction was initially the automatic wrappers created by Matlab. However if you must create your own wrapper to interact with an automatic wrapper it kind of defeats the purpose.

Instead I shall use another Matlab toolbox - Embedded Matlab. This uses a subset of Matlab and generates generic C code from it. This can be compiled and integrated with MQL4 fairly easily (plenty of guides available). The only downside is that you do not have access to all of Matlab's resources. This does not affect me but might be a killer for others.

If anyone wishes to pursue the original plan - it is feasible but not trivial. I suggest

http://articles.mql4.com/833

if you really want to do this.
Also

http://www.mathworks.com/support/sol...lution=1-18CBI

but you also need to include the interface between MQL4 and Matlab in foowrap.c.
  • Post #19
  • Quote
  • Last Post: Jan 21, 2011 4:56am Jan 21, 2011 4:56am
This may be something to give a description of what the truth is MQL5 but it is better explained

http://www.mql5.com/en/articles/44
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