如何从vb.net实时从MetaTrader4终端（MT4）读取蜡烛数据

Question

I try to read data from MetaTrader 4 with my app ( on vb.net )

I catch data with DDE but it is only bid, ask, high, low . So I must try another way.

I want to read realtime data for finished candles ( M5 and M15 etc. )

How can I read realtime candle data from MetaTrader 4?

Thanks in advance.

Answer 1

DDE-client pull-data mode

DDE -model allows external process to ask a DDE-server ( which may be enabled to run inside MT4 ) to respond to external request(s) independently of the other MetaTrader Terminal operations.

MQL4 push-data mode

Much better control of the realtime performance, scope and other features one may achieve by active push-data policy, where MetaTrader Terminal software operates it's internal MQL4 -code-execution-factory, which runs appropriate push-data facilitation towards any external process.

MQL4 language distinguishes several modes of operation:

Each graph in MT4 may be associated with one so called Expert Advisor _{coded in MQL4 language}

Each graph in MT4 may be associated with several Custom Indicators _{other MQL4 programme(s)}

Each graph in MT4 may be associated with one Script _{a third type of MQL4 programme}

Using this, one may fulfill any kind of live-export needs, including a low-latency, real-time data publication of an OHLCV+T + actual Ask - Bid ( aka spread ) data for a just closed Bar ( be it M1 , M5 , M15 or any other form of synthetic time-framing of the market events' flow ).

Principle

MQL4 programs use syntactically a c-class programming language ( be carefull, MQL4 does not mimick c-lang and is specific in many ways, but is equipped with almost all syntax-constructors you may expect in c-lang ).

Conceptually, your Expert Advisor type-of-code may export any data, based on one condition that all programs of this type expect ... it must receive a message from FOREX Market ( from MetaTrader Server, operated on your Broker side ) about a "new"- QUOTE ( aka a tick ). Upon such event, your code gets control via an OnTick(){...} function an there you go, you may do whatever reasonable for your intended exports.

In case you want to use a Script -model , there you need not wait till Monday start of the FOREX Markets, because this type of code gets control once it is initiated via an OnStart(){...} function, without any synchronicity with Market Events' flow.

Your MQL4 code can even co-operate with DLL-published API services, so technically speaking only your's imagination is the potential limit.

Further reading

MQL4 Reference / MQL4 programs

MQL4 Reference / Language Basics

MQL4 Reference / Language Basics / Functions / Description of External Functions

MQL4 Reference / Language Basics / Object-Oriented Programming / Polymorphism