/rabbit4mt4

Primary LanguageMQL5GNU General Public License v2.0GPL-2.0

#Rabbit4MT4

This project contains some examples to work with Metatrader 4 (MT4 build >= 500) and RabbitMQ.

##Install

  • Metatrader 4 (or 5) http://www.metaquotes.net/

  • Install Erlang (OTP 17.0) http://www.erlang.org/

  • Install RabbitMQ (3.3.1) https://www.rabbitmq.com/

  • Install Visual Studio 2013 https://www.visualstudio.com/

  • Install a scientific distribution of Python

    I'm using Anaconda

  • Open Rabbit4mt4.sln

  • Install missing packages

    https://www.nuget.org/packages/UnmanagedExports

    To install Unmanaged Exports (DllExport for .Net), run the following command in the Package Manager Console

    PM> Install-Package UnmanagedExports

  • Build the "Rabbit4mt4" project it should create unmanaged DLL into output\bin folder.

  • Put files from testUnmanagedDLL\testUnmanagedDLL\bin\Debug\ to <MQL4_directory>\Libraries

  • Also copy files from testUnmanagedDLL\DllExport\ to <MQL4_directory>\Libraries

  • Copy scripts, EA as provided in Rabbit4mt4\emit\MQL4 in directory to respective MQL4 folders.

  • Attach the rabbit4mt4_ticks_emit EA to EURUSD chart

  • Run Python script receive\Python\receive_ticks.py (just click on receive_ticks.bat)

  • You will need before install some package such a pika (AMQP client for Windows), click (Command Line Interface Creation Kit) ...

    • use $ conda install package_name (Anaconda)
    • or $ enpkg package_name (Enthought)
    • or $ pip install package_name (Pip package index)

to install missing packages

  • Incoming ticks should be displayed in terminal console.

##Videos

Some videos to show this project in action

##Done

  • SendTick

    mt4_demo01_123456.event.ticks.eurusd

  • SendMessage

    send message (JSON) from MT4 to RabbitMQ

    mt4_demo01_123456.event.message

  • SendMessage example with bid / ask

  • SendMessage example with an indicator value

  • JSON message creation - see dom_toolbox.mqh

    is used to cleanly generate JSON message

  • Plot of DOM (orderbook) from MT5 with Python, Pandas, Qt (PySide) and PyQtGraph

    see receive\Python\receive_dom_plot_pyqtgraph

    parse JSON and pretty print dict

  • Dictionary (map) - see hashmap http://www.lordy.co.nf/mql4/

    HashMap is an in memory key/value store

    can be used to store in memory MAE, MFE of each opened trades

    can be used to store opened orders to see if they are modified (SL, TP...)

  • JSON parser http://www.lordy.co.nf/mql4/

    can be used to parse JSON RPC request on MQL side

##ToDo

  • Python receive

    logging to file (logging.config)

  • DOM from MT5 (MQL5) (Alpari UK)

    compress data

    use JSON_List instead of JSON_Dict

    separate bids and asks

    remove 1 and 2 (type = bid or ask)

  • OrderReceived / OrderModified / OrderClosed

    EA to send message when new order, order modified or order closed

      see `rabbit4mt4_orders_events.mqh` (master)
  
  `mt4_demo01_123456.events.orders.received`
  
  `mt4_demo01_123456.events.orders.modified`
  
  `mt4_demo01_123456.events.orders.closed`

  • OrderSend / OrderModify / OrderClose

    JSON RPC? (return ticket - )

    generate a random number to be sure that return is about your request (slave)

    (this part will be hard)

  • Get account information AccountBalance Equity ... History (MODE_TRADE and MODE_HISTORY) using JSON RPC request

  • Trade copier MT4

    MT4 master (send message to RabbitMQ such as OrderReceived / OrderModified / OrderClosed)

    MT4 slave (receive message)

    (maybe) a script between (?)

  • JForex master

  • JForex slave

  • Security

    limit access for a given user

  • JSON parser use an other implementation than ydrol's implementation

    see https://www.mql5.com/en/forum/28928

  • Improve order book visualization and analysis

    see http://quant.stackexchange.com/questions/1865/what-tools-exist-for-order-book-analysis-and-visualization/17426#17426

##See also