I'm happy, I finally managed to get MT4 working with the encog framework:
- 1 MT4 terminal
- 1 C# DLL (no wrapper)
- 1 C# Console application that does all the encog framework stuff
The DLL is used for telling the Console application that data from MT4 is ready for being processed.
You can find all the info for making the C# DLL at
Then for the communication between the DLL and the console application, I used named pipes.
Very easy to use, for all the info:
I trained a simple crossover system with the encog framework, and then did a forward testing on non-trained data.
The results are in attachment:
- the first one is without the encog filter
- the second one is with encog filter
Seems very promising, now I can finally concentrate on building a good trading system with the encog framework. :)