Algogene MetaTrader DLL

Algogene_x86.dll and Algogene_x64.dll are dynamic linked libraries that can be used in your MetaTrader Expert Advisors to obtain useful trading signals from Algogene's server and publish trading records to your Algogene account for advanced analysis.

Objectives

• To enable users to connect to Algogene's Websockets for obtaining tailored executable trading signals

• To allow users to publish trading signals from MetaTrader onto Algogene's server for advanced algorithmic evaluations

• To accomodate the two latest versions of MetaTrader, i.e. MetaTrader4 and MetaTrader5

• To adopt Object-Oriented Programming to provide a neat interface by the use of abstractions

• To enable easy and convenient setup without the need for installations

_{^{DLLs from this repository contain third-party packages, which we do not warrant, endorse, or assume liability for.}}

Set up MetaTrader

For MetaTrader4

1. Clone/ Download this repository to your local machine

2. From MetaTrader4_DLL > ExpertAdvisors, add the three mq4 files (AlgogeneGetSignal, AlgogeneOpenOrder, AlgogeneCloseOrder) to your MetaTrader's ExpertAdvisors folder

3. From MetaTrader4_DLL> Include, add the header file (AlgogeneMT4.mqh) in your MetaTrader's Include folder

4. Copy the path of the Dynamic Linked Library file (MetaTrader4_DLL > Lib > Algogene_x86.dll), and paste it in line 15 in the header file from Step 3.

5. Input the configurations in your Expert Advisors files

   _user
   _api_key
   _bot_id
   

   or

   _user
   _api_key
   _runmode
   _accountid
   

6. In MetaTrader, enable "Auto Trading" and "Allow DLL imports" under Tools > Options > ExpertAdvisors

For MetaTrader5

1. Clone/ Download this repository to your local machine

2. From MetaTrader5_DLL > ExpertAdvisors, add the three mq5 files (AlgogeneGetSignal, AlgogeneOpenOrder, AlgogeneCloseOrder) to your MetaTrader's ExpertAdvisors folder

3. From MetaTrader5_DLL > Include, add the header file (AlgogeneMT5.mqh) in your MetaTrader's Include folder

4. Copy the path of the Dynamic Linked Library file (MetaTrader5_DLL > Lib > Algogene_x64.dll), and paste it in line 16 in the header file from Step 3.

5. Input the configurations in your Expert Advisors files

   _user
   _api_key
   _bot_id
   

   or

   _user
   _api_key
   _runmode
   _accountid
   

6. In MetaTrader, enable "Auto Trading" and "Allow DLL imports" under Tools > Options > ExpertAdvisors

Functionalities

Get Trading Signals from Algogene

• AG_WebSocket is a class for establishing a websocket connection with Algogene's server
• AG_Signal configures the structure of signals received from the server, whereas users can print the full trading signals by calling printSignal()
• Extract/Access information from signal by accessing the data members of AG_Signal instance
• Below are all the information/ data members available in a trading signal

   msg
   timestamp
   symbol
   buysell
   openclose
   ordertype
   quantity
   takeProfitLevel
   stopLossLevel
   price
   timeinforce
   holdtime
   tradeID
  

• With the spontaneous extraction of details of the obtained trading signals, users can place orders in a convenient manner
• Refer to AlgogeneGetSignal for relevant examples

Publish Trading Signals to Algogene

• AG_Order defines the structure of an order with the following fields available for users to input

   instrument (required)
   expiry
   right
   strike
   buysell
   volume
   ordertype
   price
   orderRef
   timeinforce
   takeProfitLevel
   stopLosslevel
   holdtime
   callback
  

Publish Open Order Signals

• After doing OrderSend on MetaTrader, users can record their transactions on Algogene's platform by calling openOrder()
• Refer to AlgogeneOpenOrder for relevant examples

Publish Close Order Signals

• After doing OrderClose on MetaTrader, users can record their transactions on Algogene's platform by calling closeOrder()
• Refer to AlgogeneCloseOrder for relevant examples

References

• AG_Websocket connects to Algogene's Trade History Channel: https://algogene.com/RestDoc#/schemas/WebSocket-Trade
• Open order function calls Algogene's REST API: https://algogene.com/RestDoc#/operations/post-open_order
• Close order function calls Algogene's REST API: https://algogene.com/RestDoc#/operations/post-close_orders