How to share information between two MetaTrader terminals

#1

Is it possible to share data between MT4 terminals on the same VPS?

Is there a location that both terminals could access?

For example, I have Terminal 1 using Broker A, and Terminal 2 using Broker B. Broker B has a market that is not available with Broker A. So I want to send the price data for this market from Terminal 2 to Terminal 1 every time a bar closes to use in an EA. Only solution I can think of is to save the prices in a csv file and have an EA in Terminal 1 read from the csv file. But where can I save this csv file for both terminals to see? Is there a shared location? It must be possible because otherwise how do trade copier EA’s work?

Thanks in advance!

#3

It is only possible if you are using 3rd Party VPS, but not if using MetaQuotes Virtual Hosting Services .

If using 3rd Party VPS, you can do it via Sockets communications or via a data file in the Common Folder or via Sockets.

A brief summary of files in the Common folder versus something like socket communication:
Files in the Common folder
Advantages: * Relatively simple * Uses only native MQL functions; does not require “Allow DLL imports” to be turned on
Disadvantages: * Higher message latency * Higher processor usage. Receiving EA must not only repeatedly poll the file, but also inspect it for changes * Relatively hard to extend from a single repeated status update to a variety of different message types from the clients (e.g. differential notification of a new open trade) * Can’t scale beyond a single computer
Sockets, or similar
Advantages: * Lower message latency * Lower processor usage. Receiving EA can sit idle until a new update arrives, rather than repeatedly polling in OnTimer(). No disk I/O. * Inherently message-based, and easier to expand from a single repeated status update to a variety of different message types from clients to receiver * Can potentially work across multiple computers
Disadvantages: * Relatively complex * Requires “Allow DLL imports” to be turned on

#4

Thanks to the author for the library!

Wrote the functions to transfer any data. Below the script shows their work on the example of ticks

#include <MemMapLib.mqh>
#include <TypeToBytes.mqh>

// Selects the specified length memory for data
template <typename T>
bool GetFileMemory( CMemMapFile* &FileMemory, const int Amount, const string FileName = "Local\\test" )
{
  FileMemory = new CMemMapFile;
    
  return(FileMemory.Open(FileName, sizeof(T) * Amount + sizeof(int) + HEAD_MEM, modeCreate) == 0);
}

// Writes data to memory
template <typename T>
void DataSave( CMemMapFile* FileMemory, const T &Data[], const bool FromBegin = true  )
{
  const int Size = ArraySize(Data) * sizeof(T);
  uchar Bytes[];
  
  _ArrayCopy(Bytes, _R(Size).Bytes);              // Copied quantity
  _ArrayCopy(Bytes, _R(Data).Bytes, sizeof(int)); // Copied data

  if (FromBegin)
    FileMemory.Seek(0, SEEK_SET);

  FileMemory.Write(Bytes, ArraySize(Bytes)); // Have dumped all in memory
  
  return;
}

// Reads data from memory
template <typename T>
int DataLoad( CMemMapFile* FileMemory, T &Data[], const bool FromBegin = true )
{
  if (FromBegin)
    FileMemory.Seek(0, SEEK_SET);

  uchar Bytes[];
          
  FileMemory.Read(Bytes, sizeof(int));  // Read from memory the amount of data 
  FileMemory.Read(Bytes, _R(Bytes)[0]); // Received the data itself

  _ArrayCopy(Data, Bytes);              // Reset the data in an array
  
  return(ArraySize(Data));
}

#define AMOUNT 1000

#define TOSTRING(A) #A + " = " + (string)(A) + " "

// Example of forwarding ticks
void OnStart()
{  
  CMemMapFile* FileMemory;
  
  if (GetFileMemory<MqlTick>(FileMemory, AMOUNT))
  {
    MqlTick Ticks4Save[];    
    CopyTicks(_Symbol, Ticks4Save, COPY_TICKS_INFO, 0, AMOUNT);
    
    DataSave(FileMemory, Ticks4Save);
    
    MqlTick Ticks4Load[];    
    
    if (DataLoad(FileMemory, Ticks4Load) > 0)    
      Print(TOSTRING((_R(Ticks4Save) == Ticks4Load)) +
            TOSTRING(ArraySize(Ticks4Save)) +
            TOSTRING(ArraySize(Ticks4Load)));
     
    FileMemory.Close();   
  }
  
  delete FileMemory;
}

Result

(_R(Ticks4Save)==Ticks4Load) = true ArraySize(Ticks4Save) = 1000 ArraySize(Ticks4Load) = 1000
#5

The easiest way for terminal to terminal communication is always QuickChannel, as already posted here many times. Just do a Google search for “site:mql5.com quickchannel”. It will not work on MetaQuotes VPS (missing “P” and “S”).

#6

Thanks everyone!

I am using a 3rd Party VPS so all of these methods should work. I will give them a try. I have just been reading about QuickChannel and it does seem fairly straightforward. I’ll look into all of them and report back if I run into any issues.

Much appreciated!