Algorithmic Trading via ZeroMQ: Python to MetaTrader (Trade Execution, Reporting & Management)

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*** Get the latest updates to the DWX-ZeroMQ-Connector project, troubleshoot your applications, give and get help from fellow algorithmic traders and more, over at the Darwinex Collective Slack Workspace:

Risk Disclosure:

If you haven't watched it yet, here it is again:

With this completely revamped implementation, algorithmic traders can:

1) Send OPEN, CLOSE, MODIFY trade instructions to MetaTrader from Python (or any other ZeroMQ compatible programming language)

2) Exchange messages between Python and MetaTrader in JSON format, via ZeroMQ.

3) Get real-time BID / ASK prices from MetaTrader for any symbol available in MetaTrader.

4) Retrieve historical market data from MetaTrader directly into a Python environment, via ZeroMQ.

5) Create a MetaTrader "price server EA" specifically for publishing real-time BID / ASK prices to multiple "subscriber" applications.

The accompanying source code can be found here:

If you consider yourself a talented trader, we'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits.

Check it out here:

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Risk disclosure:

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1.9 M in performance fees paid to date! See here:

Topics: #algorithmictrading #python #metatrader
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Hi everyone! Just a quick note:

We recently released a successor to the dwx-zeromq-connector project, called 'dwxconnect', adding MetaTrader 5 (MT5) Support as well as enhancing the project itself quite considerably!

Here's the link to DWX Connect on GitHub:

It is recommended that you watch the following presentation for a demonstration of all its capabilities:

All the best,
The Darwinex Team

Darwinexchange
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There are not many people interested on building software for trading and investing, as well as this, is complex due to the knowledge required, but .... this channel is criminally underrated

marcovalentinoalvarado
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Really glad I found this. Thank you @Darwinex

workingonline
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Great video and thanks a lot. Is it possible to get buy and sell signals from MetaTrader and have them in python?

alinamanmedia
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Hi, I know this is probably a super simple problem but when I run the Python code then type in _zmq = DWX_ZeroMQ_Connector() I keep getting a NameError saying that DWX_ZeroMQ_Connector() is not defined. I have looked up every article I could read. But couldn't fix the problem I was having. Thank you for the amazing video.

jimmieanderson
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Love the vid but is there a MT5 tutorial or will it work also with MT5 anyway??

ahmedwaleed
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Thanks for tutorials!

One question though I cannot find answer anywhere.
1. I've installed everything on Windows Server. (MT4 is sending signals - I can see it posts market data in journal).
2. When I execute Python on same machine and try to run command to get all trades - nothing happends:


_zmq = DWX_ZeroMQ_Connector()






Last line I see after execution:
[INIT] Ready to send commands to METATRADER (PUSH): 32768
[INIT] Listening for responses from METATRADER (PULL): 32769


Could you please point me to a direction what am I doing wrong please?

boskn
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Thanks for these series of fantastic videos about python and MT4. I know that you dont teach python, but do you know if there is an "easy" way to save the bid/ask quotes from a data subscruption to a python variable inside your python programs?

leonjbr
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Is there a way to run everything from an ubuntu or linux machine from a cloud machine ?

heshammostafafahmy
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Hello, If the mql supports sockets, than I can create a connection between a Java program that makes complex calculation and the MQL client, right? I'm new to this and I want to know what are the limitation on MQL.

bogdannnnn
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Hi,
thank you very much for the very interesting video!
I have an issue when trying to do it by myself. While "closing all open trades" works, the commands to get all open trades or to open a new trade do not. I execute them and just get no feedback, nothing happens. I already have set verbose to True, but didn't change anything.
Do you have any idea what could be the reason?

johndoes
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Thank you, a bit slow pace, but rich material.

prhmma
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Hi, I am not good at English, but this topic was very interesting to me, tell me, if the video shows the installation of components in detail? Unfortunately, I did not understand GitHub. Thank you in advance!

БарбосМолокосос
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I got a neural Network which Returns 1 for buy, 0 for No execution & -1 for sell,

these entry signals are actually all i want to use from Python. The Management operations in my strategy like Training stops should Come from Mql.
Therefore i need to Backtest the optimal TP & SL values in mql's strategy Tester.

How can i do that?

Veebop
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Hi there.
Wish to create program, that will look over all of currency pairs and automatically choose if it's necessarily to start a lot. As I see, with the help of ZMQ, I should start EA in all of currency pairs and only after that I'll be able to look over all the pairs. Am I right?
I'll watch next videos, think that request for starting EA in interesting currency pair may be a seed of mine idea, but still not sure.

Well, let's watch...

ПавелСтепанов-чж
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doesn't return anything, not even empty dictionary. Please help

mehedihasanshuvo
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Hello, can you tell if it's possible to change the stop loss of an open trade?

zqngetsuuk.
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How about the strategy Tester? Is There a way to make Sure to Check if the Python strategy works unproblematic in mt4 Environment (any recommendations)?

Veebop
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Good day I'm having a problem. I am not getting any response from the MT4 server using ZeroMQ... I did everything accordingly on the server side, but when I try to connect with the client theres no response, except for the first line, where we instantiate the instance of the DWX class. Can you please suggest any solution. Thank you


please note that I tried it with two different brokers' versions of MT4... So its not a MT4 problem, I think.

djsamke
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is it possible to make an indicator with python and through zeromq make it display in mt5. because im looking forward to learning python instead of mql5

santorizma
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