mt4 EA to cbot with FIX
Created at 04 May 2017, 13:58
mt4 EA to cbot with FIX
04 May 2017, 13:58
Dears,
could someone help me figure out how to port an existing EA for mt4 to cbot in ctrader with FIX. Thank you a lot
Greetings
Replies
ClickAlgo
28 May 2017, 08:16
Following on from ianj's last post regarding limitations, if anyone else should be reading this, to save you time, you can read more about this by clicking on the link below.
https://help.spotware.com/FIX/limitations
Paul.
@ClickAlgo
ianj
27 May 2017, 13:38
Its non trivial am afraid
1. FIX is language neutral - you can implement your own models in other languages - e.g. Java/C++/C# - you just need to write or use (far preferable) an existing FIX framework
2. Even if you could write or acquire a FIX library for MQL you would have problems with INDICATORS - the standard MQL indicators/data access assume they have a feed from MT4 and i assume you want the feed from cTrader so they wont work or be correct for the cTrader feed. 3rd party indicator libraries do exists but they produce sligthly different results so settings from an MT4 EA would need retuning
3. The FIX API is not directly compatible with the MQL trading API so you would have to reimplement or bridge your MQL trading logic to the FIX library
4. There is a conversion tool to convert MQL to cTrader C# but this is using the c# library (as a cBot) and does not use FIX. And it only does a partial; jobs, nothing will convert and work out of the box
Basically what you are trying to to is not easy
Port is not the term, Re-implement is
I think spotware's aim is to provide the cBot C# environment for mainstream EA programming and the FIX to interface with 3rd party trading tools
I am a developer and have used many (over 10) different FIX connected systems and each is different
In particular the spotware offering has INSUFFICIENT features to be used on its own - you need to use the Connect API to supplement it (Although i would admit that it is getting nearer each month so it looks like we will get there) It is only really useful for limited surgical processes (faster data streaming, fast but limited order placement)
I could easily list SHOW STOPPERS that would stop it being useful as a SOLE trading interface - there are still quite a few left - you need to check out the FIX API reference from sptware to see what they support at the moment)
@ianj