MT4 ↔ Python Ultra-Fast Bridge (Shared Memory + Events)

This project enables low-latency, bidirectional communication between MetaTrader 4 (MT4) and Python using shared memory and event signaling. It is designed for high-performance applications like real-time signal generation, algorithmic trading, and custom analytics — all without polling.

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🔧 Directory Structure

.
├── mt4
│   └── expert.mq4        # MT4 Expert Advisor to send ticks and receive signals
├── python
│   └── main.py             # Python bridge that receives ticks and sends signals
├── bridge
│   └── bridge.c            # C DLL for shared memory and event coordination
└── README.md

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⚙️ How It Works

• MT4 loads a DLL built from bridge.c, which creates shared memory and an event.
• Every tick, MT4 writes ask/bid into shared memory and signals Python using SetEvent().
• Python waits (WaitForSingleObject) and processes the tick only when there's new data.
• Python writes the signal (buy, sell, etc.) back into shared memory.
• MT4 reads that signal and prints it in the log.

No polling. Pure event-based signaling. ⚡

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🛠️ Setup Instructions

1. 🔨 Compile the DLL from bridge.c

Requirements:

• Windows
• MinGW-w64 or MSVC compiler

Using MinGW (32-bit):

cd bridge
gcc -shared -o bridge.dll bridge.c -Wl,--output-def,bridge.def -m32

📌 Ensure MT4 and DLL are both 32-bit. MT4 is always 32-bit even on 64-bit Windows.

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2. 🧠 Install Python Dependencies

In a terminal:

pip install pywin32

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3. 📂 Place Files and Compile

• Copy bridge/bridge.dll to your MT4 Libraries folder:
• Copy mt4/expert.mq4 to your MT4 Experts folder:
• Compile the EA in MetaEditor.

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4. 🐍 Run the Python Script

In a terminal:

cd python
python main.py

You should see output like:

Connected to MT4. Waiting for ticks...
Tick: Ask=1.34103, Bid=1.34080, Signal=none

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5. ▶️ Run the EA in MT4

• Attach expert to any chart.
• Open the Terminal → Experts log.
• You’ll see Ask/Bid printed along with signals from Python.

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✅ Example Tick Flow

MT4 Tick → Write ask/bid → Signal event → Python wakes up
Python reads → Decides signal → Writes signal → MT4 reads signal

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📌 Notes

• This setup is optimized for ultra-fast execution (under 1 ms typical).
• You can easily extend the struct to include indicators (EMA, SMA, time).

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