Building Delphi DLLs for MQL5 and Passing Data Safely

Summary

This guide explains how to build a Delphi DLL for use from MQL5. It covers project setup, exporting callable functions with compatible calling conventions, and matching MQL5 types to Delphi types. It also explains passing values versus references, handling strings and memory, converting between MQL5 timestamps and Delphi date-time values, and transferring structures and arrays.

The final example applies the interface to a linear regression channel calculation, then compares its plotted channel with MetaTrader’s built-in regression tool. The guide reports close agreement, with a small channel-width difference attributed to distinct calculation methods. It is an interoperability and implementation tutorial rather than a trading strategy; its guidance is tied to Delphi and MQL5 conventions, and the comparison does not establish any predictive or trading advantage.

Key ideas

• MQL5 and Delphi DLL functions need compatible calling conventions and matching data representations.
• Parameters passed by reference must be declared consistently on both sides of the interface.
• MQL5 timestamps require conversion because their numeric representation differs from Delphi date-time values.
• Strings, structures, and arrays require attention to memory layout and allocation across the DLL boundary.
• A regression channel example shows a practical DLL calculation and a comparison with a built-in chart tool.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.