title: Alternative to MQL5
body: <p>I am starting with Expert Advisors on <code>MetaTrader Terminal</code> software and I have many algorithms to use with it. These algorithms were developed in <code>MATLAB</code> using its powerfull built in functions ( e.g. <code>svd</code>, <code>pinv</code>, <code>fft</code> ). 
  To test my algorithms I have some alternatives:</p>
  
  <ol>
  <li>Write all the algorithms in <code>MQL5</code>.</li>
  <li>Write the algorithms in <code>C++</code> and than make a <code>DLL</code> to call by <code>MQL5</code>.</li>
  <li>Write the algorithms in <code>Python</code> to embed in <code>C</code> and than make a <code>DLL</code>.</li>
  <li>Convert the <code>MATLAB</code> source code to <code>C</code> and than make a <code>DLL</code>.</li>
  </ol>
  
  <p>About the problems:</p>
  
  <ol>
  <li>Impracticable because <code>MQL5</code> does not have built in functions so I will have to implement one by one by hand.</li>
  <li>I still did not try this, but I think it will take a long time to implement the algorithms ( I wrote some algorithms in <code>C</code> but took a good time and the result wasn't fast like <code>MATLAB</code> ).</li>
  <li>I am getting a lot of errors when compiling to a <code>DLL</code> but if I compile to an executable there is no error ( this would be a good alternative since to convert <code>MATLAB</code> to <code>python</code> is quite simple and fast to do ).</li>
  <li>I am trying this now, but I think there is so much work to do. </li>
  </ol>
  
  <p>I researched about other similar pieces of software, like <code>MetaTrader Terminal</code> but I didn't found a good one.</p>
  
  <p>I would like to know, if there is a simplest ( and fast ) way to embed other language in some way to <code>MQL5</code> or some alternative to my issue.</p>
  
  <p>Thanks.</p>