Although it is possible to code a strategy in a C++ Dll, it takes a bit more effort than writing it natively in C. You must write a C wrapper that acts as a Zorro strategy and calls your Dll via LoadLibrary() and GetProcAddress(). You also need to pass pointers to the indicators and trade functions that you want to use. The advantage of using the Visual Studio debugger is probably not worth the hassle.
Directly running strategies in Dlls is planned for a future Zorro version, but not yet available.
Hi bro. Good thinking there. Passing pointers of the functions and static variables to the DLL would save some headache. For the zorro events we can use exported functions. Shouldn't be a problem to implement (I think).
Well I guess it's just a matter of preference. I prefer C++ over C and feel more comfortable with it.
Are all System Variables (LookBack, Stop, PIP, etc) static at all times? And are they all already instanced when we enter main() ? Or are there some that reallocate or instantiate later?
And what is the calling convention of lite-c functions?
Btw may I suggest to rename "User Supplied" in the zorro manual to something like "Script event functions"?
