Communication between MetaTraders - Is it possible without read/write files? [B600+]

There is an mt4-example: ..\Include\Files\FilePipe.mqh.

I would prefer Windows kernel32.dll functions:

#import "kernel32.dll" //http://msdn.microsoft.com/en-us/library/windows/desktop/aa365467%28v=vs.85%29.aspx
        int CreateNamedPipeW(string PipeName,int dwOpenMode,int dwPipeMode,int nMaxInstances,int nOutBufferSize,int nInBufferSize,int nDefaultTimeOut,int lpSecurityAttributes);
        int CreateNamedPipeA(string PipeName,int dwOpenMode,int dwPipeMode,int nMaxInstances,int nOutBufferSize,int nInBufferSize,int nDefaultTimeOut,int lpSecurityAttributes);
        int ConnectNamedPipe(int hPipe, int lpOverlapped);
        int CallNamedPipeW(string PipeName, string outBuffer, int outBufferSz, uint& inBuffer[], int inBufferSz, int& bytesRead[], int timeOut);
        int CallNamedPipeA(string PipeName, string outBuffer, int outBufferSz, uint& inBuffer[], int inBufferSz, int& bytesRead[], int timeOut);
        int ReadFile(int hPipe, int& inBuffer[],int NumberOfBytesToRead, int& bytesRead[], int lpOverlapped);
        int WriteFile(int hPipe, string sBuffer, int NumberOfBytesToWrite, int& bytesWritten[], int lpOverlapped);
        int FlushFileBuffers(int hPipe);
        int DisconnectNamedPipe(int hPipe);
        int CloseHandle(int hPipe);
#import

But be aware, the Pipe-Server can block!

I think he means the simple synchronous mode would wait for timeout at line 

BOOL result = ConnectNamedPipe(pipe, NULL);

I have been using the asynchronous mode with the current MT4 versions, and it behaves quite safe, even in the indicators there is no block. I use pure OO programming approach, so putting the code here would not help you, sorry.

I don't know what can be the pure OO programming approach and why would not help me.

I think, my old Named Pipe technique was also asynchronous. It's not problem.

Ok, I can try to help you by printing out the server code file content and you would see if it does have sense for you. I think one of the moderators could help you more, I do not think I am a good teacher.

#include <Custom/winapi/NamedPipe.class.mqh>

class NamedPipeServer: public NamedPipe {

public:
   NamedPipeServer(string aName): NamedPipe(aName) {}
   ~NamedPipeServer() {
      disconnect();
   }
   
   bool createServer() {   
      TRACEIN_;
      close();
      string pipeName = "\\\\.\\pipe\\" + name;
      DEBUG("Creating an instance of a named pipe... " + pipeName );
      OVERLAPPED tmp;
      // copy defaults
      overlappedStructure = tmp;
      overlappedStructure.hEvent = CreateEventW(NULL, TRUE, FALSE, NULL);
       
      lastError = ERR_NO_ERROR;
       // Create a pipe to send data
      pipe = Kernel32::CreateNamedPipeW(
           pipeName, 
           PIPE_ACCESS_DUPLEX|FILE_FLAG_OVERLAPPED, 
           0, 
           255, 
           1000000, 
           1000000, 
           PIPE_TIMEOUT_CONNECT, 
           NULL 
       );
    
       bool result = (pipe != INVALID_HANDLE_VALUE);
       updateError(result);
       
       TRACEOUT(result);  
       return result;
   }
   
   bool connect() {
      TRACEIN_;
       DEBUG("Waiting for a client to connect to the pipe..." );
           
       bool result = Kernel32::ConnectNamedPipe(pipe, overlappedStructure);
       updateError(result);
                     
       TRACEOUT(result);
       return result;
   }

   bool disconnect() {
      TRACEIN_;
       Kernel32::CancelIo(pipe);
       bool result = Kernel32::DisconnectNamedPipe(pipe);
       updateError(result);
       lostConnection = false;
       
       TRACEOUT(result);
       return result;
   }
    
   void resetConnection() {
      disconnect();
      connect();
   }
   
};

Isn't the pipe-server - as far as I remember - not only blocking while waiting for a connection but as well while waiting for the next line from the pipe-client?

So if you have an e.g. an EA with a pipe-server in OnTick() OnTick is started by an in coming tick but the execution will stop at the pipe-server until new line from the pipe-client arrives?

It sounds very probably, but I have been using pipes with the FILE_FLAG_OVERLAPPED only, no intention to test the synchronous mode any more. I realized that if the synchronous mode crashed, it screwed the entire Terminal as well.