Named pipes about otmql4py

[OpenTrading]

That's a nicely written article - it's the Windows equivalent to named
pipes in Unix (mkfifo).

The drawback is that it's point to point, and doesn't have the
flexibility of the different topographies of ZeroMQ/AMQP, like PUB/SUB
which is ideal for making a trade copier. They also tend to be brittle,
if one part of the message is lost on the netwok, or received out of order.

We now have ZeroMQ working with OpenTrader without Python under Mt4 so I
don't need to require people to have installed a RabbitMQ server; that
will make distribution a whole lot easier. You still need a Python for
now because the software is written in Python, but I should be able to
freeze it at both ends for distribution. This solves a major problem:
since Build 600, I can't leave a Python EA attached to a chart and
restart Mt4 (with or without Zmq) - it doesn't reload properly. No idea
why: it used to work, and I see little likelihood of figuring out why.

OpenTrader now uses ZeroMQ without Python by default - OTZmqCmdEA.mq4.
It uses REQ/REP to send commands to Mt4 and PUB/SUB for bars and ticks.
I've started documenting it and it passes the test suite. I'll switch
back to developing on ZeroMQ which is more Pythonic than AMQP, and
installing and running a RabbitMQ server under Windows is a lot to ask;
I want to minimize the prerequisites to installing the software.

[OpenTrading]

We now have OpenTrader bundled as frozen exe using ZeroMQ, and I'm testing it out.
If it tests clean, I'll make an installer for it.