If I understand correctly what you want to achieve.
1. Matlab filters the data (from MT4 or non retail broker).
http://www.hpc.maths.unsw.edu.au/tensor/matlab
http://www.mathworks.se/discovery/matlab-gpu.html
2. If BUY/SELL signal was received, Matlab creates a file "signal.dat" BUY=1 SELL=-1
3. MT4 expert reads the file, executes an order, and deletes the file.
I would be glad to help you with MT4/Matlab/c++/c/java/...
1. Matlab filters the data (from MT4 or non retail broker).
http://www.hpc.maths.unsw.edu.au/tensor/matlab
http://www.mathworks.se/discovery/matlab-gpu.html
2. If BUY/SELL signal was received, Matlab creates a file "signal.dat" BUY=1 SELL=-1
3. MT4 expert reads the file, executes an order, and deletes the file.
I would be glad to help you with MT4/Matlab/c++/c/java/...