When developing trading programs on MQL4/MQL5, you can easily use third-party C++ DLLs. You can edit C++ source code files (CPP and H) similarly to MQ4, MQ5 and MQH ones. These files in DLL can also be compiled directly from the editor. Microsoft Visual Studio installed on user's PC can be used for that. To compile, open the C++ file and press F7 (Compile command).
MetaEditor also provides the ability to easily add exported DLL functions to MQL4/MQL5 file. Simply drag a DLL file from the Navigator window to an open MQ4, MQ5 or MQH file.