A mechanism for calling functions from external compiled libraries (DLLs) within trading scripts. For example, MQL4/MQL5 use the #import
directive to access Windows API calls or custom C/C++ code from a DLL. This extends the platform’s functionality: an EA could import a math library for advanced calculations or connect to other software. DLL imports are mainly used by developers (writing EAs/indicators) to add features not natively available; traders benefit by running these enhanced scripts.