DLL stands for Dynamic-link library, and MQL5 applications can use DLLs to extend functionality of EAs(Expert Advisers).

As it is specified on MT5 trading platform, “Allow DLL imports” is potentially dangerous, should be enabled only for trusted applications”.

Because by enabling this option, programs that contains other programs which can call upon to do certain things.

This way, multiple programs can share the abilities programmed into a single file.

This is why you are recommended to disable import when working with unknown Expert Advisors.

You may allow DLL imports, only when the program needs the option enabled and you trust the program and the developer.

The option “Allow DLL Imports” is off by default for MT5 trading platform.

You can change the setting of this program, by going to “Tools” → “Options” → “Expert Advisers”, and check/uncheck the “Allow DLL imports”.

tool-option-expert-advisers-mt5-metatrader5

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