MT5 integration with Pyton and R.

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Hello All,

I am developing autometed trading systems on Pyton and R.

I have a live real account  on MT5 broker.

1. Is it possible to call MT5 Order Managements functoins by MT5 APIs (if there such APIs, where to find them) through Pyton and R ?

2. Is it possible to call all MT5 funcitons within Pyton and R ?

3. Is it possible to call all Pyton and R functions within MT5 EA code ?

I have to figure out the easiest and effiect way of integrating MT5 and Pyton and R environmnets.

Thx for you support.


 

1. No, but you can work with files.

2. Not directly, but you can work with files.

3.Not directly, but you can work with files.

It means you will have to design/create/write bridges.

 

https://sites.google.com/site/prof7bit/metatrader-python-integration

https://www.mql5.com/en/code/17468

Metatrader Python Integration - 7bit
  • sites.google.com
This is my solution for the problem of mql4 programs not being sufficiently able to communicate with the outside world. It adds the ability to run arbitrary python code (even multi-threaded) directly from within an mql4 script, expert advisor or indicator. Possible use cases include: import the RPy bindings and then directly call R functions...
 

Looks Pyton integration has still tons of to do list.

R integration seems finised (thx to fxsaber for sharing the link).

Is there anyone who gave a try for MT5 and R integration with  mt-R library which is "https://www.mql5.com/en/code/17468" ?


Thx for your valuable comments.

mt-R
mt-R
  • votes: 23
  • 2017.03.02
  • СанСаныч Фоменко
  • www.mql5.com
The source mt4R library that was developed by Bernd Kreuss was modified several times by different authors. Its latest version is available here with the required links to the source library, all changes and GitHub address. This version of the library is adjusted to 64 bit and thus can be used by the МetaТrader 5 library. Two libraries are...
 

Since you can import .dll files in your own MQL Programs, you could communicate via sockets.

Just create a little .dll in c++ which will create a socket and listen for incoming commands. In python you would connect to that socket and send the commands over to the Metatrader.

 

Hi, I read this in 2018...

I know  the ancient post thing, but, for google purposes I'm offering another solution.

I connect my mql5 to R via API, it's really easy to use and create RESTful APIs using a package for R. Called Plumber...

https://www.rplumber.io/

It's really useful do all the prototyping and connect to real world using such a fast development tool. Then you just connect using WebRequest (MQL5 native) and thats it.



For python guys, you can use  Flask....but I prefer R, so cannot offer too much help.

Any doubt or example....just ask @yurisa2

plumber
plumber
  • www.rplumber.io
plumber allows you to create a REST API by merely decorating your existing R source code with special comments. Take a look at an example. These comments allow plumber to make your R functions available as API endpoints. You can either prefix the comments with or but we recommend the former since will conflict with the Roxygen package. Here...
 
Yuri Sá:

Hi, I read this in 2018...

I know  the ancient post thing, but, for google purposes I'm offering another solution.

I connect my mql5 to R via API, it's really easy to use and create RESTful APIs using a package for R. Called Plumber...

https://www.rplumber.io/

It's really useful do all the prototyping and connect to real world using such a fast development tool. Then you just connect using WebRequest (MQL5 native) and thats it.



For python guys, you can use  Flask....but I prefer R, so cannot offer too much help.

Any doubt or example....just ask @yurisa2

i prefer Matlab than R or Python...much more user friendly

 
Summoning Resurrection

For who still intresting in R and MT5 integration and drop in this post, there's a new R package in Github: mt5R. 

https://kinzel.github.io/mt5R/

MT5 and R integration with socket connection.

I am still drafting an entire post only focused in mt5R to publish here.

R and MT5 integration by socket connection
  • kinzel.github.io
Easy integration between R and MT5 using socket connection, tailored to Machine Learning users and traders.
 
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Для тех, кто все еще интересуется интеграцией R и MT5 и падает в этом посте, есть новый пакет R на Github: mt5R . 


Интеграция MT5 и R с подключением к сокету.

Я все еще готовлю целую публикацию, посвященную только mt5R, чтобы опубликовать ее здесь.

I really miss the output of graphics in MT5 from R

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