Time to convert libraries to MQL5 - page 8

 
Renat:
We do it ourselves.

Well, it's a marketing thing, and I think it's logical to involve the author since he understands better what's going on.

But it does not matter, the main thing is that the bible will be adapted. I, for example, have long used the adaptation of klot'a FFT from this bible.

SZY now scouring the Internet in search of something useful, that's just would be a lot of requests from the suffering in this branch, that the search has been directed.

 
It is useful for us to do some porting of medium-sized projects ourselves, to better work out both the language and its compatibility.

We are already making a number of improvements to the language as we ported ALGLIB.
 
Urain: I just wish there were more wishes from the sufferers in this thread, so that the search could be directed.
There are wishes, see earlier in the thread. And they are far from being just about nerves.
 
Mathemat:
The wishes are there, see earlier in the thread. And they do not come down to nerves alone.

I would like to reproduce all suggestions (without any repetitions):

TheXpert

https://www.mql5.com/ru/articles/1565 -- FANN -- a very popular neuro-library, can be fully ported most likely.

https://www.mql5.com/ru/code/10684 -- MT4 wrapper for R -- more details here

avoitenko

This may be off-topic. But at one time I took the MNC algorithm for my article, from here: http://alglib.sources.ru/
Hilbert-Huang transform.
Mathemat

You need general math bibles -- linear algebra, analysis, diphures (all kinds, not just regular ones), optimization methods (not just GA, it's a drop in the ocean), terver/matstat necessarily - and a lot more.

ZedGraph library:

1. Detailed description and examples: http://jenyay.net/Programming/ZedGraph

2. archives, demos, documentation: http://sourceforge.net/projects/zedgraph/files/

//---

Another library related to graphs:

http://www.codeproject.com/Articles/32836/A-simple-C-library-for-graph-plotting

Need all you can. At least just auxiliary libraries, for example to work with strings, arrays, files, for this you can take PHP as a basis, there are functions for any case.

Here's another interesting collection: http://musicdsp.org/archive.php

The thread is turning into a wishlist, I'll put mine heretoo .

As for numerical libraries these are:

  • interpolation, smoothing and approximation
  • matrix handling
  • Optimization (search for extremum), methods:

Univariate: Golden Ratio Method, Dichotomy, Parabola Method, Mesh Search, Fibonacci Method, Trinary Search
Direct methods: Gauss Method, Nelder-Meade Method, Hook-Jeeves Method, Configuration Method, Rosenbrock Method
First order: Gradient descent, Zoytendijk method, Coordinate descent, Conjugate gradient method, Quasi-Newton methods, Levenberg-Marquardt algorithm
Second order: Newton Method, Newton-Raphson Method
Stochastic: Monte Carlo Method, Simulated Annealing, Evolutionary Algorithms, Genetic Algorithms, Differential Evolution, Ant Algorithm, Particle Swarm Method

Wikipedia list, probably don't need the whole thing.

  • neural networks?

In addition to numerical libraries:

  • charting

And in the language to build analog of Java Reflection API

  • Object class definition.
  • Get information about modifiers, fields, methods, constructors.
  • Create an instance of the class, the name of which is unknown until the execution of the program (specified by string).
  • ...

And regular expressions.

And to that, it would be a good addition to be able to run the program not in a character chart window. But in a regular window. It is already obvious that the user "applications" cannot be avoided, so why linking to a symbol, because you can access any, for any operation. Generally, in 5, the default hovering on the symbol is completely unnecessary. This is the lot of indicators and expert applications for which it is really useful.

And, at a minimum, make a block to "pop up" events to the graphic from interface elements, now it's annoying to drag a window object along with scrolling the graphic (or maybe it already is?).

Thanks for the static methods - my singletons are no longer global functions.

ALGLIB and FANN implement most of everything instantiated, from not included in these two bibles I see post Integer tol64.

In the posts Mathemat ,Vigor joo there is a lot of stuff but no specifics where are these bibbles that need to be ported?

 
The only optimisation I could find was this http://ool.sourceforge.net/
but there are only three methods implemented.
Open Optimization Library - OOL
  • S. D. Ventura
  • ool.sourceforge.net
The Open Optimization Library (OOL) is a set of optimization codes written in C, under the GNU Scientific Library (GSL) standards. All the algorithms, implemented in OOL, were published in well known optimization journals. Initially, we present methods for minimization of functions subject to simple (box) bounds. Our aim is to provide an...
 
Here's not a weak bible either http://www.gnu.org/software/gsl/
GSL - GNU Scientific Library - GNU Project - Free Software Foundation (FSF)
  • www.gnu.org
The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It is free software under the GNU General Public License. The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total with an extensive test...
Files:
gsl-1a15.zip  4113 kb
 
Urain:

The posts by Mathemat ,Vigor joo have a lot of stuff but no specifics on where these bibles need to be ported?

There's a problem with HHT in terms of porting - I haven't seen any open source projects anywhere.

Here's everything I found (attached).

Files:
HHT.ZIP  2 kb
 
joo:

There's a problem with HHT in terms of porting - I haven't seen any open source projects anywhere.

Here's everything I've found (attached).

http://www.scholarpedia.org/article/Hilbert-Huang_transform
Hilbert-Huang transform - Scholarpedia
Hilbert-Huang transform - Scholarpedia
  • www.scholarpedia.org
The (HHT) is NASA's designated name for the combination of the empirical mode decomposition (EMD) and the Hilbert spectral analysis (HSA). It is an adaptive data analysis method designed specifically for analyzing data from nonlinear and nonstationary processes. The key part of the HHT is the EMD method with which any complicated data set can...
 
There is a more detailed description online, including in Russian, but there are no sources. I have the source code attached in the previous post.
 
joo:
There is a more detailed description online, including in Russian, but there are no sources. I have the source code attached in the previous message.
I have the Matlab projects, will you sort them out?
Files: