Research in matrix packages - page 4

 

Let's discuss how we can make better integration with R?

  1. API-level integration to R
  2. native support for R packages in MQL4/MQL5, so that any functionality of packages could be called directly
  3. something else

This is an interesting topic and could be well developed.

 
Renat Fatkhullin:

Let's discuss how we can make better integration with R?

  1. API-level integration to R
  2. native support for R packages in MQL4/MQL5, so that any functionality of packages could be called directly
  3. something else

This is an interesting topic and it can be well developed.

I'm just getting familiar with R and my question wasn't answered, is it possible to put code in R into DLL, which can be then used directly from MQL4/5 programs. In Matlab this is easy to do and very handy. Although you have to drag the runtime, which is hundreds of megabytes.

Let me ask again, is it possible to convert the code in R into DLL? If so, there's no need in any integration. You'd better fix the forum at last so that the cursor doesn't jump to what you're quoting ))

 
Renat Fatkhullin:

Let's discuss how we can make better integration with R?

  1. API-level integration to R
  2. native support for R packages in MQL4/MQL5, so that any functionality of packages could be called directly
  3. something else

This is an interesting topic and could be well developed.

You need it )

In R it's convenient to train "black boxes" and in general to analyze data. And all you can transfer to the Expert Advisor is the reference to the trained model and life will be good.

 
Renat Fatkhullin:

Let's discuss how we can make better integration with R?

  1. API-level integration to R
  2. native support for R packages in MQL4/MQL5, so that any functionality of packages could be called directly
  3. something else

This is an interesting subject and it can be well developed.

Afternoon.

It is indeed a very interesting topic. For a long time I am using R through MT4R.dll which is just a gateway to transfer data to R and receive results back. It is quite enough to solve any tasks in Expert Advisors.

So in my opinion even option 1 is enough.

Option 2. What would it look like? Will R commands/scripts be executed directly in the MKL4 program?

All my calculations are now performed in R running in terminal mode (Rterme). If variant1, it is clear, the default gateway in R. This is quite enough to start with. All further steps, such as linking to databases, calling and executing programs in other languages and much more is not difficult.

What about variant 2? It is important that there is no limitation to R's capabilities.

I want to say, if you do integration of the terminal with R it will immediately put the terminal in a leading position. No exaggeration.

The opportunities provided by the R language for algotraders are fantastic.

I wish you good luck.

I'm ready to participate with my humble knowledge and experience at any stage.

Good luck

 
Renat Fatkhullin:

Let's discuss how we can make better integration with R?

  1. API-level integration to R
  2. native support for R packages in MQL4/MQL5, so that any functionality of packages could be called directly
  3. something else

This is an interesting subject and it could be well developed.

Some time ago (a couple of years ago) on one of forums I described my vision of R integration with the trading terminal in details.

I also detailed the arguments and benefits of such integration.

I can't answer in more detail at the level of technical details.

1. There is currently a crutch that I use - it is in kodobase and written in pascal

2. There's an example terminal, but it's for some brokers

3. R itself is a very specific software system: an interpreter which has a kernel that executes text lines of code. So this kernel is specifically documented in R Internal, which is part of the standard documentation set.

For me, the ideal situation would be one in which:

1. a terminal that looks like a copy of MT4(5)

2. The algorithmic language R.

3. All trading and other specific MT4 functions remain in this terminal

Files:
IBrokers.zip  1072 kb
 
Vladimir Perervenko:

Good afternoon.

It really is a very interesting subject. For a long time I am using R via MT4R.dll, which is just a gateway to transfer data to R and receive results back. It is quite enough to solve any tasks in Expert Advisors.

So in my opinion even option 1 is sufficient.

Option 2. What would it look like? Will R commands/scripts be executed directly in the MKL4 program?

All my calculations are now performed in R running in terminal mode (Rterme). If variant1, it is clear, the default gateway in R. This is quite enough to start with. All further steps, such as linking to databases, calling and executing programs in other languages and much more is not difficult.

What about variant 2? It is important that there is no limit to the functionality of the language.

I want to say, if you do integration of the terminal with R it will immediately put the terminal in a leading position. No exaggeration.

The opportunities provided by the R language for algotraders are fantastic.

I wish you good luck.

I'm ready to share my humble knowledge and experience at any stage.

Good luck

Please describe the process of working through this DLL in more detail. And where to get it?
 
Alexey Volchanskiy:

I just started to get acquainted with R, and here the adherents didn't answer my question whether in R it's possible to put code into a DLL, which can then be directly used from MQL4/5 programs. In Matlab this is easy to do and very handy. Although you have to drag the runtime, which is hundreds of megabytes.

Let me ask again, is it possible to convert the code in R into DLL? If so, there's no need in any integration. You'd better fix the forum at last so that the cursor doesn't jump into quoted stuff ))

I don't know exactly, but this DLL is most likely not possible. But that doesn't mean that there aren't other possibilities. The point is that R is not a C-like language, although written in C. R is much closer to LISP language and integration ideas are more diverse.
 
Alexey Volchanskiy:
Please describe the process of working through this DLL in more detail. And where to get it?

The DLL is not mine, but I put it in the kodobase.

Here's the link

And here is an example of its use with one of the packages

 
СанСаныч Фоменко:
I do not know exactly, but most likely this is the DLL can not. But that doesn't mean that there are no other possibilities. The point is that R is not a C-like language, although written in C. R is much closer to LISP language and integration ideas are more diverse.

Oh, I used to write in Lisp for Autocad a long time ago! I still remember how it blew my mind at first )))) Then, however, I got used to it.

As they say, hamsters at first did not like hoover, but then they got used to it.)

 
СанСаныч Фоменко:

The DLL is not mine, but I put it in the kodobase.

Here's the link

And here is an example of using it with one of the packages

Thank you, I'll be glad to study the samples. I didn't know that programs not in MQL are accepted in kodobase