Discussing the article: "Algorithmic Trading With MetaTrader 5 And R For Beginners" - page 3

 
Gamuchirai Zororo Ndawana #:
Maxim, did you mean to say

"Not very clear about the abrupt switch from Python (past articles) to R?".

Yes :)

 
Maxim Dmitrievsky #:

Yes :)

I understand what you mean. I had a conversation with one of the developers overseeing the ONNX Library for R, the link to the library is here. I asked him how I could build an ONNX model using R, and he suggested the Reticulate library. And that's how I ended up calling Python from R.  Also, I just felt like community members that use R probably feel somewhat, "left behind". Because Python is hot right now.

Also, I can't believe I'm actually talking to you, I really look up to you.

I've been reading your articles on reinforcement learning algorithms, especially the article on the Random Forest RL algorithms.

You're one of a handful of community members who discuss RL.

I'd be so grateful if you would maybe start with a simpler algorithm like SARSA? REINFORCE? Small action spaces, like "Buy" or "Sell" or "Wait and see/Do nothing". And then probably the reward could be the profit of the account. Or something of that nature. Then we could build our way to Q Learning. That is of course, when you find the time. Thank you.




R Interface to ONNX
  • onnx.ai
R Interface to ONNX - Open Neural Network Exchange . ONNX provides an open source format for machine learning models. It defines an extensible computation graph model, as well as definitions of built-in operators and standard data types.
 
Gamuchirai Zororo Ndawana #:

I see what you mean. I had a conversation with one of the developers curating the ONNX library for R, linked here. I asked him how I could build an ONNX model using R, and he suggested the Reticulate library. That's how I turned to Python from R. Also, I just felt that members of the community using R might feel a bit "left out". Because Python is trending right now.

Also, I can't believe I'm talking to you, I really look up to you.

I've been reading your articles on reinforcement learning algorithms, especially the article on Random Forest RL algorithms.

You are one of the few members of the community who discusses RL.

I would really appreciate it if you could start with a simpler algorithm like SARSA? REINFORCE? Small intervals of action, like "Buy" or "Sell" or "Wait and see/Nothing to do". And then perhaps the reward could be account profits. Or something like that. Then we could build our way to Q Learning. That is, of course, when you find the time. Thank you.

Got it. So you are originally an R user :) then the puzzle comes together.

Unfortunately, I have not come across any effective RL algorithms in forex. I use only some elements of them, for example instead of random action selection you can use random sampling of trades. Here is another author who has written almost 100 articles on RL :)

 
Gamuchirai Zororo Ndawana #:

when is the new article on R ?

 
Aleksey Nikolayev #:
If you need complex actions with the trading environment, then it is better to do it inside mql5. It is unlikely that everything will be available from R.
Hi, I do explore this library with MT4, but whenever there is a bug and R crash the whole MT5 crash and shutdown as well. I did build error handling functions to work around it. I wonder if you encounter same issue and how do you resolve the crashing issue. Thx
 
mytarmailS # :

When is the new article on R?

Bro I'm working on it
 
Dong Yang Fu # :
Hi, I am learning this library with MT4 but whenever an error occurs and R crashes, the whole MT5 also crashes and disconnects. I have created error handling functions to work around this issue. I wonder if you are facing the same issue and how do you solve the crash issue? Thanks
I'm sorry to hear about those challenges but unfortunately I don't have any experience with MT4
 
Dong Yang Fu #:
Hi, I am exploring this library with MT4, but whenever an error occurs and R crashes, the whole MT5 also crashes and shuts down. I have created error handling functions to get around this problem. Wondering if you are facing the same problem and how do you solve the crashing issue? Thanks
I have not encountered this problem yet. I use MT5 only. Besides, I use R only at the stage of data analysis, not at the stage of real trading. Thanks for the warning.