MQL5 ReferenceIntegrationMetaTrader for Python 

MetaTrader module for integration with Python

Python is a modern high-level programming language for developing scripts and applications. It contains multiple libraries for machine learning, process automation, as well as data analysis and visualization.

MetaTrader package for Python is designed for convenient and fast obtaining of exchange data via interprocessor communication directly from the MetaTrader 5 terminal. The data received this way can be further used for statistical calculations and machine learning.

Installing the package from the command line:

  pip install MetaTrader5

Updating the package from the command line:

  pip install --upgrade MetaTrader5

Functions for integrating MetaTrader 5 and Python

Function

Action

initialize

Establish a connection with the MetaTrader 5 terminal

login

Connect to a trading account using specified parameters

shutdown

Close the previously established connection to the MetaTrader 5 terminal

version

Return the MetaTrader 5 terminal version

last_error

Return data on the last error

account_info

Get info on the current trading account

terminal_Info

Get status and parameters of the connected MetaTrader 5 terminal

symbols_total

Get the number of all financial instruments in the MetaTrader 5 terminal

symbols_get

Get all financial instruments from the MetaTrader 5 terminal

symbol_info

Get data on the specified financial instrument

symbol_info_tick

Get the last tick for the specified financial instrument

symbol_select

Get the last tick for the specified financial instrument

copy_rates_from

Get bars from the MetaTrader 5 terminal starting from the specified date

copy_rates_from_pos

Get bars from the MetaTrader 5 terminal starting from the specified index

copyrates_range

Get bars in the specified date range from the MetaTrader 5 terminal

copy_ticks_from

Get ticks from the MetaTrader 5 terminal starting from the specified date

copy_ticks_range

Get ticks for the specified date range from the MetaTrader 5 terminal

orders_total

Get the number of active orders.

orders_get

Get active orders with the ability to filter by symbol or ticket

order_calc_margin

Return margin in the account currency to perform a specified trading operation

order_calc_profit

Return profit in the account currency for a specified trading operation

order_check

Check funds sufficiency for performing a required trading operation

order_send

Send a request to perform a trading operation.

positions_total

Get the number of open positions

positions_get

Get open positions with the ability to filter by symbol or ticket

history_orders_total

Get the number of orders in trading history within the specified interval

history_orders_get

Get orders from trading history with the ability to filter by ticket or position

history_deals_total

Get the number of deals in trading history within the specified interval

history_deals_get

Get deals from trading history with the ability to filter by ticket or position

Example of connecting Python to MetaTrader 5

  1. Download the latest version of Python 3.8 from https://www.python.org/downloads/windows
  2. When installing Python, check "Add Python 3.8 to PATH%" to be able to run Python scripts from the command line.
  3. Install the MetaTrader 5 module from the command line

  pip install MetaTrader5

  1. Add matplotlib and pandas packages

  pip install matplotlib
  pip install pandas

  1. Launch the test script

from datetime import datetime
import matplotlib.pyplot as plt
import pandas as pd
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()
import MetaTrader5 as mt5
 
# connect to MetaTrader 5
if not mt5.initialize():
    print("initialize() failed")
    mt5.shutdown()
 
# request connection status and parameters
print(mt5.terminal_info())
# get data on MetaTrader 5 version
print(mt5.version())
 
# request 1000 ticks from EURAUD
euraud_ticks = mt5.copy_ticks_from("EURAUD"datetime(2020,1,28,13), 1000mt5.COPY_TICKS_ALL)
# request ticks from AUDUSD within 2019.04.01 13:00 - 2019.04.02 13:00
audusd_ticks = mt5.copy_ticks_range("AUDUSD"datetime(2020,1,27,13), datetime(2020,1,28,13), mt5.COPY_TICKS_ALL)
 
# get bars from different symbols in a number of ways
eurusd_rates = mt5.copy_rates_from("EURUSD"mt5.TIMEFRAME_M1datetime(2020,1,28,13), 1000)
eurgbp_rates = mt5.copy_rates_from_pos("EURGBP"mt5.TIMEFRAME_M101000)
eurcad_rates = mt5.copy_rates_range("EURCAD"mt5.TIMEFRAME_M1datetime(2020,1,27,13), datetime(2020,1,28,13))
 
# shut down connection to MetaTrader 5
mt5.shutdown()
 
#DATA
print('euraud_ticks(', len(euraud_ticks), ')')
for val in euraud_ticks[:10]: print(val)
 
print('audusd_ticks(', len(audusd_ticks), ')')
for val in audusd_ticks[:10]: print(val)
 
print('eurusd_rates(', len(eurusd_rates), ')')
for val in eurusd_rates[:10]: print(val)
 
print('eurgbp_rates(', len(eurgbp_rates), ')')
for val in eurgbp_rates[:10]: print(val)
 
print('eurcad_rates(', len(eurcad_rates), ')')
for val in eurcad_rates[:10]: print(val)
 
#PLOT
# create DataFrame out of the obtained data
ticks_frame = pd.DataFrame(euraud_ticks)
# convert time in seconds into the datetime format
ticks_frame['time']=pd.to_datetime(ticks_frame['time'], unit='s')
# display ticks on the chart
plt.plot(ticks_frame['time'], ticks_frame['ask'], 'r-', label='ask')
plt.plot(ticks_frame['time'], ticks_frame['bid'], 'b-', label='bid')
 
# display the legends
plt.legend(loc='upper left')
 
# add the header
plt.title('EURAUD ticks')
 
# display the chart
plt.show()

  1. Get data and chart
    python_script_chart

[2, 'MetaQuotes-Demo', '16167573']
[5002325, '19 Feb 2020']
 
euraud_ticks( 1000 )
(1580209200, 1.63412, 1.63437, 0., 0, 1580209200067, 130, 0.)
(1580209200, 1.63416, 1.63437, 0., 0, 1580209200785, 130, 0.)
(1580209201, 1.63415, 1.63437, 0., 0, 1580209201980, 130, 0.)
(1580209202, 1.63419, 1.63445, 0., 0, 1580209202192, 134, 0.)
(1580209203, 1.6342, 1.63445, 0., 0, 1580209203004, 130, 0.)
(1580209203, 1.63419, 1.63445, 0., 0, 1580209203487, 130, 0.)
(1580209203, 1.6342, 1.63445, 0., 0, 1580209203694, 130, 0.)
(1580209203, 1.63419, 1.63445, 0., 0, 1580209203990, 130, 0.)
(1580209204, 1.63421, 1.63445, 0., 0, 1580209204194, 130, 0.)
(1580209204, 1.63425, 1.63445, 0., 0, 1580209204392, 130, 0.)
audusd_ticks( 40449 )
(1580122800, 0.67858, 0.67868, 0., 0, 1580122800244, 130, 0.)
(1580122800, 0.67858, 0.67867, 0., 0, 1580122800429, 4, 0.)
(1580122800, 0.67858, 0.67865, 0., 0, 1580122800817, 4, 0.)
(1580122801, 0.67858, 0.67866, 0., 0, 1580122801618, 4, 0.)
(1580122802, 0.67858, 0.67865, 0., 0, 1580122802928, 4, 0.)
(1580122809, 0.67855, 0.67865, 0., 0, 1580122809526, 130, 0.)
(1580122809, 0.67855, 0.67864, 0., 0, 1580122809699, 4, 0.)
(1580122813, 0.67855, 0.67863, 0., 0, 1580122813576, 4, 0.)
(1580122815, 0.67856, 0.67863, 0., 0, 1580122815190, 130, 0.)
(1580122815, 0.67855, 0.67863, 0., 0, 1580122815479, 130, 0.)
eurusd_rates( 1000 )
(1580149260, 1.10132, 1.10151, 1.10131, 1.10149, 44, 1, 0)
(1580149320, 1.10149, 1.10161, 1.10143, 1.10154, 42, 1, 0)
(1580149380, 1.10154, 1.10176, 1.10154, 1.10174, 40, 2, 0)
(1580149440, 1.10174, 1.10189, 1.10168, 1.10187, 47, 1, 0)
(1580149500, 1.10185, 1.10191, 1.1018, 1.10182, 53, 1, 0)
(1580149560, 1.10182, 1.10184, 1.10176, 1.10183, 25, 3, 0)
(1580149620, 1.10183, 1.10187, 1.10177, 1.10187, 49, 2, 0)
(1580149680, 1.10187, 1.1019, 1.1018, 1.10187, 53, 1, 0)
(1580149740, 1.10187, 1.10202, 1.10187, 1.10198, 28, 2, 0)
(1580149800, 1.10198, 1.10198, 1.10183, 1.10188, 39, 2, 0)
eurgbp_rates( 1000 )
(1582236360, 0.83767, 0.83767, 0.83764, 0.83765, 23, 9, 0)
(1582236420, 0.83765, 0.83765, 0.83764, 0.83765, 15, 8, 0)
(1582236480, 0.83765, 0.83766, 0.83762, 0.83765, 19, 7, 0)
(1582236540, 0.83765, 0.83768, 0.83758, 0.83763, 39, 6, 0)
(1582236600, 0.83763, 0.83768, 0.83763, 0.83767, 21, 6, 0)
(1582236660, 0.83767, 0.83775, 0.83765, 0.83769, 63, 5, 0)
(1582236720, 0.83769, 0.8377, 0.83758, 0.83764, 40, 7, 0)
(1582236780, 0.83766, 0.83769, 0.8376, 0.83766, 37, 6, 0)
(1582236840, 0.83766, 0.83772, 0.83763, 0.83772, 22, 6, 0)
(1582236900, 0.83772, 0.83773, 0.83768, 0.8377, 36, 5, 0)
eurcad_rates( 1441 )
(1580122800, 1.45321, 1.45329, 1.4526, 1.4528, 146, 15, 0)
(1580122860, 1.4528, 1.45315, 1.45274, 1.45301, 93, 15, 0)
(1580122920, 1.453, 1.45304, 1.45264, 1.45264, 82, 15, 0)
(1580122980, 1.45263, 1.45279, 1.45231, 1.45277, 109, 15, 0)
(1580123040, 1.45275, 1.4528, 1.45259, 1.45271, 53, 14, 0)
(1580123100, 1.45273, 1.45285, 1.45269, 1.4528, 62, 16, 0)
(1580123160, 1.4528, 1.45284, 1.45267, 1.45282, 64, 14, 0)
(1580123220, 1.45282, 1.45299, 1.45261, 1.45272, 48, 14, 0)
(1580123280, 1.45272, 1.45275, 1.45255, 1.45275, 74, 14, 0)
(1580123340, 1.45275, 1.4528, 1.4526, 1.4528, 94, 13, 0)