MT4 to R interface ...

[Mladen Rakic]

This is a MT4 to R library interface coded by 7bit

Detailed description by 7bit (and some examples) can be found here : MQL4 -> R-Project - Interface Library

Some more details on R itself (it is a free - open source, software project) here : The R Project for Statistical Computing

[BigJoe]

Hello Mladen,

So if we install the latest R package ( the version 2.15), it can work or no ?

Because, i corrected the path in the indicator where i installed R package, and still no work.

Should we correct the path in the library or in the mqh file also ?

Thanks !

Edit : i have the small blackscreen command line of R package who is starting, but when i close it, my metatrader crashes

[Mladen Rakic]

...

Big Joe

For details please follow the link where 7bit posted the original. or better yet, see the 7bits original site : https://sites.google.com/site/prof7bit/r-for-metatrader-4 that deals with those issues

Big Joe:
Hello Mladen,

So if we install the latest R package ( the version 2.15), it can work or no ?

Because, i corrected the path in the indicator where i installed R package, and still no work.

Should we correct the path in the library or in the mqh file also ?

Thanks !

Edit : i have the small blackscreen command line of R package who is starting, but when i close it, my metatrader crashes

[BigJoe]

mladen:
Big Joe For details please follow the link where 7bit posted the original

That's what i'm trying to do, master.

Maybe i will try to find the correct R package (version 2.11 it seems ).

[BigJoe]

It works, it works.

Use the correct R package (version 2.11.1) and a 4 digit broker.

[Mladen Rakic]

R-Seek ...

One more link that is extremely helpful when it comes to R-project. The R-seek

Posting a link with just one letter (letter "a") in the initial seek to show how much info one can find there : RSeek.org R-project Search Engine

[Mladen Rakic]

...

Big Joe (and everybody using R too)

In case you do not already have this one this is an indicator made by 7bit to use R's predict within metatrader 4

________________________________________

PS: the code assumes that you are using R 2.15.0 version and that it is in this G:/Program Files/R-2.15.0 folder.

[altoronto]

Updated code for R platform,

mt4R for new MQL4 - MQL4 Code Base

[Andreas Engelmann]

Can someone code an Indicator for "fArima" - forecasting ARIMA with the function "auto.arima()"

Hyndsight - forecast package v4.0

[seekers]

René Carmona - Statistical Analysis of Financial Data in R (2nd edition) : the book

Although there are many books on mathematical finance, few deal with the statistical aspects of modern data analysis as applied to financial problems. This textbook fills this gap by addressing some of the most challenging issues facing financial engineers. It shows how sophisticated mathematics and modern statistical techniques can be used in the solutions of concrete financial problems. Concerns of risk management are addressed by the study of extreme values, the fitting of distributions with heavy tails, the computation of values at risk (VaR), and other measures of risk. Principal component analysis (PCA), smoothing, and regression techniques are applied to the construction of yield and forward curves. Time series analysis is applied to the study of temperature options and nonparametric estimation. Nonlinear filtering is applied to Monte Carlo simulations, option pricing and earnings prediction. This textbook is intended for undergraduate students majoring in financial engineering, or graduate students in a Master in finance or MBA program. It is sprinkled with practical examples using market data, and each chapter ends with exercises. Practical examples are solved in the R computing environment. They illustrate problems occurring in the commodity, energy and weather markets, as well as the fixed income, equity and credit markets. The examples, experiments and problem sets are based on the library Rsafd developed for the purpose of the text. The book should help quantitative analysts learn and implement advanced statistical concepts. Also, it will be valuable for researchers wishing to gain experience with financial data, implement and test mathematical theories, and address practical issues that are often ignored or underestimated in academic curricula. This is the new, fully-revised edition to the book Statistical Analysis of Financial Data in S-Plus.

[name]

seekers:

René Carmona - Statistical Analysis of Financial Data in R (2nd edition) : the book

Interesting. Thanks