My goal is threefold.
1) Log into and use MetaTrader MQL4 purely from python.
I saw using MT4 from Python mentioned here. I don't know how well it works. It's a standalone python library (https://pypi.python.org/pypi/metatrader/0.0.1)
2) Use Python's ML capabilities within MQL4. I saw that here for 2.7. I am not sure how much of ML 2.7 supports such as Pandas. I have experience with 2.7, but not with ML in it. (https://github.com/OpenTrading/OTMql4Py)
3) Connect R to MT here. I might have to use this, but R is much slower relative to Python, so I am cautious. (http://auto.tradingninja.com/how-to-connect-powerful-r-software-with-mt4-for-machine-learning/)
Does anyone have any experience with these and care to share some insight?