Discussion of article "Using MATLAB 2018 computational capabilities in MetaTrader 5"

To add comments, please log in or register
MetaQuotes Software Corp.
Moderator
206559
MetaQuotes Software Corp.  

New article Using MATLAB 2018 computational capabilities in MetaTrader 5 has been published:

After the upgrade of the MATLAB package in 2015, it is necessary to consider a modern way of creating DLL libraries. The article uses a sample predictive indicator to illustrate the peculiarities of linking MetaTrader 5 and MATLAB using modern 64-bit versions of the platforms, which are utilized nowadays. With the entire sequence of connecting MATLAB considered, MQL5 developers will be able to create applications with advanced computational capabilities much faster, avoiding «pitfalls».

Performance of the indicator was tested on the EURUSD H1 trading data, provided by the MetaTrader platform. A not too large segment of data was selected, equal to 450 units. Long-period "seasonal" lags equal to 28, 30 and 32 units were tested. The lag with a period of 32 units was the best of them on the considered period of history.

A series of calculations for different history fragments was performed. In the model, data segments length of 450 units, seasonal lag of 32 units and prediction length of 30 units were set once and did not change. To assess the quality of the forecast, the results obtained for different fragments were compared with actual data.

Below are the figures showing the result of the indicator operation. In all figures, the chocolate color indicates the completion of a fragment used for selecting the SARIMA(2,1,2) model, and the result obtained on its basis is shown in blue.

EURUSDH1_450(32)-180

Author: Roman Korotchenko

Christian
2689
Christian  
Roman ,
have you ever tested the files on a clean installation of windows 10?

No matter what I do he does not load the runtime dlls from the mcr package.

Ive download the MCR Runtime



http://ssd.mathworks.com/supportfiles/downloads/R2018b/deployment_files/R2018b/installers/win64/MCR_R2018b_win64_installer.exe



Thanks for help.
To add comments, please log in or register