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.
Author: Roman Korotchenko
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