Machine learning in trading: theory, models, practice and algo-trading - page 3453

 
Vladimir Perervenko #:
Using the long-standing proven mt-R library. Globally, this makes it possible to use MQL/R/Python together both in combat and testing, with a small change. When testing quotes and commands through MQL and when working through Python.

Why python and not mt5R ?

 

I'll just leave it here

inside MQL (not outside through an unknown interface I'm right inside)- TWO languages at once :-)

Matryoshka doll - Tcl & Python

 
Aleksey Vyazmikin #:

As I understand it, the difference is that you can run the code from MQL for execution in R.

Not only that. You get the ability to send information from MQL to R and Python, perform processing/calculations there, and get the result back. This structure allows you to use in one terminal experts with different versions of Python and different environments. This cannot be realised with the standard specification of Python version in the editor.

Again, everyone has his own experience and everyone can do it in the way that is easiest for him,

 
mytarmailS #:

Why python and not mt5R ?

I don't get it here.
 
GitHub - Kinzel/mt5R: Easy integration between R and MT5 using socket connection, tailored to fit Machine Learning users and traders needs
GitHub - Kinzel/mt5R: Easy integration between R and MT5 using socket connection, tailored to fit Machine Learning users and traders needs
  • Kinzel
  • github.com
mt5R is an R package that provides a framework for MT5 users that want to achieve Machine Learning analysis and trading. It provides easy integration with socket connection to reach maximum performance. Package has 34 functions (check Reference tab): Purpose # functions This is a basic example to load data, using time frame of 5 minutes : Check...
 
Maxim Kuznetsov #:

I'm just gonna leave this here.

inside MQL (not outside through an unknown interface I'm right inside)- TWO languages at once :-)

Matryoshka doll - Tcl & Python

Well the interface is known and proven. There are many options for extending the capabilities of standard integration with its pros and cons.
 
Vladimir Perervenko #:
Well, the interface is known and proven. There are many options for extending the capabilities of the standard integration with their pros and cons.

to taste and colour :-) in the screenshot they are in the same address space.

 
The post was about the interaction between MKL and Python. There are many variants of R/MQL integration. I am comfortable with the one I described.
 
Vladimir Perervenko #:
The post was about the interaction between MKL and Python. There are many variants of R/MQL integration. I am comfortable with the one I described.

So I'm asking why?

What can the Python lib for MT5 that mt5R can't?


What is the profit of pulling python into your R script (which is not needed there at all)?

 
Maxim Kuznetsov #:

to taste and colour :-) in the screenshot they are in the same address space.

Just for interest: where and how do you specify Python version, environment from which to get packages, etc.? HeloWord is good, but have you implemented anything more serious?