Machine learning in trading: theory, models, practice and algo-trading - page 901

 

Well it turns out that this is a TCP info transmitter, and both sides of the application should be running

I want mt5 to be able to send python or R commands directly to the interpreter, so it would have a class:

1. just an installed python environment

2. work from mt5 body and run scripts as in Python shell. Same for R.

Then people will start to develop the topic, because it will be convenient
 
SanSanych Fomenko:

It seems to solve all the problems of mql4 communication with different languages. There is even a code for R. Here is the schematic.



The whole description is in three parts:

https://blog.darwinex.com/zeromq-interface-python-r-metatrader4/

https://blog.darwinex.com/zeromq-trade-execution-metatrader-zmq2/

https://blog.darwinex.com/zeromq-transaction-reporting-metatrader-zmq3/

Approved:

Why ZeroMQ?

Enables programmers to connect any code to any other code, in a number of ways.

2.Eliminates aMetaTrader user's dependency on just MetaTrader-supported technology (features, indicators, language constructs, libraries, etc.).

Traders can develop indicators and strategies in C/C#/C++, Python, R and Java (to name a few), and deploy to market via MetaTrader 4.

Leveragemachine learning toolskits in Python and R for complex data analysis and strategy development, while interfacing with MetaTrader 4 for trade execution and management.

ZeroMQ can be used as a high-performance transport layer in sophisticated, distributed trading systems otherwise difficult to implement in MQL.

Different strategy components can be built in different languages if required, and seamlessly talk to each other over TCP, in-process, inter-process or multicast protocols.

Multiple communication patterns and disconnected operation.

Here is the code

Sanych, where is the main elephant?

#include <Zmq/Zmq.mqh>
 
Renat Akhtyamov:

Sanych, where is the main elephant?

What's not in the links?

How about here?


In general, I would be interested in the experience of application.

 
SanSanych Fomenko:

What's not in the links?

How about here?


In general, I'd be interested in the experience of using

there is

I googled there too

about the experience - did it myself, well, the exchange through TCP is the coolest of all

I downloaded this attachment from 2 links for my collection so far

thanks!
 
Maxim Dmitrievsky:

Well it turns out that this is a TCP info transmitter, and both sides of the application should be running

I want mt5 to be able to send python or R commands directly to the interpreter, so it would have a class:

1. just an installed python environment

2. work from mt5 body and run scripts as in Python shell. Same for R.

then people will flock to develop the topic, because it will be convenient

It's here for R. And python is hooked from R if you can't wait.

But your link, which I clicked, was exactly what I needed

 
SanSanych Fomenko:

This is here for R. And python clips from R if you can't wait

geez, when you need to transfer the bot to VPS, you'll have a lot of trouble hinging one thing on top of another

 
I read an article somewhere, whoever creates a powerful predictive machine will be the Antichrist.

Creepy...
 
Renat Akhtyamov:

Sanych, where is the main elephant?

There is no need for an elephant. The key word here is Socket.

Open MSDN -https://msdn.microsoft.com/ru-ru/library/dd335942.aspx. In addition, there, also look for specifics for C++/C#, and build interaction.

In SanSanych's example, imho, everything is overcomplicated. If you make it for the specifics, everything is much easier.

But, in general, you can make the exchange even easier - through files and RAM-Disk. The exchange speed is practically the same, but there is no need in dll.

Winsock
  • msdn.microsoft.com
Преимущества быстродействующих сокетов в .NET Базовые сведения о сокетах Установление соединений Многопоточный сервер Применение метода Select для «мультиплексирования» ввода-вывода Асинхронный ввод-вывод Как насчет масштабируемости? Клиентские приложения, использующие сокеты Что дальше? Отладка приложений, использующих сокеты Преимущества...
 
Alexander Ivanov:
I read an article somewhere, whoever creates a powerful predictive machine will be the Antichrist.

Creepy...

almost...

almost... like this?


 
Yuriy Asaulenko:

There is no need for an elephant. The key word here is Socket.

Open MSDN -https://msdn.microsoft.com/ru-ru/library/dd335942.aspx. In addition, there, also look for specifics for C++/C#, and build interaction.

In SanSanych's example, imho, everything is overcomplicated. If you make it for the specifics, everything is much easier.

But, in general, you can make the exchange even easier - through files and RAM-Disk. Exchange speed is practically the same, but you don't need dll.

I already did it in C#, I'm aware of that

I was able to exchange information with DLL-ka through the Internet

And here MQL from Sanych is pure cash, which is very nice.

Reason: