Time to convert libraries to MQL5

[Renat Fatkhullin]

We have done a huge amount of work to fine-tune the MQL5 compiler to make it easier to convert existing libraries written in other languages.

And the MQL5 language continues to evolve. New features are expected to appear soon, including a powerful code profiler.

We now have two tasks to accomplish:
1) to select useful third-party libraries for conversion
2) to gather volunteers to implement conversion projects (we will fund it).

We would like to start with a list of potential projects. Help with links and short descriptions, please.

[Vladimir Gomonov]

Renat:
There will be new features soon, including a powerful code profiler.

Now that's really cool. Otherwise, sometimes it's hard to predict which constructs are faster/slower. We have to "manually" measure.

2) Gather volunteers for conversion projects (we will fund this)

A little more detail, please (costs, where/whom to contact, etc.).

[Renat Fatkhullin]

First we need to select the projects, then the amount of funding will be clear.

We are aiming at serious development of MQL5.community and are actively investing resources in it. There will be a lot of news next week.

[Mykola Demko]

Renat:
First we need to select the projects, then the amount of funding will be clear.

We are focused on the serious development of MQL5.community and we are actively investing resources in it. There will be a lot of news next week.

What is the goal?

To turn MetaTrader into

1 NeuroDayTrader

2 MathLab

3 others

[Renat Fatkhullin]

That too. The platform is strong with libraries.

We have good functionality and access to markets. Now we need to strengthen the direction of libraries.

After implementing static members and operator overloading, we have made converting C++ libraries an order of magnitude easier. Of course, pointer and direct access C/C++ style operations will need to be rewritten, but there are plenty of libraries in other more secure managed languages.

[TheXpert]

Renat:

And the development of MQL5 language is in progress. Soon new features will appear, including a powerful code profiler.

a profiler is really cool.

A little question - is it possible to debug the libraries normally now? All the bugs are not always detected at once - some of them may remain and appear while the library is being actively used.

I would like to start by gathering a list of potential projects. Help with links and short descriptions, please.

What should be the focus of the projects?

And also what format.

-- wrapper libraries around frequently used dlls,

-- full replacement using only system dlls,

-- full replacement with native tools?

https://www.mql5.com/ru/articles/1565 -- FANN is a very popular neuro-library, you can totally port it.

https://www.mql5.com/ru/code/10684 -- MT4 wrapper for R -- more details here

[Andriy Voitenko]

This may be off-topic. But in my time I took MNC algorithm for my article from here: http://alglib.sources.ru/

If you estimate what ALGLIB might be useful to trader-programmers, I want to highlight the following algorithm sections

• Linear regression.
• Neural networks.
• Interpolation, approximation.
• Fast Fourier transform.
• Correlation.

All this can be translated into mql5 so that it is always at hand.

[Andrey Dik]

The Hilbert-Huang transform.

[Igor Makanu]

Renat: I want to start with a list of potential projects. I will use it as a reference and brief description of it, please.

to start with, you can port this project:http://leenissen.dk/fann/wp/download/

i have no claims, it is quite simple to create NS, and for typical tasks it is quite workable code

and as an option, it would be nice to have a wavelet transform as a library in a standard MT5 program - a lot of noise, but realizations are one or two and a few.

I dont know if this is a contradiction or not, but i dont know if metaquotes is planning to make CW, Renko and Rangebars charts in their platform, many platforms provide these charts from the server.

[Serge]

I vote forFANN.

[Renat Fatkhullin]

The main focus is native libraries in MQL5 without the need for DLLs.

We are working very hard on compiler performance and will bring it closer to C++ compiler performance. This means a serious reduction in the need for DLLs.

In addition, it is likely that the next build of the editor will have native support for compiling C/C++ DLL code. So it will be possible to compile simple DLLs directly from the meta-editor. If you have Visual Studio 2005/2008/2010 locally, a local compiler will be used, otherwise our online compilation service will be used.

This will allow you to share source dlls and easily compile them on your own. Which will give more security control.