Time to convert libraries to MQL5 - page 11

[СанСаныч Фоменко]

TheXpert:

There is a bundle for MQL4. It works. I checked it myself. No problems at all with porting to MQL5.

So, let's forget about R and offer something that can be ported.

Why are you stubborn - port, port.....

How about this.

For example, a recent article on nuclear valuation. We write a script in MQL, which calls the corresponding code in R and returns the result to the terminal.

I see the following plan: we write indicators for trading, trade signals - all this is used in TS

We write scripts for one-time evaluations (nuclear density - we actually get a lot of them)

A user receives a tool from his point of view having nothing to do with R except for the necessity of setting the environment. All this looks like part of MQL, but has open source code for those who like to read in R.

We get the statistical riches of Krez.

[СанСаныч Фоменко]

Urain:
Also.

Nothing at all by and large. Compare it with EViews. You may find something, but you still need to understand what can be applied in TC. And the package must push, educate in the application domain. Not to sit around and wonder whether diffusers can be applied.

[Evgeniy Logunov]

Urain:
Also.

Let me just point out the areas where there is absolutely nothing in ALGLIB.

From mathematics at least SDE, filtering algorithms (Kalman, MCMC), pricing (at least Black-Scholes). It's easier to open list of packages and see that 99% of them have no analogues in alglib.

Some useful stuff: html/xml data capture, InteractiveBrokers integration, big data structures, database integration, parallel processing.

[СанСаныч Фоменко]

By the way, the forecast indicator has been published.

I will not comment on the merits of the indicator, which is not mine by the way.

I posted it in kodobase as an example of how to use R. This is what I wrote about above. If you take up and rivet such indicators, the user of these indicators is not obliged to understand R at all.

Plus creeps, plus trading signals. Another life.

Ready to take part in such a project.

[TheXpert]

faa1947:

If we were to go out and make indicators like this...

What for?

[Rashid Umarov]

faa1947:

By the way, the forecast indicator has been published.

Corrected the link.

[СанСаныч Фоменко]

TheXpert:
What for?

I don't really understand the question.

Now you can use the indicator I posted without knowing R. I.e. there is an indicator which did not exist before and a certain prediction idea. And there are a lot of indicators of much higher quality that don't require programming. These indicators will be new with respect to TA by their ideology. Once again: The user of these indicators doesn't need to know anything about R.

What is your question? Explain.

[СанСаныч Фоменко]

I am attaching the stats package, which is part of the basic R package. In addition, there are other interesting parts of the basic R package.

I emphasize - this is a statistical base, but there are also time series, econometrics, robustness, etc.

[Renat Fatkhullin]

Renat:

In addition, the next build of the editor is likely to have native support for compiling C/C++ DLL code. That is simple DLL can be compiled 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.

The first version of C++ code compilation directly in the editor is already working and will be available in the next build:

[Vladimir Gomonov]

Renat:

The first version of C++ code compilation directly in the editor is already working, will be available in the next build:

That's great. Whose compiler?