Research in matrix packages - page 10

 

Question for Renat.

Is there any solution, thoughts, actions to integrate R and MT4?

Please share.

Good luck

 
And gentlemen super smart (no exaggeration :)), does anyone use rattle()? Can you please suggest a good manual in Russian?
 

Keep it in the atatach.

I can offer my book. It contains Rattle and also an explanation of the ideology in this field. Everything is built on forex examples. There is a file for 18500 bars with lots of predictors (about 100) to choose from.

 
zaskok3:
It is possible to get history and real-time feed (+ trade) directly from R. History: OHLC (up to seconds) + ticks + Level2.

Manual. I think it's useful at least as an updated online DB for custom feeds in MT5.

But I want to master not only MQL, but also mathematical packages. For example, look how quickly and easily calculate the average spread of the last seven days:

Result:

Just two lines! There's no need to think about downloading fresh tick history, looping and so on. Everything is done by itself!

Unfortunately, I know almost nothing in R. I would like examples of visualization of the same price. To see the spread distribution and other simple "on the fly" actions, which in R take one/two lines.

And I'm not even speaking about testers variants (with possibility to choose optimization model (not only GA)) in R.

The same applies to Matlab with Mathematics. If anyone is friendly, please share simple and illustrative examples.

Can you give me a hint, it gives this warning:

> require(rFdk)

Loading the required package: rFdk

Warning message:

the 'rFdk' package was built under R version 3.2.2

and my version is Version 0.99.441 - © 2009-2015 RStudio, Inc.

looking in updates, can't find 3.2.2

Ah, got it, the R itself needs to be updated

 
СанСаныч Фоменко:

Keep it in the atatach.

I can offer my book. It contains Rattle and also an explanation of the ideology in this field. Everything is built on forex examples. There is a file for 18500 bars with lots of predictors (about 100) to choose from.

Oh, thank you, and how can your book be obtained?
 
Maxim Dmitrievsky:

Can you give me a hint, there's a warning:

> require(rFdk)

Loading the required package: rFdk

Warning message:

the 'rFdk' package was built under R version 3.2.2

and my version is Version 0.99.441 - © 2009-2015 RStudio, Inc.

looking in updates, can't find 3.2.2

d you're talking about studio version and R version can be seen by opening R itself.

Warnings when installing packages is not critical. What is critical is Errors.

 
Alexey Burnakov:

d you are talking about the studio version, and the R version can be seen by opening R itself.

Warnings when installing packages are not critical. What is critical is Errors.

yeah, got it already :) still with this warning, subsequent commands do not get the data from the server, i think it is better to update
 
Vladimir Perervenko:

Question for Renat.

Is there any solution, thoughts, actions to integrate R and MT4?

We will work on this subject after the next build of MetaTrader 5 is released.

This will be accompanied by SQLite integration in MQL5.

 

zaskok3 2016.02.11 19:53 EN                        

 

Есть возможность получать историю и реал-тайм фид (+ торговля) прямо из R. История: OHLC (вплоть до секундного) + тики + Level2.

Very curious, what exchanges and instruments are available in the TiskTraderServer?

 
Maxim Dmitrievsky:
Oh, thank you, how can I get your book?
See my personal message.
Reason: