Discussing the article: "Multi-module trading robot in Python and MQL5 (Part I): Creating basic architecture and first modules"

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Check out the new article: Multi-module trading robot in Python and MQL5 (Part I): Creating basic architecture and first modules.

We are going to develop a modular trading system that combines Python for data analysis with MQL5 for trade execution. Four independent modules monitor different market aspects in parallel: volumes, arbitrage, economics and risks, and use RandomForest with 400 trees for analysis. Particular emphasis is placed on risk management, since even the most advanced trading algorithms are useless without proper risk management.

The market is constantly changing. One strategy works today becoming useless tomorrow. I watched this for a long time and realized that a completely new approach was needed. The solution came unexpectedly. What if we make a modular system? Imagine a team of professionals: one monitors trends, the second analyzes trading volumes, the third controls risks. This is exactly how a modern trading robot should work!

The choice of technologies was obvious. Python turned out to be perfect for data analysis - you can do wonders with its libraries. MQL5 took over the execution of trades. A great tandem appeared. We started small: first we created a solid foundation - an architecture that could grow and evolve, then we added interaction between Python and MQL5. The data management system turned out to be surprisingly simple and effective.

Asynchrony was a real breakthrough! Now the robot could monitor multiple instruments simultaneously. Productivity skyrocketed.


Do you know what's most interesting? This system really works in the market. It is not just a textbook example, but an actual trading tool. Of course, we will start with the basic version, but even that is impressive. We have a great journey ahead of us. We will create a system capable of learning and adapting. We will improve it step by step. For now, let's start with the most important thing - building a solid foundation.


Author: Yevgeniy Koshtenko

 
Thank you , Trying to learn  python , your arbitrage_mt5 does not compile  AttributeError: 'ArbitrageModule' object has no attribute 'run' , what is intended here ? 
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