Manual de referencia de MQL5IntegraciónMetaTrader para Python

Módulo MetaTrader para la integración con Python

Python es un lenguaje de programación moderno y de alto nivel para el desarrollo de escenarios y aplicaciones. Contiene multitud de bibliotecas para el aprendizaje de máquinas, la automatización de procesos, y también el análisis y visualización de datos.

El paquete MetaTrader para Python ha sido pensado para obtener de forma rápida y sencilla información bursátil a través de la interacción entre procesadores directamente desde el terminal MetaTrader 5. Los datos obtenidos de esta forma se pueden utilizar en lo sucesivo para cálculos estadísticos y aprendizaje de máquinas.

Funciones para la integración de MetaTrader 5 y Python

Función	Acción
MT5Initialize	Establece una conexión con el terminal MetaTrader 5
MT5Shutdown	Cierra una conexión anteriormente establecida con el terminal MetaTrader 5
MT5TerminalInfo	Obtiene el estado y los parámetros del terminal MetaTrader 5 conectado
MT5Version	Retorna la versión del terminal MetaTrader 5
MT5WaitForTerminal	Espera a que el terminal MetaTrader 5 se conecte al servidor comercial
MT5CopyRatesFrom	Obtiene las barras del terminal MetaTrader 5, a partir de la fecha indicada
MT5CopyRatesFromPos	Obtiene las barras del terminal MetaTrader 5, a partir del índice establecido
MT5CopyRatesRange	Obtiene las barras en el intervalo de fechas indicado del terminal MetaTrader 5
MT5CopyTicksFrom	Obtiene los ticks del terminal MetaTrader 5, a partir de la fecha indicada
MT5CopyTicksRange	Obtiene los ticks en el intervalo de fechas indicado del terminal MetaTrader 5

Ejemplo de conexión de Python a MetaTrader 5

Descargue la última versión Python 3.7 de la página https://www.python.org/downloads/windows
Al instalar Python, marque la casilla de verificación "Add Python 3.7 to PATH%", para que sea posible iniciar scripts en Python desde la línea de comandos.
Instale el módulo MetaTrader5 desde la línea de comandos

pip install MetaTrader5

Añada los paquetes matplotlib y pytz

pip install matplotlib
pip install pytz

Inicie el script de prueba

from datetime import datetime
from MetaTrader5 import *
from pytz import timezone
import matplotlib.pyplot as plt
utc_tz = timezone('UTC')

# conectamos con MetaTrader 5
MT5Initialize()
# esperamos a que el terminal MetaTrader 5 establezca una conexión con el servidor y sincronice el entorno
MT5WaitForTerminal()

# solicitamos el estado y los parámetros de conexión
print(MT5TerminalInfo())
# obtenemos la información sobre la versión de MetaTrader 5
print(MT5Version())

# solicitamos 1000 ticks de EURAUD
euraud_ticks = MT5CopyTicksFrom("EURAUD", datetime(2019,4,1,0), 1000, MT5_COPY_TICKS_ALL)
# solicitamos los ticks de AUDUSD en el intervalo 2019.04.01 13:00 - 2019.04.02 13:00
audusd_ticks = MT5CopyTicksRange("AUDUSD", datetime(2019,4,1,13), datetime(2019,4,2,13), MT5_COPY_TICKS_ALL)

# obtenemos con distintos métodos las barras de diferentes instrumentos
eurusd_rates = MT5CopyRatesFrom("EURUSD", MT5_TIMEFRAME_M1, datetime(2019,4,5,15), 1000)
gbpusd_rates = MT5CopyRatesFromPos("GBPUSD", MT5_TIMEFRAME_M1, 0, 1000)
eurjpy_rates = MT5CopyRatesRange("EURJPY", MT5_TIMEFRAME_M1, datetime(2019,4,1,13), datetime(2019,4,2,13))
# finalizamos la conexión con MetaTrader 5
MT5Shutdown()

#DATA
print('euraud_ticks(', len(euraud_ticks), ')')
for val in euraud_ticks[:10]: print(val)
print('audusd_ticks(', len(audusd_ticks), ')')
for val in audusd_ticks[:10]: print(val)
print('eurusd_rates(', len(eurusd_rates), ')')
for val in eurusd_rates[:10]: print(val)
print('gbpusd_rates(', len(gbpusd_rates), ')')
for val in gbpusd_rates[:10]: print(val)
print('eurjpy_rates(', len(eurjpy_rates), ')')
for val in eurjpy_rates[:10]: print(val)

#PLOTTING
x_time = [x.time.astimezone(utc_tz) for x in euraud_ticks]
# preparamos las matrices Bid y Ask
bid = [y.bid for y in euraud_ticks]
ask = [y.ask for y in euraud_ticks]

# dibujamos los ticks en el gráfico
plt.plot(x_time, ask,'r-', label='ask')
plt.plot(x_time, bid,'g-', label='bid')
# mostramos los rótulos
plt.legend(loc='upper left')
# añadimos los encabezados
plt.title('EURAUD ticks')
# mostramos el gráfico
plt.show()

Obtenga los datos y el gráfico

[2, 'MetaQuotes-Demo', '16167573']
[500, 2009, '15 Mar 2019']

euraud_ticks( 1000 )
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 3, 512000), bid=1.5764200000000002, ask=1.57837, last=0.0, volume=0.0, flags=134)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 8, 70000), bid=1.57643, ask=1.57837, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 26, 142000), bid=1.57649, ask=1.57837, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 26, 260000), bid=1.5765500000000001, ask=1.57837, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 26, 365000), bid=1.5765500000000001, ask=1.5785900000000002, last=0.0, volume=0.0, flags=4)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 26, 410000), bid=1.5765500000000001, ask=1.57837, last=0.0, volume=0.0, flags=4)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 26, 636000), bid=1.57663, ask=1.57837, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 30, 72000), bid=1.57659, ask=1.57837, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 34, 320000), bid=1.57656, ask=1.57837, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 3, 2, 35, 61000), bid=1.57653, ask=1.57837, last=0.0, volume=0.0, flags=130)

audusd_ticks( 61336 )
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 1, 410000), bid=0.71262, ask=0.7128, last=0.0, volume=0.0, flags=134)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 2, 380000), bid=0.71263, ask=0.71282, last=0.0, volume=0.0, flags=134)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 2, 753000), bid=0.71262, ask=0.71282, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 2, 842000), bid=0.71262, ask=0.71281, last=0.0, volume=0.0, flags=4)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 3, 428000), bid=0.71261, ask=0.71279, last=0.0, volume=0.0, flags=134)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 3, 771000), bid=0.71261, ask=0.7128, last=0.0, volume=0.0, flags=4)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 3, 936000), bid=0.71261, ask=0.71279, last=0.0, volume=0.0, flags=4)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 4, 2000), bid=0.7126, ask=0.71279, last=0.0, volume=0.0, flags=130)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 4, 108000), bid=0.71258, ask=0.71276, last=0.0, volume=0.0, flags=134)
MT5Tick(time=datetime.datetime(2019, 4, 1, 13, 0, 4, 186000), bid=0.71257, ask=0.71275, last=0.0, volume=0.0, flags=134)

eurusd_rates( 1000 )
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 20), open=1.12162, low=1.12171, high=1.12152, close=1.12153, tick_volume=22, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 21), open=1.12153, low=1.1217, high=1.12153, close=1.12169, tick_volume=35, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 22), open=1.1217, low=1.12179, high=1.1217, close=1.12179, tick_volume=49, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 23), open=1.12178, low=1.12189, high=1.12178, close=1.12187, tick_volume=39, spread=9, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 24), open=1.12188, low=1.12188, high=1.12181, close=1.12185, tick_volume=59, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 25), open=1.12183, low=1.12187, high=1.12173, close=1.12173, tick_volume=47, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 26), open=1.12174, low=1.12179, high=1.12173, close=1.12178, tick_volume=39, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 27), open=1.12178, low=1.12179, high=1.12171, close=1.12171, tick_volume=28, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 28), open=1.12171, low=1.12171, high=1.12166, close=1.12169, tick_volume=39, spread=8, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 4, 22, 29), open=1.12169, low=1.12169, high=1.1215600000000001, close=1.12158, tick_volume=43, spread=8, real_volume=0)

gbpusd_rates( 1000 )
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 15), open=1.28831, low=1.28831, high=1.2882, close=1.28821, tick_volume=6, spread=12, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 16), open=1.28821, low=1.2882500000000001, high=1.28821, close=1.28822, tick_volume=6, spread=10, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 17), open=1.28822, low=1.28831, high=1.28822, close=1.2882799999999999, tick_volume=19, spread=7, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 18), open=1.2882799999999999, low=1.28831, high=1.28827, close=1.28829, tick_volume=16, spread=7, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 19), open=1.28829, low=1.28836, high=1.28829, close=1.28836, tick_volume=11, spread=7, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 20), open=1.28836, low=1.28836, high=1.28831, close=1.2883200000000001, tick_volume=8, spread=7, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 21), open=1.2883200000000001, low=1.28833, high=1.28831, close=1.2883200000000001, tick_volume=7, spread=5, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 22), open=1.2883200000000001, low=1.2883499999999999, high=1.28829, close=1.2883499999999999, tick_volume=6, spread=10, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 23), open=1.2883, low=1.28846, high=1.2883, close=1.28844, tick_volume=14, spread=7, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 11, 5, 1, 24), open=1.28844, low=1.28844, high=1.28833, close=1.28833, tick_volume=8, spread=7, real_volume=0)

eurjpy_rates( 1441 )
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 0), open=124.763, low=124.785, high=124.737, close=124.749, tick_volume=236, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 1), open=124.748, low=124.754, high=124.735, close=124.752, tick_volume=165, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 2), open=124.752, low=124.768, high=124.735, close=124.752, tick_volume=162, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 3), open=124.752, low=124.756, high=124.736, close=124.739, tick_volume=122, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 4), open=124.738, low=124.76, high=124.734, close=124.757, tick_volume=164, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 5), open=124.756, low=124.773, high=124.752, close=124.772, tick_volume=150, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 6), open=124.773, low=124.802, high=124.771, close=124.779, tick_volume=180, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 7), open=124.777, low=124.781, high=124.758, close=124.775, tick_volume=201, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 8), open=124.776, low=124.79, high=124.768, close=124.777, tick_volume=189, spread=15, real_volume=0)
MT5Rate(time=datetime.datetime(2019, 4, 1, 13, 9), open=124.777, low=124.803, high=124.774, close=124.794, tick_volume=128, spread=16, real_volume=0)

Integración

MT5Initialize