Thread: MQL4 -gt R-Project - Interface Library

Incidentally, if you ever want to do a version which uses R.dll directly (and consequently passes arrays natively), I would be happy to assist in any way I could, vc or lazarus. It would be imho.

Hi,

7bit thanks again for everything you're doing for this community.

Maybe I'm a bit off subject but on the weekend I had been somewhat documenting myself and that I came across with this open source toolbox.

Http://www.shogun-toolbox.org/

R examples.
Http://www.shogun-toolbox.org/doc/r__examples.html

Does anybody have experience with such a toolbox? We can open a separate thread for sharing experiences and view.

Claudio

Originally Posted by ;

This is: (save it as an indior in the indiors folder)
[code]
#property copyright © Bernd Kreuss


#property indior_chart_window

#property indior_buffers 1
#property indior_color1 Crimson
#property indior_width1 two


#include lt;mt4R.mqhgt;

extern int order = 200;
extern int back...

Thank you for the great indior.Addition to yours I've discovered similar one in mql 5 codebase: http://www.mql5.com/ru/code/129
http://www.mql5.com/ru/code/134

Originally Posted by ;

Thanks for the great indior.Addition to yours I have discovered similar one in mql 5 codebase: http://www.mql5.com/ru/code/129
http://www.mql5.com/ru/code/134

At least 7bit is hoping to do us a favor converting mql5 into mql4, that is something difficult I locate myself.

It is easy to convert mql4 into mql5, but not the other way around.

I hope this provides a lineup for 7bit my friend.

Cheers,

Sf

Hello 7Bit,

Thank You a lot.

It's quite practical , also I mainly concentrate on the code itself so I will discover how things could be done, and might find some use of the code in the long run to execute a different thought.

Best wishes,

SF

I uploaded a new version. Current version is now 1.3.0.25, find it in post #1 in this thread.

Again we have some small API changes but you aren't losing any functionality. Also the .mqh file now also defines some shortcuts to its super lazy programmers among you who do not wish to type the lengthy function names, the handle along with the variety sizes all the time: simply call one of those Rx() and friends (defined in the base of mt4R.mqh.

An important change is that I have now decided to place it under the GPL license (NOT LGPL, I'm NOT Santa Clause, although I almost look like him!) . If you will need a commercial license for a closed source product please contact mepersonally, we may discover some agreement.

The library will now start a separate thread that addresses the refreshing of the plot window, so you don't have to worry about this anymore, so suspended plot windows should be a issue previously. Only call options(device='windows') from init and after that you can plot() and it is going to just work.

A couple of minor changes have been made to the API, RDebug() has been replaced with RPrint()this may call print() and send the output to the debug screen on debug level 0.

I have been using this variant now unchanged for more than a week, permanently stopping and starting multiple cases of R while shifting timeframes or recompiling all sorts of EAs and scripts, etc., without finding any issues. I can recommend this model and I will soon make a part on my website about it where you will find the most recent version.

Originally Posted by ;

Hello,

http://www.shogun-toolbox.org/

R Illustrations.
Http://www.shogun-toolbox.org/doc/r__examples.html

This looks like libshogun might also be directly obtained without using R (the shogun-R port doesn't look quite native to R, it almost looks as overseas to R because my mql-R interface looks overseas to mql). Maybe it's also possible to use it.

Someone should make a direct mql-shogun interface.

I conducted the debugview.exe and then began the terminal. It crashed with all the below mistakes in the debugview


[1520] installed exception handler for Crogram FilesFIGfx - Meta Traderexpertslibrariesmt4R.dll
[1520] lt;-1gt; TRConsole: destroying
[1520] removed exception handler for Crogram FilesFIGfx - Meta Traderexpertslibrariesmt4R.dll
[5216] installed exception handler for Crogram FilesFIGfx - Meta Traderexpertslibrariesmt4R.dll
[5216] lt;-1gt; TRConsole: destroying
[5216] removed exception handler for Crogram FilesFIGfx - Meta Traderexpertslibrariesmt4R.dll


Can it be of any help? Or shud I catch it.

Originally Posted by ;

I ran the debugview.exe and subsequently began the terminal. It crashed with the under mistakes in the debugview


[1520] installed exception handler for Crogram FilesFIGfx - Meta Traderexpertslibrariesmt4R.dll
[1520] lt;-1gt; TRConsole: destroying
[1520] removed exception handler for Crogram FilesFIGfx - lt Traderexpertslibrariesmt4R.dll
[5216] installed exception handler for Crogram FilesFIGfx - Meta Traderexpertslibrariesmt4R.dll
[5216] lt;-1gt; TRConsole: destroying
[5216] removed exception handler for Crogram FilesFIGfx - lt Traderexpertslibrariesmt4R.dll


Can Be...

could you put the debug level RDEBUG to 2 and try again?

Which variant of R do you have?
Did you place the correct RPATH in the EA?
Which version of windows are you working?

[Edit:] for confused readers of the thread: we are speaking about the EA that I submitted in the cointegration and mean reversion thread

[Edit2]: Problem found: You did not specify the right path to your Rterm.exe. You must configure this correctly in the file. I am conscious that it shouldn't be the behavior when this occurs, to crash, It should ch this gracefully and report the error instead. The next variant of mt4R.dll will get this fixed (I've fixed it already for another release). In the meantime make sure you always specify the proper path to Rterm.exe and it won't crash.

Maybe you could help me out...

When trying to compile the EA you posted in the very first page, I have warnings telling me that StartR, StopR, RX, etc. acts are not referenced and will be removed from the exp file.

Would you help me out?

I'm really eager to try out this as we've done a bit of actuarial modeling in faculty on R through GNU Emacs!