MQL4 -> R-Project - Interface Library

Thanks samkar97 ! I had already solved this issue (I did not see the RExecute function at first), but now I am stuck on something else.
I found this mt-R library because I need OHLC data in realtime (saved every minute as the candles closes, not by tick) to work in R. Does anyone have a code for that?
I have a script that saves OHLC data perfectly, but it only works once (when moved to the chart). I don't know MQL5. I can only code in R.

//+------------------------------------------------------------------+
//| R_Prediction.mq5 |
//+------------------------------------------------------------------+
#property copyright ""
#property link "http://www.forexfactory.com/showthread.php?t=260422&page=10"
#property version "1.00"
#property strict
#include <R.mqh>
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_plots 1
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_label1 "Prediction"
#property indicator_width1 2
//input string InpCommand="d:\\R\\R-3.3.2\\bin\\x64\\Rterm.exe";//Path to Rterm.exe
input string InpCommand="C:\\Program Files\\R\\R-3.5.2\\bin\\x64\\Rterm.exe --no-save";//Path to Rterm.exe
input int InpOrder=200;//Order
input int InpBack=500;//Back
input int InpAhead=20;//Ahead
double PredictBuffer[];
long R;
bool recalc;
const bool dll_allowed=MQLInfoInteger(MQL_DLLS_ALLOWED);
double hist[];
double pred[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{

//--- chart offset
if(!ChartGetInteger(0,CHART_SHIFT))
{
ChartSetDouble(0,CHART_SHIFT_SIZE,20);
ChartSetInteger(0,CHART_SHIFT,true);
}

//---
SetIndexBuffer(0,PredictBuffer);
ArraySetAsSeries(PredictBuffer,true);
#ifdef __MQL4__
SetIndexShift(0,InpAhead);
#endif
#ifdef __MQL5__
PlotIndexSetInteger(0,PLOT_SHIFT,InpAhead);
#endif
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
//---
if(dll_allowed)
{
R=RInit(InpCommand+" --no-save",2);
if(R==0)
Comment("\nInvalid path: ",InpCommand);
else
Comment(StringFormat("\nHistory: %d bars, method: OLS, order: %d",InpBack,InpOrder));
}
else
Comment("\nDLL calls are not allowed. Please switch on this option.");
//---
ArrayResize(pred,InpAhead);
ArrayResize(hist,InpBack);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(dll_allowed)
RDeinit(R);
Comment("");
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(close,true);
//--- no data in the history, exit
if(rates_total<=InpBack)
return(0);
if(prev_calculated==0 ||
rates_total-prev_calculated>0)
{
ArrayInitialize(PredictBuffer,EMPTY_VALUE);
//--- set 'recalc' flag - need to make a new prediction
recalc=true;
}
if(!recalc)
return(rates_total);
if(!dll_allowed)
return(0);
//--- last RExecuteAsync() is still not finished, do nothing.
if(RIsBusy(R))
return(0);
//---
if(RGetInteger(R,"as.integer(exists('model'))")==1)
{
// there exists a model (the variable is set).
// This means a previously started RExecuteAsync() has finished.
// we can now predict from this model and plot it.
RAssignInteger(R,"ahead",InpAhead);
RExecuteAsync(R,"pred <- predict(model, n.ahead=ahead)$pred");
RGetVector(R,"rev(pred)",pred,InpAhead);
for(int i=0; i<InpAhead; i++)
PredictBuffer[i]=pred[i];
//--- clear flag
recalc=false;
}
// make a (new) prediction
for(int i=0; i<InpBack; i++)
hist[i]=close[i];

RAssignVector(R,"hist",hist,ArraySize(hist));
RExecute(R,"hist <- rev(hist)");

RExecute(R, "source('C:\\Users\\Orwell4\\Desktop\\Guesser\\Guesser.R')");

//---
return(rates_total);
}
//+------------------------------------------------------------------+


Why this doesn't work? My Guesser.R file contains this:

write.csv(hist, file = "C:\\Users\\Orwell4\\Desktop\\Guesser\\result.csv")

every time I run a backtest of EA with R connection, it works fine but as the backtest finish if I want to run a second time the MT4 crash and I have to restart.
any one facing same issue?

Does no one else facing this crashing issue?

Hello every one. Can someone help me?
I want to compile R-Indicator.mq4.
But after clicking compile in Metaeditor, Many errors are created such as:

can't open "C:\Users\Jahangiri\AppData\Roaming\MetaQuotes\Terminal\189BC7A24A3341942F1B5D22350DF505\MQL4\Include\mt4R.mqh" include file R-Indicator.mq4 include file

'$' - unknown symbol R-Indicator.mq4 61 51

'“Copyright' - undeclared identifier R-Indicator.mq4 6 21

'2010' - some operator expected R-Indicator.mq4 6 32

'“https' - undeclared identifier R-Indicator.mq4 7 21

....
The following is R-Indicator.mq4




//+——————————————————————+
//| R-Indicator.mq4 |
//| Copyright 2010, Bernd Kreuss |
//| https://www.doubledoji.com |
//+——————————————————————+
#property copyright “Copyright 2010, Bernd Kreuss”
#property link “https://www.doubledoji.com”
#property version “1.00”
#property strict
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 2
#include <mt4R.mqh>
extern int order = 200;
extern int back = 500;
extern int ahead = 20;
int R;
double buf_prediction[];
int init(){
SetIndexBuffer(0, buf_prediction);
SetIndexStyle(0, DRAW_LINE);
SetIndexShift(0, ahead);
//–You should change the following bold path in your MQL4 file according to your hard drive and R version
R = RInit(“C:/Program Files/R/R-4.1.1/bin/i386/Rterm.exe –no-save”,2);
Comment(“history: ” + (string)back + ” bars, method: OLS, order: ” + (string)order);
return(0);
}
int deinit(){
RDeinit(R);
return(0);
}
int start(){
double hist[];
double pred[];
int i;
if (RIsBusy(R))
{
// last RExecuteAsync() is still not finished, do nothing.
return(0);
}
if(RGetInteger(R, “as.integer(exists(‘model’))”) == 1)
{
// there exists a model (the variable is set).
// This means a previously started RExecuteAsync() has finished.
// we can now predict from this model and plot it.
RAssignInteger(R, “ahead”, ahead);
RExecute(R, “pred <- predict(model, n.ahead=ahead)$pred”);
ArrayResize(pred, ahead);
RGetVector(R, “rev(pred)”, pred, ahead);
for (i=0; i<ahead; i++){
buf_prediction[i] = pred[i];
}
}
// make a (new) prediction
// move some history over to R
ArrayResize(hist, back);
for (i=0; i<back; i++){
hist[i] = Close[i];
}
RAssignVector(R, “hist”, hist, ArraySize(hist));
RExecute(R, “hist <- rev(hist)”);
// crunch the numbers in the background and return from the start() function
// RIsBusy() in the next ticks will tell us when it is finished.
RAssignInteger(R, “ord”, order);
RExecuteAsync(R, “model <- ar(hist, aic=FALSE, order=ord, method=’ols’)”);
return(0);
}

you are missing 2 files mt4r.mqh and mt4r.dll. I would upload both but DLL is obviously forbidden to attach here, but you can download both directly from Author from here:
R for MetaTrader - 7bit (google.com)

mqh must go to \MQL4\Include
dll into \MQL4\Libraries

Hope that helps

Dear mcquak
Thank you. I had copied mt4r.dll into \MQL4\Libraries, and mt4r.mqh and common_functions.mqh into \MQL4\Include. However, I have the problem I mentioned above.

You had but you are still experiencing

can't open "C:\Users\Jahangiri\AppData\Roaming\MetaQuotes\Terminal\189BC7A24A3341942F1B5D22350DF505\MQL4\Include\mt4R.mqh" include file R-Indicator.mq4 include file
?

Fair enough, I do not know then

@v62jahangiri, try this one (attached). All formatting problems have been fixed