I am working on a Machine Learning based Python script that analyzes stock/forex prices. Currently, the script works fine using 15 basic financial indicators to make decisions on whether to open a position or not. However, I now want to use a wider selection of indicators. I had previously collected ~1000 of them, written in MQL4. I have been programming in Python for years now, but my knowledge of MQL4 is quite rudimentary. Still, I could probably program these indicators in Python, one by one, but I am hoping there is another way to go about it, since the amount is too large, and in the future we might want to further extend the selection.
My initial idea was the following: Instead of trying to "pythonize" the .mq4 files at all costs, what if I could keep them with some minor modification only, and make the Python script evaluate them?
For example, I would want to calculate the RSI for Apple (AAPL) stock prices. (Since this is a very common indicator, there are various Python modules out there that can handle this - treat this example purely as a demonstration.) The Python script would download Apple stock data (e.g. using the Yahoo Finance API module), save it in a csv file, launch the modified RSI.mq4 file to calculate relative strength index, and read the MQL script's outputs.
My doubt is: does this even make sense and is it realistic to do? I have never seen examples of indicators that were not meant to be placed on a trading window in MetaTrader, but that read in a csv, operated on the data (as in: calculating an indicator for instance), and then saved the results to another csv file.
My initial idea was the following: Instead of trying to "pythonize" the .mq4 files at all costs, what if I could keep them with some minor modification only, and make the Python script evaluate them?
For example, I would want to calculate the RSI for Apple (AAPL) stock prices. (Since this is a very common indicator, there are various Python modules out there that can handle this - treat this example purely as a demonstration.) The Python script would download Apple stock data (e.g. using the Yahoo Finance API module), save it in a csv file, launch the modified RSI.mq4 file to calculate relative strength index, and read the MQL script's outputs.
My doubt is: does this even make sense and is it realistic to do? I have never seen examples of indicators that were not meant to be placed on a trading window in MetaTrader, but that read in a csv, operated on the data (as in: calculating an indicator for instance), and then saved the results to another csv file.