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Metatrader5 and Python

  • #61
  • Feb 21, 2021 8:04pm Feb 21, 2021 8:04pm
I guess plotting chart objects is outside the scope of the python api sadly
  • #62
  • Mar 22, 2021 12:56am Mar 22, 2021 12:56am
Does anyone else have to make different time adjustments depending on whether you request ticks or candles? I have to add 8 hours for one and subtract 6 hours for another. Very odd.
  • #63
  • Jun 29, 2021 5:10pm Jun 29, 2021 5:10pm
Hi Rudy,
the current API returns a timestamp in unix format, therefore, the default timezone is set to GMT+0.

Example: broker server time is set to GMT+2

import pandas as pd
ticks = pd.DataFrame(mt.copy_ticks_range())

The resulting data frame will return the following columns:
time(unix), bid, ask, volume,...

To convert the timestamp to a datetime object, use the fromtimestamp method from the datetime library:

from datetime import datetime
ticks['time'] = ticks['time'].apply(lambda x: datetime.fromtimestamp(x))
  • #64
  • Jun 29, 2021 6:56pm Jun 29, 2021 6:56pm
Well maybe I need to go back and look at it again but I was converting to datetime and getting different results based on data type requested.

Also, why not just do:

ticks.time = pd.to_datetime(ticks.time)
  • #65
  • Jul 30, 2021 8:01am Jul 30, 2021 8:01am
Hello guys,

Can anyone here explain the general procedure for building mt5 python scripts (ea's that are attached to the chart) by this I mean, provide answers to questions like:

1. How to make it possible for the script to be attached to a chart (apparently not all scripts can be attached)
2. How to make scripts that work on multiple pairs at the same time?
3. How to make a script automatically work with chart (symbol) its attached to?
4. Does the script automatically work on each tick?
  • #66
  • Aug 11, 2021 1:56pm Aug 11, 2021 1:56pm
Does anyone use the order expiration parameter? It doesn't seem to work with datetime format, and based on this

https://www.mql5.com/en/docs/integra...t5ordersget_py

I'm guessing it might need to be in that
Inserted Code
time_setup_msc
format, whatever that is.. it doesn't look like a timestamp.

I'd appreciate any help so I don't need to track expirations separately.
  • #67
  • Aug 14, 2021 5:21pm Aug 14, 2021 5:21pm
Quoting sinqua
Hello guys, Can anyone here explain the general procedure for building mt5 python scripts (ea's that are attached to the chart) by this I mean, provide answers to questions like: 1. How to make it possible for the script to be attached to a chart (apparently not all scripts can be attached) 2. How to make scripts that work on multiple pairs at the same time? 3. How to make a script automatically work with chart (symbol) its attached to? 4. Does the script automatically work on each tick?
why do you want to run your code in mt5? I’ve never done it, but it seems potentially limiting. I’ve built a ton of stuff at this point and it all runs in a terminal or vs code. I’d imagine it would get messy having programs running as scripts on random charts
  • #68
  • Sep 21, 2021 3:28am Sep 21, 2021 3:28am
Quoting rudy5
Does anyone use the order expiration parameter? It doesn't seem to work with datetime format, and based on this https://www.mql5.com/en/docs/integra...t5ordersget_py I'm guessing it might need to be in that time_setup_msc format, whatever that is.. it doesn't look like a timestamp. I'd appreciate any help so I don't need to track expirations separately.
I guess I was just being dumb

Inserted Code
def _set_expiration(timeframe:str, info:dict, num_candles:int):
    ''' Set the order expiration at n candles from now. 'info' is
    from mt5.symbol_info(symbol)._asdict() '''
 
    tf_to_sec = {
        'H12': 43200,
        'H8': 28800,
        'H6': 21600,
        'H4': 14400,
        'H2': 7200,
        'H1': 3600,   
        'M30': 1800,
        'M20': 600,
        'M15': 900,
        'M10': 600,
        'M5': 300,
        'M3': 180,
        'M1': 60,
    }              
 
    # info.time is current server time
    return info['time'] + (tf_to_sec[timeframe] * num_candles)
  • #69
  • Oct 9, 2021 8:57am Oct 9, 2021 8:57am
Hi guys, I just came across python integration. is it limited to just scripts or can we make EA's out of it ?
strip things naked
  • #70
  • Oct 10, 2021 2:30pm Oct 10, 2021 2:30pm
Quoting anjanbabu
Hi guys, I just came across python integration. is it limited to just scripts or can we make EA's out of it ?
Here are the available commands.

https://www.mql5.com/en/docs/integra...on_metatrader5
  • #71
  • Oct 10, 2021 2:32pm Oct 10, 2021 2:32pm
Quoting sinqua
Hello guys, Can anyone here explain the general procedure for building mt5 python scripts (ea's that are attached to the chart) by this I mean, provide answers to questions like: 1. How to make it possible for the script to be attached to a chart (apparently not all scripts can be attached) 2. How to make scripts that work on multiple pairs at the same time? 3. How to make a script automatically work with chart (symbol) its attached to? 4. Does the script automatically work on each tick?
Use an event-oriented design with a loop if you want continuous execution. Be careful if you use multithreading, multiprocessing and/or asynchronous patterns, because it is quite complex to write thread-safe code.

For the rest, just check the documentation.
  • #72
  • Oct 10, 2021 3:02pm Oct 10, 2021 3:02pm
Quoting scherzi
{quote} Here are the available commands. https://www.mql5.com/en/docs/integra...on_metatrader5
Hi thanks for replying. I see that order_send function can be used to send orders to the terminal. Do I have to write and run the code in mql5 editor under python script folder ? As shown here?
Attached Image (click to enlarge)
Click to Enlarge Name: Screenshot 2021-10-11 at 1.32.22 AM.png Size: 916 KB
strip things naked
  • #73
  • Oct 10, 2021 3:07pm Oct 10, 2021 3:07pm
Quoting anjanbabu
{quote} Hi thanks for replying. I see that order_send function can be used to send orders to the terminal. Do I have to write and run the code in mql5 editor under python script folder ? As shown here? {image}
I use Pycharm for Python because it offers a few debugging features that I appreciate. I have never written it on MT5.

The best you can do is maybe to create a virtual environment with Python and install there the modules you need.

You can also try that wizard and see.

I think you a are a bit lost.

Mt4Api is an unofficial extension for C# that is free and may also be of interest for you. It is more complex than python to use, but it is worth the effort.
  • #74
  • Oct 10, 2021 3:21pm Oct 10, 2021 3:21pm
is anyone using a trade copier from mt5 to mt4 that they could recommend?
  • #75
  • Oct 11, 2021 12:47am Oct 11, 2021 12:47am
Quoting rudy5
is anyone using a trade copier from mt5 to mt4 that they could recommend?
I think fxblue is ok.
  • #76
  • Oct 15, 2021 2:59pm Oct 15, 2021 2:59pm
Quoting rudy5
Does anyone else have to make different time adjustments depending on whether you request ticks or candles? I have to add 8 hours for one and subtract 6 hours for another. Very odd.
Found the problem. I was using datetime.now() for the copy_to argument which equated to not asking for the current latest data. If I put datetime.now()+pd.Timedelta('1 day') I do get the latest data. Heh... oops.

Perhaps this is what Kaetea was talking about.
  • #77
  • Oct 28, 2021 10:20pm Oct 28, 2021 10:20pm
Im trying to add some trade modification functions (partial close) and can't figure out the right params.. any one have code for that written?
  • #78
  • Oct 29, 2021 6:44am Oct 29, 2021 6:44am
Quoting rudy5
Im trying to add some trade modification functions (partial close) and can't figure out the right params.. any one have code for that written?
Assuming you have a trade with the ticket id 1000. To close it you must create a request dictionary looking like this:

ticket = 1000

request = { "action": mt5.TRADE_ACTION_DEAL,
"symbol": SYMBOL,
"volume": volume, #specify how much you want to close. If the volume is less than the volume of the open position, it is a partial close
"type": order_type, # mt5.ORDER_TYPE_BUY or mt5.ORDER_TYPE_SELL
"position": ticket, #specify the ticket number of your open position
"price": price,
"deviation": 20,
"magic": 234000,
"comment": "python script close",
"type_time": mt5.ORDER_TIME_GTC,
"type_filling": mt5.ORDER_FILLING_IOC, }

Then pass this request dictionary to mt5.order_send

order_result = mt5.order_send(request)
  • #79
  • Oct 29, 2021 12:43pm Oct 29, 2021 12:43pm
Have you tested that? I tried a lot of varieties and nothing worked. That was probably the first thing I tried

there’s also “ORDER_TYPE_CLOSE_BY” which seems to be what I’d need but that didn’t work either
  • #80
  • Oct 29, 2021 5:35pm Oct 29, 2021 5:35pm
I was scrolling thru the options that pop up if you type "mt5." and it looks like maybe I can just call "mt5.Close"
Attached Image (click to enlarge)
Click to Enlarge Name: trade_close.png Size: 38 KB

I can't test it now that its the weekend but it looks like if I just pass the symbol and ticket everything else will be handled for me. And for partial closes I can just add a line to check if I passed a volume arg, otherwise use "pos.volume"
Attached Image (click to enlarge)
Click to Enlarge Name: tradclose.png Size: 38 KB
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