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Calculating correlation in python then sending to Metatrader 5 replies

Python or Perl? 17 replies

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embedding python

  • #1
  • First Post: Edited Aug 22, 2009 6:11pm Aug 13, 2009 1:51pm | Edited Aug 22, 2009 6:11pm
Problem solved! Python can now be used from mql4, even multithreading EAs, network servers, etc. are now possible! Here is the project: http://sites.google.com/site/prof7bi...on-integration

------------------------- original posting ------------------------
Since here are many programmers looking for challenging tasks, here is one:

Make the following lines of code work so that it doesn't immediately segfault when calling PyRun_SimpleString(). I assume there is something wrong with the way metatrader passes strings to c functions. but i have no idea how to fix it. From what i know PyRun_SimpleString() argument is defined as

Inserted Code
char *command
other sources i found via google mention something like

Inserted Code
const char *command
I have no idea how to express the above in mql4 or whether there is another error in the way i am approaching this:

Inserted Code
#import "python26.dll"
void Py_Initialize();
void Py_Finalize();
int PyRun_SimpleString(string code);
#import


int init(){
    Py_Initialize();
    PyRun_SimpleString("42");
    Py_Finalize();
   
    return(0);
}
TIA,
Bernd
  • #2
  • Aug 16, 2009 2:41pm Aug 16, 2009 2:41pm
http://7bit.ath.cx/forex/code/py26/

This is a binding for python-2.6

copy the dll to libraries and the mqh to include and then you can include it and execute arbitrary python code, import modules, call functions, start threads, etc.

next week i want to see the first webserver for mt4 ;-)

comments please!
  • #3
  • Aug 17, 2009 3:24am Aug 17, 2009 3:24am
Nice work...!
Can you kindly switch on your P.Message settings in your profile !
Regards
100 Fold Challenge->Interested? ->https://www.forexfactory.com/thread/32152
  • #4
  • Aug 17, 2009 6:13pm Aug 17, 2009 6:13pm
I can answer my first posting, the crash occured because of python26.dll using __cdecl instead of __stdcall and thus not restoring the stack pointer before returning.

Also the api of my binding will have to change a bit, currently it allows to ececute arbitrary python code (without return value) and reading / writing of global variables and items in lists (by directly accessing the python objects rather than evaluating an expression every time for speed reasons).

I will change this so that either an arbitrary expression given as a string can be evaluated and the value returned (slow because of parsing/compiling everytime) or by first obtaining pointers to PyObject objets from an objects __dict__ or from a list and then in a second step get the actual value of the object by using that pointer (faster when looping through big lists because no parsing/compiling is needed).

Also i will have to see whether there will be problems (and how to avoid them without too much effort) when different threads (expert advisors) use the same python instance concurrently.
  • #5
  • Aug 18, 2009 1:24pm Aug 18, 2009 1:24pm
attached are my current versions of the files, including dll source code (Lazarus/FPC)
Attached File(s)
File Type: mqh py26.mqh   1 KB | 966 downloads
File Type: zip py26_dll_pascal_source.zip   < 1 KB | 853 downloads
File Type: zip py26.dll.zip   15 KB | 900 downloads
  • #6
  • Aug 20, 2009 4:30pm Aug 20, 2009 4:30pm
It seems like i have solved the threading problem. You can find the newest files here: http://sites.google.com/site/prof7bi...on-integration

Attached is a screenshot of what i was able to do after having implemented multithreading
Attached Image (click to enlarge)
Click to Enlarge Name: python_threads_now_working.png Size: 62 KB
  • #7
  • Oct 26, 2009 3:21am Oct 26, 2009 3:21am
It's more likely than you think.

Building up on 7bit's work to expose the python interpreter to mql4 code, I'm working on a bridge that'll expose every builtin mql4 function and property to Python

This is what such a Python EA could look like:

Inserted Code
class SampleEA(MT4EA):
    def ea_init(self, mt4):
        self.tick = 0
    def ea_start(self, mt4):
        mt4.RefreshRates()
        self.tick += 1
        c = mt4.Close
        s = "Tick  = "+ str(self.tick)+" -Count="+str(mt4.GetTickCount())+" - Ask =" +str(mt4.Ask)+ " closelen= "+str(len(c))
        if (len(c)>0):
            s += " close[0]="+str(c[0])
        mt4.Comment(s)
    def ea_deinit(self, mt4):
        print("sampleEA_deinit.")
        pass
The bridge itself is mildly painful to write. The Python side is a breeze, of course, but the mql4 side requires a giant switch to handle every possible builtin call.

So before I waste too much time on this, does it seem like something that would be useful?
How did this get here oh god I am not good with computer.
  • #8
  • Nov 29, 2009 12:35pm Nov 29, 2009 12:35pm
being able to write an EA in python would be the BOMB. Do it krakoukas!!!
  • #9
  • Nov 29, 2009 12:48pm Nov 29, 2009 12:48pm
Quoting 7bit
attached are my current versions of the files, including dll source code (Lazarus/FPC)

I get '... pythonTest USDJPY,M1: cannot call function 'PyInit' from dll 'py26.dll' (error 127) ...'

Do I need a .def file to make this work ???

I put the py26.dll in the experts/libraries folder and the py26.mqh in the experts/include folder.

What am I missing? I would LOVE to work python alongside my EAs!!!
  • #10
  • Edited 1:15pm Nov 29, 2009 12:55pm | Edited 1:15pm
Quoting pipfool
I get '... pythonTest USDJPY,M1: cannot call function 'PyInit' from dll 'py26.dll' (error 127) ...'

Do I need a .def file to make this work ???

I put the py26.dll in the experts/libraries folder and the py26.mqh in the experts/include folder.

What am I missing? I would LOVE to work python alongside my EAs!!!
No, there are no .def files, .def files are never needed for distributing dlls. I have seen the results when googling after metatrader error 127 in some forums, i don't know who first came up with this disinformation, you definitely never need a def file, they may be used in certain development steps with some C/C++ toolchains, but no C/C++ compiler was ever involved when creating this dll, i have never seen nor used nor needed a def file in my whole life, because i always preferred Pascal over C since the early days of Borland. C was already obsolete with the advent of TurboPascal and today with free and modern ObjectPascal compilers available even more so. Check the following things:

* py26.dll must be in the libraries folder (127 means metatrader cannot load the dll)
* python-2.6.x must be installed on your machine
* Python must be installed for all users (python26.dll in the system32 folder)
  • #11
  • Nov 30, 2009 11:35pm Nov 30, 2009 11:35pm
ok. I got it sorted out. Python working
Thanx
  • #12
  • Sep 12, 2011 2:58pm Sep 12, 2011 2:58pm
hi,
cpm was so kind to post a reply in one of my threads which is related to this one.

So I thought it might be also useful to post it here:

Original post of: cpm:

Quoting cpm
Semi-related: I just released a wrapper around prof7bit's "Metatrader Python Integration"[1].
The idea is to make it easier to code EAs, by exposing MT's functionality in a transparent way to python programmers. I haven't tested it much, though.

If you are interested you can find the docs and code here:

http://www.udec.cl/~cpolymeris/MetaTraderPy


[1] http://sites.google.com/site/prof7bi...on-integration


7bit, Any chances to upgrade your dll to Python v2.7.2?
__Thanks__ MJ
  • #13
  • Edited 2:19pm Oct 3, 2011 2:18pm | Edited 2:19pm
Perhaps a github project? Can fork it then.

Out of curiosity, is there any way to get an IDE to allow breakpoints in the Python when called like this?

[edit]
And a very nice project by the way!
  • #14
  • Oct 5, 2011 9:41am Oct 5, 2011 9:41am
Nevermind I read about the MT4 limitations on the very short time you can keep an external process running before it continues execution. Either way this is tremendous!
  • #15
  • Nov 19, 2011 7:16am Nov 19, 2011 7:16am
Quoting M_j
hi,
cpm was so kind to post a reply in one of my threads which is related to this one.

So I thought it might be also useful to post it here:

Original post of: cpm:





7bit, Any chances to upgrade your dll to Python v2.7.2?
I have built a python 2.7.2 DLL using the original source. The DLL and the updated Pascal source attached (in the zip file).

I didn't have a chance to try it out so please let me know if there is an issue.
Attached File(s)
File Type: zip py27-dll-source.zip   79 KB | 897 downloads
  • #16
  • Mar 2, 2012 6:04am Mar 2, 2012 6:04am
Markft, I checked this py27.dll and it was able to load and perform simple PyEvalInt evaluation. So thx for it!

krakoukas any progress in your work? does anyone have any form of contact with krakoukas?
  • #17
  • May 31, 2012 11:11am May 31, 2012 11:11am
Although i have been watching ff for a long time i never really posted here. so hello everyone. Thanks for the great work you guys do.

I have been struggling with the python-mql integraton.

I am able to send variables back and forth but i can not launch pyCrust like in the 7bit's example from here( http://sites.google.com/site/prof7bit/metatrader-python-integration/the-thread-problem). simply nothing happens .
The same sequence of commands from thy python console does the thing, so the paths are correct.

here is a piece of my code. i also was trying to perform some error handling. this method does not really seem to work, perhaps you would have some better idea?


PHP Code
 #include <py26.mqh>
//+------------------------------------------------------------------+
//| script program start function                                    |
//+------------------------------------------------------------------+
int init(){
   PyInit();
   Print ("initializing");
 
   PyExecute("import thread");
   PyExecute("import sys");
   int version_no_pt = PyEvaluate("sys.version_info[1]");
   int version_no = PyGetInt(version_no_pt);
   
   PyExecute("import logging");
   PyExecute("logging.basicConfig(level=logging.DEBUG, format='%(asctime)s %(levelname)s %(message)s',filename='C:pytests.log',filemode='w')");
   PyExecute("logging.debug('log file')");
  
   PyExecute("try:");
    PyExecute("sys.path.append('C:Python26libsite-packageswx-2.8-msw-unicode')");
    PyExecute("from wx_py.PyCrust import main");
    PyExecute("thread.start_new_thread(main,())"); //nothing happens!!!
    PyExecute("logging.debug('new thread started')");
   
   PyExecute("except Exception,e:");
      PyExecute("logging.debug(e)");
   
   PyExecute("ttt=10");
   int ttt= PyEvaluate("ttt");
   int rrr = PyGetInt(ttt);
   Print (version_no); // i mainly use python 2.7 but i the dll is for 2.6 so this is to check if i use correct version with the lib. i do
   Print (rrr); //returns the variable correctly. partial success...
   
   
   
  
   return(0);

}

int start()
  {
   Print ("starting");
  
//----
   
//----
   return(0);
  }
  • #18
  • Jul 23, 2017 4:50am Jul 23, 2017 4:50am
Hello,
Is there a possibility to connect Metatrader to Python 3.5 ? This link does work only for 2.6 as i tried to launch it.
  • #19
  • Sep 5, 2018 2:20am Sep 5, 2018 2:20am
You should go to this page if you are interested in Metatrader Python interface.



https://github.com/OpenTrading/OTMql4Py/
  • #20
  • Last Post: Sep 11, 2020 7:59am Sep 11, 2020 7:59am
Quoting Boa
You should go to this page if you are interested in Metatrader Python interface. https://github.com/OpenTrading/OTMql4Py/
There is also this video that explains how to integrate Python in MT4 environment. It is the best I have watched so far, without the usual jibber jabber!

Regards,
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