Attachments: MQL4 -> R-Project - Interface Library

MQL4 -> R-Project - Interface Library

#61
Sep 18, 2011 7:04am Sep 18, 2011 7:04am

7bit
Joined Mar 2009 | Status: Trader | 1,231 Posts

Quoting tradewiz

Disliked

when i tried to complied the mt4r.mqh file i had the following erroes:

Ignored

These are not errors, they are "warnings". Its the stupid compiler which is warning about essentially nothing. Its background noise. Unfortunately there is no way to turn them off (which is slightly annoying). You can safely ignore them.

#62
Oct 31, 2011 9:12pm Oct 31, 2011 9:12pm

xere
| Joined Sep 2010 | Status: Trader | 57 Posts

Hi and thanks for the interesting thread. Your indicator doesn't run, maybe because it doesn't find the ar function in R. See the debugview (sorry if some prints are in spanish):

[12036] <2> Create: trying to start R: C:/Archivos de programa/R/R-2.13.2/bin/i386/Rterm.exe --no-save
[12036] <2> ExecuteCode: in >>> options(digits=15)
[12036] <2> ExecuteCode: out <<<
[12036] <2> Create: R successfully started
[12036] RInit: RHandle = 33EAF8C (54439820)
[12036] <2> ExecuteCode: in >>> as.integer(as.integer(exists('model')))[1]
[12036] <2> ExecuteCode: out <<< [1] 0
[12036] <2> ExecuteCode: in >>> hist <- c(1.38433, 1.38459, 1.38505, 1.38588, 1.38438, 1.38599, 1.38566, 1.38344, 1.39228, 1.39452, 1.39267, 1.39467, 1.39839, 1.39914, 1.40012, 1.40131, 1.40116, 1.39972, 1.39948, 1.4044, 1.40317, 1.39974, 1.39903, 1.40144, 1.40473, 1.40919, 1.41505, 1.41379, 1.41468, 1.41574, 1.41543, 1.41674, 1.41614, 1.41636, 1.41759, 1.41551, 1.41649, 1.41587, 1.41571, 1.41744, 1.41779, 1.41701, 1.41831, 1.41852, 1.41732, 1.41682, 1.41686, 1.4174, 1.41832, 1.41983, 1.41731, 1.41844, 1.41883, 1.41853, 1.42103, 1.42319, 1.41846, 1.41709, 1.41429, 1.41263, 1.40674, 1.40294, 1.40309, 1.40181, 1.39921, 1.4007, 1.40105, 1.39904, 1.39782, 1.39694, 1.39562, 1.39734, 1.3915, 1.3885, 1.38758, 1.38948, 1.3906, 1.39048, 1.38968, 1.38907, 1.38304, 1.38373, 1.38208, 1.39068, 1.39313, 1.3927, 1.39176, 1.39364, 1.39203, 1.39369, 1.39258, 1.3915, 1.39195, 1.39225, 1.39218, 1.39279, 1.39207, 1.38996, 1.39029, 1.39086, 1.39073, 1.39021, 1.39278, 1.39311, 1.3917, 1.39102, 1.3903, 1.38865, 1.39025, 1.39379, 1.39394, 1.39262, 1.39206, 1.3928, 1.38873, 1.38985, 1.39067, 1.39076, 1.39037, 1.39177, 1.39078, 1.39192, 1.39217, 1.39319, 1.39278, 1.39259, 1.39476, 1.39452, 1.3921, 1.39313, 1.38822, 1.38408, 1.38594, 1.386, 1.38259, 1.38618, 1.38576, 1.38899, 1.39191, 1.39295, 1.38898, 1.38815, 1.38768, 1.38609, 1.38499, 1.38497, 1.38448, 1.38926, 1.38963, 1.38667, 1.38324, 1.38563, 1.38723, 1.38962, 1.3886, 1.38281, 1.38095, 1.37529, 1.3779, 1.37516, 1.37355, 1.37582, 1.37915, 1.37772, 1.37747, 1.37802, 1.37761, 1.37779, 1.37938, 1.37768, 1.37765, 1.37806, 1.37819, 1.37684, 1.37304, 1.37062, 1.36717, 1.36981, 1.37494, 1.37706, 1.38004, 1.38103, 1.38014, 1.3727, 1.37115, 1.37075, 1.37023, 1.37152, 1.37255, 1.37325, 1.37484, 1.37617, 1.37668, 1.3763, 1.37592, 1.37597, 1.37504, 1.37473, 1.37807, 1.37859, 1.37742, 1.38021, 1.38028, 1.38567, 1.3819, 1.3845, 1.38512, 1.38234, 1.38121, 1.3796, 1.38159, 1.38111, 1.38023, 1.37757, 1.37655, 1.37633, 1.37318, 1.37338, 1.37335, 1.37513, 1.37638, 1.37413, 1.37326, 1.3739, 1.37182, 1.3683, 1.36596, 1.37017, 1.36701, 1.36988, 1.36822, 1.3685, 1.3714, 1.37431, 1.37752, 1.3774, 1.37826, 1.37685, 1.37748, 1.37665, 1.3745, 1.37426, 1.37357, 1.37372, 1.3745, 1.37432, 1.37656, 1.37714, 1.37684, 1.37649, 1.3759, 1.37861, 1.37791, 1.37957, 1.38404, 1.38925, 1.38906, 1.38687, 1.3851, 1.3848, 1.38434, 1.38521, 1.3859, 1.38618, 1.3873, 1.38774, 1.38765, 1.38781, 1.3877, 1.38732, 1.38515, 1.38596, 1.38666, 1.38697, 1.3795, 1.37943, 1.37923, 1.37973, 1.37995, 1.37686, 1.37811, 1.3786, 1.37719, 1.376, 1.37501, 1.3759, 1.37234, 1.37522, 1.37337, 1.37717, 1.37769, 1.37856, 1.37823, 1.37682, 1.3747, 1.37292, 1.37053, 1.37016, 1.37331, 1.37343, 1.37396, 1.37255, 1.37383, 1.38084, 1.37818, 1.37854, 1.37998, 1.3794, 1.37829, 1.37786, 1.37852, 1.37777, 1.37894, 1.37786, 1.37913, 1.3791, 1.37908, 1.38259, 1.38112, 1.38042, 1.37946, 1.37845, 1.37875, 1.37604, 1.37708, 1.37965, 1.37649, 1.36882, 1.36623, 1.36325, 1.3614, 1.36136, 1.36077, 1.35986, 1.36098, 1.36329, 1.36443, 1.36487)
[12036] <2> ExecuteCode: out <<<
[12036] <2> ExecuteCode: in >>> hist <- c(hist, 1.36392, 1.36792, 1.36617, 1.3676, 1.36409, 1.36561, 1.36349, 1.35954, 1.35863, 1.35877, 1.35978, 1.3605, 1.35924, 1.36363, 1.36386, 1.36395, 1.36309, 1.36251, 1.36245, 1.36449, 1.36319, 1.36261, 1.36338, 1.36342, 1.36415, 1.36501, 1.36481, 1.3658, 1.36602, 1.36832, 1.36552, 1.36342, 1.36174, 1.35829, 1.35889, 1.35589, 1.35682, 1.35334, 1.34652, 1.3471, 1.34787, 1.34577, 1.34404, 1.34545, 1.3443, 1.33993, 1.33836, 1.33805, 1.33861, 1.339, 1.34092, 1.33916, 1.35118, 1.34914, 1.34822, 1.34825, 1.34368, 1.34374, 1.34244, 1.343, 1.34459, 1.34397, 1.34273, 1.34249, 1.3436, 1.34252, 1.34208, 1.34093, 1.34266, 1.3428, 1.34273, 1.34365, 1.34495, 1.34238, 1.34269, 1.33956, 1.34069, 1.34039, 1.33354, 1.32855, 1.32867, 1.33505, 1.33668, 1.33748, 1.3337, 1.33434, 1.33337, 1.33283, 1.33293, 1.33268, 1.33402, 1.33388, 1.33434, 1.33389, 1.33472, 1.33474, 1.33456, 1.33576, 1.33567, 1.33102, 1.33264, 1.33121, 1.33056, 1.33111, 1.33299, 1.33521, 1.33034, 1.3321, 1.3297, 1.33263, 1.331, 1.33115, 1.3288, 1.32933, 1.32855, 1.32818, 1.33168, 1.33266, 1.33365, 1.33496, 1.33205, 1.32391, 1.32413, 1.32739, 1.32931, 1.32794, 1.31916, 1.3192, 1.31776, 1.3182, 1.32075, 1.31886, 1.31568, 1.32219, 1.32156, 1.32039, 1.31972, 1.32025, 1.3215, 1.31962, 1.319, 1.31928, 1.31906, 1.31757, 1.3203, 1.32198, 1.32441, 1.32684, 1.32802, 1.32745, 1.33159, 1.331, 1.335, 1.33637, 1.33439, 1.33274, 1.33551, 1.33333, 1.33186, 1.33267, 1.33251, 1.33317)
[12036] <2> ExecuteCode: out <<<
[12036] <2> ExecuteCode: in >>> hist <- rev(hist)
[12036] <2> ExecuteCode: out <<<
[12036] <2> ExecuteCode: in >>> ord <- 200
[12036] <2> ExecuteCode: out <<<
[12036] <2> ExecuteCodeAsync: starting separate thread
[12036] <2> ExecuteCodeAsync: in >>> model <- ar(hist, aic=FALSE, order=ord, method='ols')
[12036] <0> GetOutput: Error: R is not running (anymore): model <- ar(hist, aic=FALSE, order=ord, method='ols')
[12036] Error: no se pudo encontrar la función "ar"
[12036] Ejecución interrumpida
[12036] <-1> TPlotEventLoop: terminating

What can I do?

#63
Nov 1, 2011 3:52am Nov 1, 2011 3:52am

surfeur
| Joined Jan 2008 | Status: Trader | 195 Posts

you need install package ARMA before in R

#64
Edited 2:20pm Nov 1, 2011 6:10am | Edited 2:20pm

xere
| Joined Sep 2010 | Status: Trader | 57 Posts

Thanks Surfeur, but I don't find where is ARMA package... Where can I download it?

#65
Nov 15, 2011 1:32am Nov 15, 2011 1:32am

xere
| Joined Sep 2010 | Status: Trader | 57 Posts

Simply I should install de adequate release of R

#66
Dec 26, 2011 6:17am Dec 26, 2011 6:17am

fx-asagi
| Joined Aug 2010 | Status: Trader | 3 Posts

great work !

could you advise the optimization workflow to obtain the set of parameters for the autoregression?

Quoting 7bit

Disliked

[Keywords: mt4R.dll, mt4R.mqh, R, Metatrader]

Hi,

maybe some of you want to experiment with my MT4 -> R interface that allows one to start as many R sessions (usually one per running EA), transfer data forth and back and call R functions. The R sessions will be run as separate processes in the background but the API towards mql4 are synchronous function calls, no ugly text files writing and polling. Communication goes through stdio pipes to and from each of the R processes.

In this .zip file are the needed files (mt4R.mqh and mt4R.dll)...

Ignored

#67
Edited 8:08pm Feb 6, 2012 7:29pm | Edited 8:08pm

mfurlend
| Joined Apr 2010 | Status: Trader | 165 Posts

Can I assign a long multi-line function?
If I try to put it all on the same line then I go over MQL4's string size limit, and if I try to break up the function deceleration into separate statements then R just stalls..

Example:

GetTopN<-function(n)
{
for(i in 1:nrow(actionlist))
{
c[i,1]<-actionlist$OpenTime[i];
c[i,2]<-cor(z[actionlist$RPos[i]+n1,2],x[,2]);
c[i,3]<-cor(z[actionlist$RPos[i]+n1,3],x[,3]);
c[i,4]<-cor(z[actionlist$RPos[i]+n1,4],x[,4]);
c[i,5]<-cor(z[actionlist$RPos[i]+n1,5],x[,5]);
}
avc <- (cbind(c[,1],rowSums(c[,2:5])));
topx <- c[order(avc[,2], decreasing=TRUE),1][1:n];
bottomx <- c[order(avc[,2], decreasing=FALSE),1][1:n];
T<-as.data.frame(c(topx,bottomx),row.names=NULL);
colnames(T)[1]<-"OpenTime";

sqlSave(channel,dat=T,tablename="ReducedList",append=FALSE,rownames=FALSE,safer=FALSE);
sqlQuery(channel,"DELETE FROM ActionList WHERE OpenTime NOT IN (SELECT OpenTime FROM ReducedList)");
}

#68
Edited 11:29am Mar 20, 2012 9:46am | Edited 11:29am

PCWalker
| Joined Mar 2012 | Status: Trader | 12 Posts

Quoting 7bit

Disliked

These are not errors, they are "warnings". Its the stupid compiler which is warning about essentially nothing. Its background noise. Unfortunately there is no way to turn them off (which is slightly annoying). You can safely ignore them.

Ignored

Dear 7bit;

Do you know that there is a Cuda implementation for R, I suppose you have some plans to improve your DLLs.

If you don't have any, I am willing to work with you on the development.

Waiting for your kind reply.
Dorial.

#69
Apr 9, 2012 12:18pm Apr 9, 2012 12:18pm

crashout
| Joined Oct 2006 | Status: Trader | 373 Posts

Hey guys,

I follow all the steps, but the indicator makes my metatrader crashes.

Here is my debugview :

[1160] installed exception handler for C

rogram FilesGo Trader MT4 realexpertslibrariesmt4R.dll
[1160] <2> Create: trying to start R: C

rogram FilesRR-2.11.1binRterm.exe --no-save
[1160] <2> ExecuteCode: in >>> options(digits=15)
[1160] <2> ExecuteCode: out <<<
[1160] <2> Create: R successfully started
[1160] RInit: RHandle = 33F56C (3405164)
[1160] <2> ExecuteCode: in >>> as.integer(as.integer(exists('model')))[1]
[1160] <2> ExecuteCode: out <<< [1] 0
[1160] <2> ExecuteCode: in >>> hist <- c(1.31158, 1.30848, 1.30705, 1.30679, 1.30687, 1.30737, 1.30758, 1.30746, 1.30753, 1.30751, 1.30631, 1.30639, 1.3069, 1.30569, 1.30581, 1.30507, 1.30442, 1.30851, 1.30684, 1.30928, 1.30967, 1.30934, 1.30956, 1.3099, 1.30861, 1.30801, 1.30844, 1.3097, 1.30623, 1.3071, 1.30629, 1.3065, 1.3062, 1.30684, 1.30722, 1.3067, 1.30685, 1.30682, 1.30668, 1.30574, 1.30619, 1.30605, 1.30652, 1.30649, 1.30646, 1.30615, 1.30577, 1.30621, 1.30644, 1.30619, 1.30607, 1.30481, 1.30779, 1.30699, 1.30653, 1.31152, 1.31433, 1.31518, 1.31511, 1.31551, 1.31466, 1.31547, 1.31419, 1.31424, 1.31432, 1.31426, 1.31393, 1.31415, 1.31381, 1.31362, 1.31391, 1.31346, 1.31266, 1.31163, 1.31335, 1.31197, 1.31459, 1.31614, 1.31742, 1.31715, 1.31899, 1.32, 1.31965, 1.31861, 1.32005, 1.32014, 1.31935, 1.32253, 1.32222, 1.32232, 1.3234, 1.32322, 1.32318, 1.32158, 1.33382, 1.33297, 1.33357, 1.33382, 1.33166, 1.33174, 1.33065, 1.33385, 1.33417, 1.33334, 1.33382, 1.33388, 1.33317, 1.33369, 1.33395, 1.33425, 1.33463, 1.33406, 1.33294, 1.33248, 1.33164, 1.33189, 1.33269, 1.33326, 1.33254, 1.33277, 1.33226, 1.32996, 1.32911, 1.3308, 1.33274, 1.3337, 1.3351, 1.33558, 1.33632, 1.33461, 1.33354, 1.334, 1.33334, 1.33415, 1.33399, 1.33384, 1.33559, 1.33716, 1.33407, 1.33356, 1.33321, 1.33302, 1.33319, 1.33334, 1.33156, 1.33434, 1.33409, 1.33413, 1.3332, 1.33484, 1.33398, 1.33526, 1.33616, 1.3348, 1.33553, 1.33474, 1.33491, 1.33472, 1.33416, 1.33137, 1.33024, 1.32979, 1.33015, 1.32937, 1.32855, 1.32761, 1.32737, 1.32635, 1.32773, 1.3279, 1.32775, 1.32817, 1.3276, 1.32812, 1.33192, 1.33394, 1.33314, 1.33153, 1.33216, 1.33248, 1.33243, 1.33159, 1.3328, 1.3325, 1.33146, 1.3314, 1.33147, 1.33199, 1.33215, 1.33115, 1.33053, 1.32984, 1.32886, 1.33154, 1.33016, 1.33397, 1.33458, 1.33434, 1.33458, 1.33574, 1.3325, 1.33323, 1.3326, 1.33285, 1.33301, 1.33219, 1.33297, 1.33281, 1.33206, 1.33183, 1.33163, 1.33194, 1.33352, 1.33401, 1.33368, 1.33353, 1.33219, 1.33361, 1.33451, 1.33335, 1.33534, 1.33612, 1.33489, 1.33424, 1.3343, 1.33529, 1.3351, 1.33516, 1.33532, 1.33527, 1.33587, 1.33562, 1.33547, 1.33562, 1.33564, 1.33578, 1.33427, 1.33316, 1.33276, 1.33264, 1.33252, 1.33115, 1.33125, 1.32442, 1.32364, 1.32164, 1.32078, 1.32377, 1.32531, 1.32566, 1.32537, 1.32648, 1.32628, 1.3265, 1.32671, 1.32828, 1.32798, 1.32669, 1.3266, 1.32631, 1.32615, 1.32673, 1.32617, 1.32735, 1.32395, 1.32521, 1.32249, 1.32565, 1.32577, 1.32685, 1.32374, 1.31975, 1.3197, 1.32021, 1.32075, 1.32008, 1.31976, 1.31962, 1.3204, 1.31976, 1.31973, 1.31996, 1.31867, 1.3182, 1.3183, 1.31899, 1.31924, 1.31658, 1.31521, 1.3169, 1.3159, 1.31587, 1.31577, 1.31637, 1.32225, 1.32436, 1.32441, 1.32312, 1.32271, 1.32223, 1.32404, 1.32281, 1.32167, 1.32119, 1.32114, 1.32153, 1.32085, 1.32025, 1.31968, 1.32025, 1.31893, 1.31978, 1.32231, 1.32219, 1.32361, 1.32542, 1.32647, 1.32784, 1.32513, 1.3274, 1.32681, 1.32723, 1.32676, 1.32763, 1.3262, 1.32638, 1.32375, 1.32291, 1.32231, 1.32227, 1.32215, 1.32289, 1.32302, 1.32344, 1.32207, 1.32325, 1.32302)
[1160] <2> ExecuteCode: out <<<
[1160] <2> ExecuteCode: in >>> hist <- c(hist, 1.31871, 1.31811, 1.32019, 1.319, 1.32284, 1.3223, 1.32314, 1.32295, 1.32321, 1.32344, 1.32245, 1.32338, 1.32398, 1.32285, 1.32336, 1.32363, 1.3237, 1.3237, 1.3237, 1.32417, 1.32451, 1.32403, 1.32053, 1.31548, 1.31553, 1.31562, 1.31667, 1.31632, 1.31437, 1.31592, 1.31664, 1.31675, 1.31681, 1.31703, 1.3165, 1.31681, 1.31674, 1.3176, 1.31796, 1.31722, 1.3165, 1.31708, 1.31671, 1.31777, 1.31695, 1.31739, 1.31624, 1.31284, 1.30733, 1.30608, 1.30539, 1.30657, 1.30769, 1.30738, 1.30803, 1.3085, 1.30938, 1.3086, 1.30738, 1.30699, 1.30761, 1.30705, 1.30783, 1.30798, 1.3082, 1.30953, 1.31006, 1.30895, 1.30689, 1.30697, 1.30432, 1.3059, 1.30554, 1.30414, 1.30548, 1.30501, 1.30523, 1.30524, 1.30227, 1.30349, 1.30278, 1.30263, 1.30164, 1.30192, 1.30198, 1.30302, 1.30291, 1.30314, 1.30247, 1.30227, 1.30178, 1.30372, 1.30229, 1.30492, 1.30569, 1.30662, 1.30651, 1.30718, 1.30567, 1.30596, 1.30464, 1.30429, 1.3038, 1.30688, 1.30763, 1.30667, 1.30608, 1.30663, 1.30786, 1.30816, 1.30802, 1.30816, 1.30712, 1.30704, 1.31098, 1.3111, 1.31078, 1.30806, 1.30644, 1.306, 1.31065, 1.31163, 1.31437, 1.31284, 1.31636, 1.31621, 1.31576, 1.31753, 1.31825, 1.31797, 1.316, 1.31609, 1.31691, 1.31545, 1.31468, 1.31555, 1.31471, 1.31481, 1.31472, 1.31475, 1.31395, 1.31243, 1.31202, 1.31217, 1.31173, 1.31072, 1.31225, 1.31149, 1.31093, 1.31067, 1.30823, 1.30912, 1.30957, 1.30956, 1.30932, 1.31097, 1.31215, 1.31158, 1.31191, 1.31141, 1.31052, 1.31072, 1.31174)
[1160] <2> ExecuteCode: out <<<
[1160] <2> ExecuteCode: in >>> hist <- rev(hist)
[1160] <2> ExecuteCode: out <<<
[1160] <2> ExecuteCode: in >>> ord <- 200
[1160] <2> ExecuteCode: out <<<
[1160] <2> ExecuteCodeAsync: starting separate thread
[1160] <2> ExecuteCodeAsync: in >>> model <- ar(hist, aic=FALSE, order=ord, method='ols')
[1160] exception C00002B5 at 005BC4B5 in C

rogram FilesGo Trader MT4 realterminal.exe -> EXCEPTION_CONTINUE_SEARCH
[1160] exception C0000005 at 5D410A25 in C:WINDOWSsystem32dbghelp.dll -> EXCEPTION_CONTINUE_SEARCH
[1160] exception C0000005 at FD60C501 in C

rogram FilesGo Trader MT4 realterminal.exe -> EXCEPTION_CONTINUE_SEARCH
[1160] exception C0000005 at FD60C501 in C

rogram FilesGo Trader MT4 realterminal.exe -> EXCEPTION_CONTINUE_SEARCH
[1160] <2> ExecuteCodeAsync: out <<<
[1160] exception C0000005 at FD60C501 in C

rogram FilesGo Trader MT4 realterminal.exe -> EXCEPTION_CONTINUE_SEARCH
[1160] exception C0000005 at FD60C501 in C

rogram FilesGo Trader MT4 realterminal.exe -> EXCEPTION_CONTINUE_SEARCH
[1160] exception C00000FD at 7C947A50 in C:WINDOWSsystem32ntdll.dll -> EXCEPTION_CONTINUE_SEARCH

So what can i do ?

Please help me !!

#70
Apr 9, 2012 1:56pm Apr 9, 2012 1:56pm

stevegee58
Joined Oct 2005 | Status: Pip Slappa Extrordinaire | 1,013 Posts

Looks like you did not enter the path to the directory of your R installation correctly.

Have you installed R yet? If so, you still need to point whatever indicator you write to the R installation directory as specified in mt4R.mqh.

You are in a maze of twisty little passages, all alike.

#71
Apr 10, 2012 1:58am Apr 10, 2012 1:58am

crashout
| Joined Oct 2006 | Status: Trader | 373 Posts

Quoting stevegee58

Disliked

Looks like you did not enter the path to the directory of your R installation correctly.

Have you installed R yet? If so, you still need to point whatever indicator you write to the R installation directory as specified in mt4R.mqh.

Ignored

Thank you, i was doing all right, but now it works, simply use a 4 digit broker !

Thanks again

#72
Jun 3, 2012 9:42am Jun 3, 2012 9:42am

ShinjiOno
| Joined Jun 2012 | Status: Trader | 10 Posts

Hi,

Very good effort to link R to MT4 that makes strategy execution alot simpler and easier.

However, how do I get the DebugView to work properly?

What I'm getting is as attached

Attached Image (click to enlarge)

Click to Enlarge

Name: a.gif
Size: 36 KB

#73
Aug 14, 2012 12:38pm Aug 14, 2012 12:38pm

FXEZ
Joined Jan 2007 | Status: developing... | 974 Posts

Using 7Bit's great mt4R.dll tool I translated the Metatrader interface to a VB6 class that can make the calls to 7Bit's dll. This means VB6 / VBA developers can now link their applications to R via a simple class interface to harness all the power of a true statistical computing environment, R without additional COM overhead requred by (D)Com Statconnector.

Calling R From VB6 VBA

Included in the download is a demo application to show how to implement R into your VB6 code using the cMT4R class.

I posted about this a year ago but have been very busy and just got around to updating / finishing it. I did get VB6 matrices to work in R. Just note that in R the order goes:

Inserted Code

A[row, column]

While in VB6 / VBA you declare your array as:

Inserted Code

A(column, row)

#74
Aug 14, 2012 12:46pm Aug 14, 2012 12:46pm

FXEZ
Joined Jan 2007 | Status: developing... | 974 Posts

After making the VB6 translation, I decided I needed to access R from C#. So I translated the VB6 class to C# so that C# .NET developers may now access R using 7Bit's mt4R.dll.

C# / .NET developers can link their applications to R via a simple class interface to harness all the power of a true statistical computing environment, R.

Calling R From CSharp DotNet

Included in the download is a demo application to show how to implement R into your C# code using the cMT4R class.

The matrix operation caveats mentioned regarding VB6 arrays are not a problem for C# developers. R and C# matrices are both arranged as:

row, column

#75
Aug 14, 2012 1:31pm Aug 14, 2012 1:31pm

Graff
| Joined May 2009 | Status: Trader | 35 Posts

Can you translate it to MQL5 and give us a few examples?

#76
Aug 14, 2012 2:06pm Aug 14, 2012 2:06pm

FXEZ
Joined Jan 2007 | Status: developing... | 974 Posts

Quoting Graff

Disliked

Can you translate it to MQL5 and give us a few examples?

Ignored

Sorry, I don't use MT5.

#77
Aug 15, 2012 3:09am Aug 15, 2012 3:09am

yc0137
| Joined Aug 2006 | Status: Trader | 3 Posts

FXEZ thanks for your work...

#78
Aug 15, 2012 7:07pm Aug 15, 2012 7:07pm

stevegee58
Joined Oct 2005 | Status: Pip Slappa Extrordinaire | 1,013 Posts

It's funny you were porting this to other languages. I was porting the interface to 7bit's DLL to C++ a few months ago and got stumped with a runtime exception. I didn't need it immediately so I continued with my current projects figuring I'd get back to it.

You are in a maze of twisty little passages, all alike.

#79
Feb 14, 2013 2:39am Feb 14, 2013 2:39am

croupier
| Joined Jul 2012 | Status: Trader | 20 Posts

Is 7bit still maitaining this MT4R API?
I downloaded the zip file and installed to MT4, tried the example code for auto-regression but othing actually showed up in the MT4 terminal, same for the 2 sample EAs (Trend-O-Mat and Arb-O-Mat), just wonder if anything wrong with the R version (I use R-2.15.2, and MT4R version 1.3.0.27). Thanks.

#80
Feb 14, 2013 8:11am Feb 14, 2013 8:11am

FXEZ
Joined Jan 2007 | Status: developing... | 974 Posts

Quoting croupier

Disliked

Is 7bit still maitaining this MT4R API?
I downloaded the zip file and installed to MT4, tried the example code for auto-regression but othing actually showed up in the MT4 terminal, same for the 2 sample EAs (Trend-O-Mat and Arb-O-Mat), just wonder if anything wrong with the R version (I use R-2.15.2, and MT4R version 1.3.0.27). Thanks.

Ignored

I guess I'm on the help desk today...

Croupier, see this post

Edit .mqh file with your R installation path

and then scroll up to post #9 and see if any of that gives you some ideas to debug your problems.

FYI IIRC I don't think it works with 64 bit in MT4. Use 32 bit R with 32 bit MT4

Platform Tech
/
MQL4 -> R-Project - Interface Library
Reply to Thread
- 1 2 3 Page 4 5 6 11
- 1 3 Page 4 5 11

1 trader viewing now

Options

Similar Threads

MQL4 -> R-Project - Interface Library