MQL4 -> R-Project - Interface Library

Quoting ShinjiOno

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Hi Guys, Anyone has script that can simulate data extraction during weekend aka "onetick" (Old version) * send exactly one fake tick to the chart and * all its indicators and EA and then exit. ShinjiOno

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/**
* MT4/experts/scripts/one_tick.mq4
* send exactly one fake tick to the chart and
* all its indicators and EA and then exit.
*/
#property copyright "© Bernd Kreuss"
#import "user32.dll"
   int PostMessageW(int hWnd, int Msg, int wParam, int lParam);
   int RegisterWindowMessageW(string lpString);
#import
int start() {
   int hwnd = WindowHandle(Symbol(), Period());
   int msg;
   for (int i=1; i<20; i++) {
         msg= RegisterWindowMessageW("MetaTrader4_Internal_Message");
         PostMessageW(hwnd, msg, 2, 1);
         Sleep(100);
   }
   return(0);
}

      
....
    // get your Tick data and put it in an array
      ArrayResize(histC, back);
      ArrayResize(histH, back);
      ArrayResize(histL, back);
      for (i=0; i<back; i++){
         histC[i] = Close[i+StartFrom];
         histH[i] = High[i+StartFrom];
         histL[i] = Low[i+StartFrom];
      }
      
      //put this data to the R session
      RAssignInteger(R, "ahead", ahead);
      RAssignVector(R, "histC", histC, ArraySize(histC));
      RAssignVector(R, "histH", histH, ArraySize(histH));
      RAssignVector(R, "histL", histL, ArraySize(histL));
      
      //reverse it
      RExecute(R, "histC <- rev(histC)");
      RExecute(R, "histH <- rev(histH)");
      RExecute(R, "histL <- rev(histL)");      
      
      //THIS IS THE TRICK: execute R & get the results
      RExecute(R, "source('c:/myproject/fx-data-r/my_neat_algorithm.R')");

RGetVector(R, "myPredictions", predictionsBuf,  size);

require("forecast")
 
#notice that I directly refer to 'histC' and 'ahead' variables, which I had injected from MQL into the R session :)
myPredictions <- predict(ar(histC, aic = F, method="ols"), n.ahead=ahead)$pred

Quoting sanami

Disliked

http://codebase.mql4.com/9226 Name: mt4R for new MQL4 Author: micclly (2014.02.06 15:31) Description: mt4R, originally developed by 7bit and distributed here, does not work correctly with new MQL4. I modiifed the dll and the include file to support new MQL4.

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Quoting FXEZ

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For the developers, you might find this attached document useful concerning some of the ways to directly access R.exe / Rterm.exe in batch mode. Working With R in batch Mode: Some notes for beginners by Michael Lundholm people.su.se/~lundh/reproduce/batchmode.pdf I can access 7Bit's dll from C# (in a 32 bit program) but neither of the two new versions (Naddmer / micclly) from C# - any idea why? Maybe 7Bit used some super kung-fu when compiling the original version. Also, has anyone compiled the mt4R dll in 64 bit? It would be nice to be able to...

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void StartR(string path, int debug=1){
   hR = RInit(path, debug);
   if (hR != 0) {
      Rx("options(error=dump.frames)"); // prevent R session from shutting down on an error
      Rx("options(device='windows')"); // allow chart display within R
   }
}

Quoting FXEZ

Disliked

For the developers, you might find this attached document useful concerning some of the ways to directly access R.exe / Rterm.exe in batch mode. Working With R in batch Mode: Some notes for beginners by Michael Lundholm people.su.se/~lundh/reproduce/batchmode.pdf I can access 7Bit's dll from C# (in a 32 bit program) but neither of the two new versions (Naddmer / micclly) from C# - any idea why? Maybe 7Bit used some super kung-fu when compiling the original version. Also, has anyone compiled the mt4R dll in 64 bit? It would be nice to be able to...

Ignored

void OnStart()
  {
//---
   R=RInit_("C:\Program Files\R\R-3.1.1\bin\x64\Rterm.exe --no-save",2);
   Alert(R);
    int a_=5;
 Alert("before R: ",a_);
 Alert("After R: ",R_test(a_));
//---
  }
//---
int R_test(int inp)
  {
   int res;
   RAssignInteger(R,"a",inp);
   RExecute(R,"a<-a*2");
   res=RGetInteger(R,"a");
   return(res);
  }

Quoting bistreevseh

Disliked

... Did not get set up to work with P through mt4r. I think a simple task, but I can notunderstand. Please help. I made a simple functionR_test which returns the number multiplied by 2. But the second alert returns 0. ...

Inserted Code

R=RInit_("C:\Program Files\R\R-3.1.1\bin\x64\Rterm.exe --no-save",2);

Ignored

Quoting FXEZ

Disliked

bistreevseh, Switch the slashes in your path from "\" to "/" as R expects the latter. I've used 64 bit R with mt4r.dll without problems. The actual calls to Rterm.exe are programmatically made through the command prompt so it shouldn't matter whether you choose 32 or 64 bit R as the OS does the heavy lifting. It does matter that mt4r.dll is 32 bit due to MT4 being 32 bit.

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// set this so that it points to your R installation. Do NOT remove the --no-save
extern string RPATH="C:\Apps\R\R-3.1.1\bin\i386\Rterm.exe --vanilla --no-save";
#define RDEBUG 1

[4836] exception 40010007 at 7651C41F in C:\Windows\syswow64\KERNELBASE.dll -> EXCEPTION_CONTINUE_SEARCH
 
[4836] exception 80000003 at 017F224E in C:\Program Files (x86)\Alpari Limited MT4\terminal.exe -> EXCEPTION_CONTINUE_SEARCH

int OnInit()
  {
//---
   R=RInit_("C:/Program Files/R/R-3.1.1/bin/x64/Rterm.exe --no-save",1);
   RExecute(R,"library(forecast)");
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   RDeinit(R);
  }
/------------------------------------
int R_calculates(double &arr[])
  {
   int res=0;
   RAssignVector(R,"target",arr,ArraySize(arr));
   RExecute(R,"error<-0");
   RExecute(R,"train<-ts(target)");
   RExecute(R,"train<-rev(train)");
   RExecute(R,"arima<-auto.arima(train)");
   RExecute(R,"forecast<-forecast(arima,1)");
   RExecute(R,"result<-as.numeric(forecast$mean)");
   res=RGetInteger(R,"result");
   return(res);
  }

Quoting bistreevseh

Disliked

Dear friends! There is a new problem. In the debugger not very good to see the processes that keep coming back because 2 errors: [4836] exception 40010007 at 7651C41F in C:\Windows\syswow64\KERNELBASE.dll -> EXCEPTION_CONTINUE_SEARCH [4836] exception 80000003 at 017F224E in C:\Program Files (x86)\Alpari Limited MT4\terminal.exe -> EXCEPTION_CONTINUE_SEARCH

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Quoting bistreevseh

Disliked

I am use auto.arima() for calculates. This function is executed not correctly some times. Please help me. I have errors even launch terminal. I use tester strategies maybe it is the cauce of errors. my R code: ....

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[2204] Invalid parameter passed to C runtime function.

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[1576] installed exception handler for C:\Users\ASUS UX32L\AppData\Roaming\MetaQuotes\Terminal\50CA3DFB510CC5A8F28B48D1BF2A5702\MQL4\Libraries\mt4R.dll
[1576] <2> Create: trying to start R: C:/Program Files/R/R-3.2.1/bin/x64/Rterm.exe --no-save
[2204] Invalid parameter passed to C runtime function.
[1576] <2> ExecuteCode: in >>> options(digits=15)
[1576] <2> ExecuteCode: out <<<
[1576] <2> Create: R successfully started
[1576] RInit: RHandle = 6EDF95C (116259164)
[1576] <2> ExecuteCode: in >>> foo <- c(0, 1.25, 2.5, 3.75, 5)
[1576] <2> ExecuteCode: out <<<
[1576] <2> ExecuteCode: in >>> baz <- foo * 42
[1576] <2> ExecuteCode: out <<<
[1576] <2> ExecuteCode: in >>> as.vector(baz)
[1576] <2> ExecuteCode: out <<< [1] 0.0 52.5 105.0 157.5 210.0
[1576] RDeinit: RHandle = 6EDF95C (116259164)
[1576] <2> Stop: Stopping R
[1576] <2> Stop: sending quit()
[1576] <-1> TPlotEventLoop: terminating
[1576] <-1> TRConsole: destroying
[1576] removed exception handler for C:\Users\ASUS UX32L\AppData\Roaming\MetaQuotes\Terminal\50CA3DFB510CC5A8F28B48D1BF2A5702\MQL4\Libraries\mt4R.dll
[5356] SHIMVIEW: ShimInfo(Complete)