MQL4 -> R-Project - Interface Library

#property copyright " Bernd Kreuss"
 
#property indicator_chart_window
#property indicator_buffers 1
#property indicator_color1 Red
#property indicator_width1 2
 
#include <mt4R.mqh>
extern int order = 200;
extern int back = 500;
extern int ahead = 20;
int R;
double buf_prediction[];
int init(){
    SetIndexBuffer(0, buf_prediction);
    SetIndexStyle(0, DRAW_LINE);
    SetIndexShift(0, ahead);
    //R = RInit("C:/Apps/R/R-3.3.0/bin/i386/Rterm.exe --no-save", 2); // tried several syntaxes?
    R = RInit("C:\\Apps\\R\\R-3.3.0\\bin\\i386\\Rterm.exe --no-save", 2);
    Comment("history: " + back + " bars, method: OLS, order: " + order);
}
int deinit(){
    RDeinit(R);
}
int start(){
    double hist[];
    double pred[];
    int i;
    
    if (RIsBusy(R)){
        // last RExecuteAsync() is still not finished, do nothing.
        return(0);
    }
    
    if (RGetInteger(R, "as.integer(exists('model'))") == 1){
        // there exists a model (the variable is set).
        // This means a previously started RExecuteAsync() has finished.
        // we can now predict from this model and plot it.
        RAssignInteger(R, "ahead", ahead);
        RExecute(R, "pred <- predict(model, n.ahead=ahead)$pred");
        ArrayResize(pred, ahead);
        RGetVector(R, "rev(pred)", pred, ahead);
        for (i=0; i<ahead; i++){
            buf_prediction[i] = pred[i];
        }
    }
    
    // make a (new) prediction
    // move some history over to R  
    ArrayResize(hist, back);
    for (i=0; i<back; i++){
        hist[i] = Close[i];
    }
    RAssignVector(R, "hist", hist, ArraySize(hist));
    RExecute(R, "hist <- rev(hist)");
    
    // crunch the numbers in the background and return from the start() function
    // RIsBusy() in the next ticks will tell us when it is finished.
    RAssignInteger(R, "ord", order);
    RExecuteAsync(R, "model <- ar(hist, aic=FALSE, order=ord, method='ols')");
    return(0);  
}

Quoting 7bit

Disliked

new version: added RAssignMatrix() added RAssignFactor() and a few other things. {file} {file}

Ignored

Quoting Bubbu17

Disliked

{quote} Hallo 7Bit, I have trouble useing your "R-Sample.mq4" indicator, if I compile it I get one error I don't know what to do with it? -> 'DbgLog' -function not defined please see the picture below.... {image} Can somebody help me with this? Regards Bubbu17

Ignored