[R-SIG-Finance] R and Metatrader

Daniel Cegiełka daniel.cegielka at gmail.com
Tue Jun 22 08:48:20 CEST 2010



2010/6/21 jondollar <jantiom at gmail.com>:
> I would be interested also in interfacing R and Metratrader.
> I've already made similar interface with Matlab.
> I see two possibilities :
> - through a database : interface as MySQL DLL for MT4
> - through a socket on the local address
> I think that the second choice will be faster but there we need to define
> message structure for data exchange, while the database tables are easy to
> build, using timestamp as primary key
> Using the database also provides easy management of historical data.
> Are you looking for work at tick level or timeframe ?
> I would not use the DDE server to get quotes from MT4 as it allows only one
> way, so that R could not send data to MT4.
> I'm new to R, so I would need to dig in, but I'm very interested to access
> the nice stats libraries,
> and contribute to such nice project ..
> Rgds.
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