[R-SIG-Finance] R and Metatrader

[Daniel Cegiełka]

http://mt4tools.svn.sourceforge.net/viewvc/mt4tools/

regards,
daniel


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 127.0.0.0
>
> 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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