No, the one you attached to your posting seems to only shift the price x bars into the future, it does not do any interesting calculations. The one I used is fitting an AR model with hundreds of coefficients (heavy number crunching) to the historic ...

EURUSD

Uploaded new version 1.2.0.36 which fixes this problem.

MQL4 -> R-Project - Interface Library

I just noticed that it will leak a thread handle on every call to RExecuteAsync(), this is a problem if you leave it running for a few days. The reason is I was too lazy to use the TThread class as it would have been the recommended way but instead ...

MQL4 -> R-Project - Interface Library

In Delphi (and in FPC) all this is nicely wrapped by TPipeStream and it behaves exactly like any other stream, you don't have to mess around with the raw windows API directly if you are working with Delphi (or FPC/Lazarus).

Named Pipes for MT4

It could be a dozen reasons plus the ones I didn't think of because they never happened to me. Without the debugging output I cannot have any clue what is going on at your site. Please post the output from DebugView.exe. It should look like the ...

MQL4 -> R-Project - Interface Library

Only for entertainment purpose: image Don't complain about the nasty spike in ~3 hours and the other one after London open, it won't be news induced. It will have been predicted.

EURUSD

I want to repeat some things some of them are mentioned in the .mqh file or are obvious (at least to me) but it won't hurt emphasizing them again: First and foremost you need DebugView.exe to view the debug output. Without it you are blind! Don't ...

MQL4 -> R-Project - Interface Library

Here it is: (save it as an indicator in the indicators folder) #property copyright " Bernd Kreuss" #property indicator_chart_window #property indicator_buffers 1 #property indicator_color1 Red #property indicator_width1 2 #include <mt4R.mqh> extern ...

MQL4 -> R-Project - Interface Library

actually it seems predictable to the exact minute and pip in the last 2 days. Look at my recent posts in this thread. ZERO randomness at the moment, it just follows its own autoregression.

EURUSD

no. Watch the thread about my MQL4 -> R bindings in the platform tech forum.

EURUSD

its ar() and predict() from R, nothing fancy, 500 bars, 200th order, ordinary least squares fit, I just made an mql4 wrapper around it. I'll post the code tomorrow.

EURUSD

100% autoregression, no outside data involved. Here is how it continues: image Happy trading.

EURUSD

updated the files in post #1 API changed, therefore we have a change in the version number 1.1 -> 1.2 and a new version of the .mqh is needed. new: RExecuteAsync() to execute code in the background and not wait new: RIsBusy() usually called at the ...

MQL4 -> R-Project - Interface Library

This one does not yet have its own section on my website. Its just a few crazy experiments I'm currently doing. The algorithm is actually quite simple: It takes the last 500 H1 bars and fits an autoregressive model of 200th order to it and then uses ...

EURUSD

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EURUSD

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EURUSD

After doing a few more complicated DLLs with FPC/Lazarus I can add the following things that I have found: The runtime library will unmask all FPU Exceptions (it will clear the 6 lowest bits in the 8087 control word) because FPC (like Delphi and ...

Creating Metatrader DLLs with Lazarus / Free Pascal

This software is not needed. the script in the previous post does the exact same thing.

EA to collect data each millisecond , not just when Ticks occur

/** * MT4/experts/scripts/ticks.mq4 * send a fake tick every 200 ms to the chart and * all its indicators and EA until this script is removed. */ #property copyright " Bernd Kreuss" #import "user32.dll" int PostMessageA(int hWnd,int Msg,int ...

EA to collect data each millisecond , not just when Ticks occur

updated the files in post #1

MQL4 -> R-Project - Interface Library