Hi everyone! Just a quick note: We recently released a successor to the dwx-zeromq-connector project, called 'dwxconnect', adding MetaTrader 5 (MT5) Support as well as enhancing the project itself quite considerably! Here's the link to DWX Connect on GitHub: github.com/darwinex/dwxconnect It is recommended that you watch the following presentation for a demonstration of all its capabilities: ru-vid.com/video/%D0%B2%D0%B8%D0%B4%D0%B5%D0%BE-rbApdnEyJxw.html All the best, The Darwinex Team
Thanks for all the videos. They are a great help! I encountered quite a few issues with regard to the "dwx-zeromq-connector" project when operating it on MacOS instead of Windows. Does the successor "dwxconnect" resolve this issue or has it been tested? Many thanks!
Thank you for great explenation! Better approach to read hst file would by using np.fromfile(): dt = np.dtype([('time', 'datetime64[s]'), ('open', 'f8'), ('high', 'f8'), ('low', 'f8'), ('close', 'f8'), ('volume', 'u8'), ('spred', 'i4'), ('real_volume', 'u8')]) data = np.fromfile('my_data.hst', dtype=dt, offset=148) df = pd.DataFrame(data, columns=data.dtype.names) df.set_index('time', inplace=True) As always there are multiple ways of doing the same thing in Python.
Hi, I have been looking for the tutorial on efficient historical data imports. I was wondering if the video is available and where I would be able to find it? Thank you for the amazing content!
HI, is this "connection" between Python and for example MT5 still necessary? Or can we now directly write python code in MT5? (since its 2021 now and i've seen that there was an option for python coding) Thank you for your answer
Q: Can I run a separate instance of MetaTrader4 on another machine in my local network for the purpose of data feed? If so... How to access this data feed on my main machine?
Hi @Bobby, No worries :) Auto code completion is supported in any IPython console, regardless of whether it is open in Spyder or via a console: docs.spyder-ide.org/ipythonconsole.html#supported-features Hope this helps!
@@Darwinexchange Yes, is a feature of IPython that can give you some trouble, is called "prompt toolkit", i had to downgrade to prompt-toolkit 2.X because i couldn't use IPython properly, be careful with it
Hi @Freddy, Thank you for your kind comments and feedback - much appreciated :) Yes, there have been several updates since this webinar was recorded. The codebase for the latest version of DWX ZeroMQ Connector is available here: github.com/darwinex/dwx-zeromq-connector/tree/master/v2.0.1 All the best!
Really useful video! Thank you! I've got a question. If I run this on any chart (let's say on EURUSD chart) and I subscribe to the USDJPY data, the robot will send me the current ask/bid from the USDJPY when a new tick arrives in the EURUSD symbol, right? So, in that way, I'm not getting the actual ticks of the USDJPY, but the actual Ask/Bid for each EURUSD tick, right? If that's the case, how could I get the USDJPY tick when the USDJPY tick arrives? Can I have 2 robots running separately with different ports and one of them has Publish_Symbols[1] = {"EURUSD"} and the other Publish_Symbols[1] = {"USDJPY"}?
If I don't miss something, it seems like the history are only from files already downloaded manually through MT and it loads everything in the file. Is there a way to automatically download hst files periodically and for example only load data from the last few weeks?
Hello there, thank you for your amazing program But how can I access to my account info (such as balance , P/L , ...) with DWX ZeroMQL Connector? thank you, Best
@ 6:51 on the video when I put the EA on the chart, the Experts tab doesn't show that MetaTrader does not publish the Bid/Ask data from the default symbols. Does the market need to be open for this to work? (I'm connected to my broker's server but it's Saturday!) Edit - those instructions are not for history data. Looking forward to learning how to get the histories!
Hi @Brent, Thank you for your query. The solution here -> github.com/darwinex/DarwinexLabs/blob/master/tools/Python/MetaTrader_Helpers/Data_Processing/DWX_HISTORY_IO_v2_0_1_RC8.py will enable importing HST archives into your Python environment. We haven't released code to build HST/FXT files from tick data, but it is indeed possible through a 3rd party tool at the present time - Tick Data Suite. See here for more information: eareview.net/software/darwinex-tick-data Hope this helps!
Important to note for anyone that might find this with the same issue, Eareview downloads to a .bcf file that can be exported to a .csv file. So The above code will not work out of the box, but can be adjusted to work with .csv
I’m looking to get the MetaTrader 4 platform and use it for testing strategies etc what broker would you recommend to do this and next best when will you make the dwx server compatible with mt5/mlq5
Hi there, Thank you for your interest. Darwinex itself is a UK FCA Regulated Broker & Asset Manager, with support for MetaTrader 4 and 5. Please see our risk disclosure here: www.darwinex.com/legal/risk-disclaimer Our team strives to build solutions to make life easier for algorithmic traders. Hence, a MetaTrader 5 version of the DWX ZeroMQ Connector project is in active development as we speak! We pay close attention to engineering things that help bridge gaps between an algorithmic trader's existing knowledge/practices/preferences and MetaTrader. Hence we've open sourced everything to help as many algorithmic traders out there as possible. The motivation is to spread not only the open source code, but more importantly good vibes, and to let people know that Darwinex (www.darwinex.com): 1) Being a FinTech at its core, has a team of Engineers and Quants in-house, who regularly do their very best to support the trader community with tutorials, solutions, source code etc. 2) As a broker itself, Darwinex is home to sophisticated traders who can trade the market with competitive pricing/execution, and also attract investor capital on our Exchange. Having said the above.. anyone is of course more than welcome to use our work anywhere they please. But we have only developed and tested it in a Darwinex environment, and cannot offer support for queries related to implementation at other brokers. Hope that helps answer your question.
Hi @Sebastian, Great to hear you found the tutorial useful, and thank you for your kind feedback! If your question refers to the HST section of the video, then the _filename variable should contain the full path to the HST archive you'd like to load into Python. You will need this script to achieve this: github.com/darwinex/DarwinexLabs/blob/master/tools/Python/MetaTrader_Helpers/Data_Processing/DWX_HISTORY_IO_v2_0_1_RC8.py The implementation is described in the video from minute 16:50 onwards. Hope this helps answer your question.
Apologies for the late response there @Jack - thank you for your kind comments and feedback, much appreciated :) Great to hear you're finding the project useful! Trade safe, The Darwinex Team About Darwinex: Who we are, What we do, and What it means for you: www.darwinex.com/?
Hi @Lungile, We will be separating history data acquisition from this version, into a separate EA going forward. As it stands, kindly ignore the functions pertaining to historical data access -> when we release the new code, all will become clear with the help of several examples we'll publish along the way :) Thank you for your interest!
