How to Interface Python/R Algorithmic Trading Strategies with MetaTrader 4

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This webinar follows on from our blog post (blog.darwinex.c....
Brought to you by Darwinex: UK FCA Regulated Broker, Asset Manager & Trader Exchange where Traders can legally attract Investor Capital and charge Performance Fees: www.darwinex.c...
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Associated GitHub repo:
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In this presentation, we demonstrate how to build a communications bridge between trading strategies written in non-MQL programming languages (e.g. Python, R, Java, C++, etc), using ZeroMQ.
ZeroMQ is a distributed messaging and concurrency framework, using which traders can create sophisticated distributed trading architecture otherwise difficult to implement in MQL.
It also therefore allows traders to send instructions to MetaTrader 4 from outside the platform, and leverage the features of non-MQL environments (e.g. Machine Learning toolkits in Python/R) to create more sophisticated trading strategies for execution via MetaTrader 4.
Interested in deepening your algorithmic trading knowlegde?
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If you consider yourself a talented trader, we'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits.
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Topics: #algorithmictrading #python #metatrader

Опубликовано:

26 сен 2024

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Комментарии : 67

@Darwinexchange 3 года назад

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

@crabsynth3480 4 года назад

Excellent presentation! Spent several years figuring out a good way to do this... thanks for providing such a clean and simple solution to the problem. The video had great pacing and clear instructions and presenter had a nice voice.... easy on the ears. Kudos to you guys!

@Darwinexchange 4 года назад

Thank you so much for your kind comments and feedback @Crab - much appreciated! Really happy to hear you found the dwx-zeromq-connector project and content useful. The latest code and associated tutorial content is open source, available on GitHub via the following link: github.com/darwinex/dwx-zeromq-connector Have a good one!

@epiclysimple4208 4 года назад

This is EXACTLY what I was looking for. You absolute BOSS!!!

@Darwinexchange 4 года назад

Thank you for your kind feedback - much appreciated! :)

@matthewprince1915 5 лет назад

You are a fantastic teacher!!

@j.clinton3324 4 года назад

You are an excellent lecturer, thank you!

@Darwinexchange 4 года назад

Thank you for your kind comments and feedback - much appreciated! Great to hear you found the tutorial content useful :)

@toshotoshev9218 5 лет назад

i've been searching for this tutorial for a long time. Great job!!!

@joefoltz659 5 лет назад

You sir, deserve an award. Now if only I could figure out how to convert my scalping trading strategies into code lol. It's so easy to do it manually, but not on 10 FX pairs at once :).

@marcovalentinoalvarado3290 4 года назад

I came here to do exactly the same lol .... good luck with it buddy!

@palashjyotiborah9888 5 лет назад

Cool. I have been following your channel for a while. This is what I have been looking for a year.

@Darwinexchange 5 лет назад

That's great to hear Palash :) Many thanks for your feedback - more tutorials to assist algorithmic traders looking to trade at Darwinex are already in the pipeline, stay tuned!

@Nokko881 3 года назад

Thank you! Perfect explaination!

@marcovalentinoalvarado3290 4 года назад

Totally appreciated ... this is exactly what i was dreaming with, literally, i have been thinking about this weeks ago but i did not know how to find this and make it work... many thanks and suscribed!

@Darwinexchange 4 года назад

Thank you for your kind comments and feedback @Marco - much appreciated! :) Great to hear you found the project and content useful.

@fundoo2 3 года назад

Very useful and its not just about the flexibility of the choice of programming language. I was looking for something where I can run my strategy independently of the trading platform , this is super useful

@Darwinexchange 3 года назад

Great to hear you found the project useful @Raviraj -> enabling this independence / flexibility was precisely one of its objectives, happy to hear that! :)

@arshadd672 4 года назад

Thank you so much for sharing your knowledge and insight. I am looking to create my own bot to trade for me and I think this will help me out.

@Darwinexchange 4 года назад

Thank you for your kind comments and feedback @Arshad - much appreciated 🙂 Great to hear you found the tutorials useful. All the best! p.s. At Darwinex, we don't just provide talented traders the platforms, data, APIs, tools and regulatory infrastructure to trade the markets, attract investment capital and charge % performance fees for success... ...we dedicate a lot of our time, hair loss and sleepless nights to shedding detailed light on trading industry realities.. ...so traders everywhere become more informed, and have better odds of success with Darwinex than they do anywhere else... ...an effort we passionately call the #TraderMovement 💪 If you take trading seriously, already have or are building a great trading strategy that could attract investor capital, we are the ONLY venue where you will ever need to be. Are you with us? ..then let's go! 🙌 Click the following link and let's disrupt the financial landscape together: hubs.ly/H0qXmHg0

@ArchIntelLTD 2 года назад

Thank you very much

@lyricssong5042 4 года назад

Hi, I have a question. Can I use the program written for MT4 to implement it in my personal program?

@mbrowne8166 3 года назад

Certainly what iam looking for.

@Caradaoutradimensao 4 года назад

our hero!

@aaronsmyth7943 4 года назад

Is there anyway to make this work with an offline chart? I run a simulator that generates ticks on an offline chart. How do I subscribe to an offline chart?

@mehranzand2873 5 лет назад

thanks alot

@Veebop100 5 лет назад

How about the strategy Tester? Does it Work with this?

@Darwinexchange 5 лет назад

Hi @Ben, Thank you for your interest! The DWX_ZeroMQ_Connector serves as a bridge between your Python environment and MetaTrader, for data acquisition and order execution. The Strategy Tester is a backtesting environment, for which Python itself offers a much richer set of features for backtesting - which is why this project was not built to support backtesting via MetaTrader. Hope that helps answer your question.

@pedroluizsouzapinto1980 5 лет назад

Hey you, thanks a lot for this tutorial. Does the strategy tester works for python codes?

@Darwinexchange 5 лет назад

Hi @Pedro, Glad you found the tutorial useful! This implementation is only for sending commands and exchanging data between MetaTrader and Python. To backtest any algorithmic trading strategies, you would need to either backtest inside MetaTrader using the Strategy Tester, or pull symbol data from MetaTrader into Python via ZeroMQ, for backtesting in Python. You can also import symbol data directly from the MetaTrader 4 History Centre using the following script: github.com/darwinex/DarwinexLabs/blob/master/tools/Python/MetaTrader_Helpers/Data_Processing/DWX_HISTORY_IO_v2_0_1_RC8.py Hope this helps!

@pedroluizsouzapinto1980 5 лет назад

@@Darwinexchange wow, a code for importing symbol data from metatrader history is so useful. thanks xD

@Darwinexchange 5 лет назад

Hi @Pedro, You're very welcome! Glad you found it useful. Thank you for your feedback!

@suchendra7444 4 года назад

Has anyone measured how much latency this idea has as compared to using MQL alone?

@leeroy9695 4 года назад

It's a great tutorial! However, I meet some problems, could you help me for the trouble? I used to compile the ZeroMQ_MT4_EA_Template, it works normally. But recently, it appears an error: " '&' - parameter passed as reference, variable expected" for the code "InterpretZmqMessage(&pushSocket, components);" in the function of "ZmqMsg MessageHandler(ZmqMsg &request)". So I deleted '&', it complies correctly. However, when I run the code of Python, MT4 shuts down and python is stuck waiting to receive the MT4 message. I really want to know how to solve the problem. Many thanks!

@Darwinexchange 4 года назад

Hi @Lee, Thank you for your kind comments, much appreciated! This issue arose temporarily when MetaTrader released a terminal update recently - it was resolved the very same day. Kindly ensure you have the latest code from the following link: github.com/darwinex/dwx-zeromq-connector If you continue to observe erroneous behaviour, please open an issue here so we can address it: github.com/darwinex/dwx-zeromq-connector/issues Many thanks!

@aarongoodrich6903 4 года назад

I got the same issue using V2.0.2. Try V2.0.1 instead.

@LuisRamirez-gc5ds 4 года назад

How can i make money with this? It's great to know it's actually possible to connect those platforms but how to get a insight of real stuff to get money or to create something? how should i proceed it's my question. The interesting part is the subtleties that arise from indicators or something but it's to do with cointegration? or something with that? I mean, im in Algorithmic trading, and data science and actually it's pretty awesome but don't how to use this to perform a money insight of it. I wanna make money but not necessarily investing. Thanks for the info

@Darwinexchange 4 года назад

Thank you for your interest and comments @Luis - always appreciate frank questions 🙂 The DWX ZeroMQ Connector enables a real-time connection to be created between algorithmic trading strategies in Python (or any other supported programming language) and MetaTrader. For algorithmic trading itself (based on your questions), we recommend the following article that you'll find relevant and useful: www.quantstart.com/articles/what-are-the-career-paths-in-systematic-trading/ All the best! p.s. At Darwinex, we don't just provide talented traders the platforms, data, APIs, tools and regulatory infrastructure to trade the markets, attract investment capital and charge % performance fees for success... ...we dedicate a lot of our time, hair loss and sleepless nights to shedding detailed light on trading industry realities.. ...so traders everywhere become more informed, and have better odds of success with Darwinex than they do anywhere else... ...an effort we passionately call the #TraderMovement. If you're a serious trader, we are the ONLY venue where you will ever need to be... and like most, you'll probably join us after having been with a few other brokers before. So are you with us? ..then let's go! 🙌 Click the following link and let's disrupt the financial landscape together: hubs.ly/H0qXmHg0

@vonbayernDE 5 лет назад

How do one install libzmq4.2.5?

@Darwinexchange 5 лет назад

Hi @M, Thanks for reaching out! Sure, you have 2 options: 1) We highly recommend that all DWX-ZeroMQ-Connector users install the Anaconda Python 3 distribution, which ships with libzmq preconfigured along with pyzmq. 2) Alternatively, you may install it per the instructions available via the following link: zeromq.org/bindings:python Hope this helps!

@vonbayernDE 5 лет назад

@@Darwinexchange Thanks for the reply. I had anaconda with python 3. Before your reply, i did not know libzmq is pre configured. I will further set it up.

@Darwinexchange 5 лет назад

No worries @M, we're here to help as best as we can!

@rafaelcavalcante2939 5 лет назад

@Darwinexchange 5 лет назад

Great to hear you found it useful @Rafael - thank you for your kind feedback!

@gerardolopez4333 5 лет назад

Podrían hacer una versión del vídeo en español

@Darwinexchange 5 лет назад

Tomamos nota de tu petición, muchas gracias Gerardo.

@eto895 6 лет назад

Does ZeroMQ has Zero tolerance and replication ?

@rambutanemas 6 лет назад

i also wonder whether zmq has zero fault tolerance and replication ... can darwinex answer this ?

@Darwinexchange 6 лет назад

Great questions Diriku and Khairul Anwar! ZeroMQ does not automatically implement fault tolerance, but does make the task of developing an application-specific fault tolerance topology much simpler than raw implementations. This is particularly useful for development of distributed trading architecture -> ease of use promotes productivity, freeing up developers to focus more on logic, management (orders/risk) and flow.

@user-yn9tv3pw6u 4 года назад

Hi, great vid.. I actually do the opposite.. I Use MT4 as my signal generator, it has the strategy on the MT4.. then I send it to my Databroker that Ive connected to the API to the broker.. It allows me to get around FIFO stuff.. and also a much faster execution. Im not a python lover..I write my backtesters and servers in compiled languages for speed. The biggest issue is, that no matter how fast your TCP/IP is.. you still have an EA running in a loop.. pretty crappy work around, but its the only option.. Also wrote my broker to look for arbitrage ops..

@jswerve6823 6 лет назад

yo man. cool ideas and all but I'm not understanding how to actually embed the mt4 code into python. Your sample code link doesn't work. If you want to make a video that's educational you need to go over sample code and what it does. people don't learn by listening to you spout your abstract ideas with no context. people learn from examples. this whole video is almost useless. you literally could have taken 5 minutes to show the code and how to do it.

@Darwinexchange 6 лет назад

Hi J, Thank you for your suggestions and feedback. The main purpose of this webinar and the accompanying blog post (blog.darwinex.com/zeromq-interface-python-r-metatrader4/) was to illustrate a technique employing ZeroMQ for building a basic - but easily extensible - high performance bridge between external (non-MQL) programming languages and MetaTrader 4. Focus was deliberately kept minimal on the code front in order to make the content approachable and ideas digestable for a majority of the audience (programmers and non-programmers alike). Great suggestion though, thank you! We'll consider doing similar webinars/videos in future perhaps geared more specifically towards programmers, dedicated to sample code, extensibility considerations, different implementations and use-cases etc. We've just checked the GitHub links again for you, and can confirm that all three are accessible: 1) github.com/darwinex/DarwinexLabs/blob/master/tools/MQL4/ZeroMQ_MT4_EA_Template.mq4 2) github.com/darwinex/DarwinexLabs/blob/master/tools/R/ZeroMQ_MT4_R_Template.R 3) github.com/darwinex/DarwinexLabs/blob/master/tools/Python/ZeroMQ_MT4_Python_Template.py