mt5R

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Easy integration between R and MT5 using socket connection, tailored to fit Machine Learning users and traders needs

mt5R 최신버젼 다운로드

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# mt5R <img src='man/figures/logo.png' align="right" height="200" />

[![](https://img.shields.io/badge/lifecycle-stable-blue.svg)](https://www.tidyverse.org/lifecycle/#stable)
![](https://img.shields.io/github/r-package/v/Kinzel/mt5R)
![](https://img.shields.io/github/license/Kinzel/mt5R)

## Overview

[mt5R](https://kinzel.github.io/mt5R/) is an
[R](https://www.r-project.org) package that provides a framework for MT5
users that want to achieve Machine Learning analysis and trading. It
provides easy integration with socket connection to reach maximum
performance.

Package has 34 functions (check
[**Reference**](https://kinzel.github.io/mt5R/reference/index.html)
tab):

| Purpose          | \# functions |
| ---------------- | ------------ |
| Trading          | 16           |
| Machine Learning | 5            |
| Others           | 13           |

## Example

This is a basic example to load `EURUSD` data, using time frame of 5
minutes `iTF = 5`:

``` r
MT5.GetSymbol("EURUSD", iTF = 5, iRows = 5)
#>   Year Month Day Hour Minute    Open    High     Low   Close Volume
#> 1 2021     3  19   23     35 1.19025 1.19028 1.19012 1.19024     43
#> 2 2021     3  19   23     40 1.19027 1.19027 1.19019 1.19025     47
#> 3 2021     3  19   23     45 1.19025 1.19026 1.19012 1.19015     55
#> 4 2021     3  19   23     50 1.19015 1.19048 1.19012 1.19033    135
#> 5 2021     3  19   23     55 1.19035 1.19055 1.19022 1.19024    223

## Using xts package
MT5.GetSymbol("EURUSD", iTF = 5, iRows = 5, xts = TRUE)
#>                        Open    High     Low   Close Volume
#> 2021-03-19 23:35:00 1.19025 1.19028 1.19012 1.19024     43
#> 2021-03-19 23:40:00 1.19027 1.19027 1.19019 1.19025     47
#> 2021-03-19 23:45:00 1.19025 1.19026 1.19012 1.19015     55
#> 2021-03-19 23:50:00 1.19015 1.19048 1.19012 1.19033    135
#> 2021-03-19 23:55:00 1.19035 1.19055 1.19022 1.19024    223
```

Plot `MT5.GetSymbol` output using
[quantmod](https://CRAN.R-project.org/package=quantmod) package:

``` r
library(quantmod)
Table = MT5.GetSymbol("EURUSD", iTF = 1440, iRows = 30, xts = T) 
quantmod::chartSeries(Table, theme = "white", name = "EURUSD")
```

</center>

Buy `0.001` `EURUSD` at `1.2206`:

``` r
MT5.SingleOrder("EURUSD", iCmd = 0, fVol = 0.001, fPrice = 1.2206) 
```

Check open positions:

``` r
MT5.ShowPositions()
#> [1] sSymbol iCmd    fVolume fPrice  fStop   fGain   fProfit iTicket
#> <0 rows> (or 0-length row.names)
```

Looking for more examples? Good\! Check
[**Articles**](https://kinzel.github.io/mt5R/articles/) tab for more
simple examples.

### Installation

Assuming that you have installed MT5 and successful connected to one
broker server. If you don’t have it yet, don’t panic: **MT5 is free**
for most of brokers\!

Installation is divided into two parts:

1.  mt5R in R
2.  mt5R in MT5

#### Instructions: Installing mt5R in R

Install the development version from GitHub with:

``` r
#install.packages("devtools")
devtools::install_github("Kinzel/mt5R") 
```

#### Instructions: Installing mt5R in MT5

To mt5R works you must use the mt5R Expert Advsior in your MT5.
<img src='man/figures/eaface.png'/>

There are two installation options for mt5R in MT5:

- `.ex5`: *“Plug and play”* version. The most suitable version for
    most.
  - `.mq5`: for developers.

For *“Plug and play”* version `.ex5` (`mt5R v0_1_5.ex5`)

1.  [Download `mt5R
    v0_1_5.ex5`](https://github.com/Kinzel/mt5R/raw/master/MT5%20files/mt5R%20v0_1_5.ex5).
2.  Move `mt5R v0_1_5.ex5` to `...\MQL5\experts\` folder. To check where
    MT5’s folders, open MT5 and `Tools > Options > Storage`.

And you’re ready to go\!

-----

(If you’re not a developer, go ahed to **Getting Started**)

**Alternatively**, for MQL developers you can also download the `.mq5`
code used to generate `mt5R v0_1_5.ex5`. Both are exactly the same code,
it’s the no compiled version. This is the choice recommend for who want
to tailor their own solutions and functions.

- For non compiled version `.mq5` (`mt5R v0_1_5.mq5`) - The most
    suitable for developers.
      - [Download socket library:
        socket-library-mt4-mt5.mqh](https://www.mql5.com/en/blogs/post/706665)
        or ([Direct
        Link](https://c.mql5.com/6/865/socket-library-mt4-mt5.mqh)).
      - Move `socket-library-mt4-mt5.mqh` to `...\MQL5\include\` folder.
      - [Download `mt5R
        v0_1_5.mq5`](https://raw.githubusercontent.com/Kinzel/mt5R/master/MT5%20files/mt5R%20v0_1_5.mq5).
      - Move `mt5R v0_1_5.mq5` code to `...\MQL5\experts\` folder.
      - Open MetaEditor (F4).
      - Compile `mt5R v0_1_5.mq5`.
      - If everything run smooth an executable program file `mt5R
        v0_1_5.ex5` (or the name you chose) will be generated.

-----

### Getting Started

Attach `mt5R v0_1_5.ex5` to any chart opened in your MT5, like any other
Expert Advisor.

Check your “Expert” tab to this message:

Execute those commands:

``` r
library(mt5R)

MT5.Ping()
#> [1] TRUE
```

If it returns `TRUE` everything has been successfully installed and
you’re ready to use mt5R\! Yay\!

### Creating your own functions

The most awesome part of MT5 is make reliable to create your owns
solutions and functions. The cookbook is still under construction, but
you can start checking functions `MT5.zExample` in mt5R package and `Z1`
order in `mt5R v0_1_5.mq5`. Its pretty easy\!

``` r
## Execute the function without () to see its code
mt5R::MT5.zExample
```

### Contributing

If you want to contribute to mt5R send me an email
(<guikinzel@gmail.com>) with your GitHub account.

### See Also

- [quantmod](https://CRAN.R-project.org/package=quantmod):
    quantitative financial modeling framework
  - [TTR](https://CRAN.R-project.org/package=TTR): functions for
    technical trading rules
  - [xts](https://CRAN.R-project.org/package=xts): eXtensible Time
    Series based
  - [zoo](https://CRAN.R-project.org/package=zoo): S3 Infrastructure for
    Regular and Irregular Time Series

### Credits

- [JC](https://www.mql5.com/en/users/jjc) without his awesome socket
    library mt5R would not be possible\!

### Author

Guilherme Kinzel

mt5R

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