MetaTrader 5 Python package
- MetaTrader 5 Python User Group - the summary
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The Main Study
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The Article
Metatrader 5 Help
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The CodeBase
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The Forum
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The Blogs
Something to Read - Python for Finance: Analyze Big Financial Data - the blog post (the book)
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more to follow ..
MetaTrader 5 platform build 2055: Integration with Python, C++ like scope
MetaTrader 5 platform beta build 2055: Integration with Python, C++ like scope and Strategy Tester improvements
Quote:
MetaTrader 5 Client Terminal build 2055
- Terminal: Added new API enabling request of MetaTrader 5 terminal data through applications using the Python language.
Python is a modern high-level programming language for developing scripts and applications. It contains multiple libraries for machine learning, process automation, as well as data analysis and visualization.
MetaTrader package for Python is designed for efficient and fast obtaining of exchange data via interprocessor communication directly from the MetaTrader 5 terminal. The data received this way can be further used for statistical calculations and machine learning.
Connection
- Download the latest Python version at https://www.python.org/downloads/windows
- During Python installation, check "Add Python X.X to PATH%" to enable launch of Python scripts from the command line.
- Install the MetaTrader 5 module from the command line
pip install MetaTrader5
- Add matplotlib and pytz packages
pip install matplotlib
pip install pytz
Functions
- MT5Initialize establishes connection with the MetaTrader 5 terminal
- MT5Shutdown closes the previously established connection to the MetaTrader 5 terminal
- MT5TerminalInfo gets status and parameters of the connected MetaTrader 5 terminal
- MT5Version returns the MetaTrader 5 terminal version
- MT5WaitForTerminal waits till the MetaTrader 5 terminal connects to the trade server
- MT5CopyRatesFrom gets bars from the MetaTrader 5 terminal starting from the specified date
- MT5CopyRatesFromPos gets bars from the MetaTrader 5 terminal starting from the specified index
- MT5CopyRatesRange gets bars in the specified date range from the MetaTrader 5 terminal
- MT5CopyTicksFrom gets ticks from the MetaTrader 5 terminal starting from the specified date
- MT5CopyTicksRange gets ticks for the specified date range from the MetaTrader 5 terminal
New MetaTrader 5 platform build 2085
New MetaTrader 5 platform build 2085: Integration with Python and Strategy Tester improvements
Quote:
Terminal: Added new API which enables request of MetaTrader 5 terminal data through applications using Python language.
Python is a modern high-level programming language for developing scripts and applications. It contains multiple libraries for machine learning, process automation, as well as data analysis and visualization.
MetaTrader package for Python is designed for efficient and fast obtaining of exchange data via interprocessor communication, directly from the MetaTrader 5 terminal. The data received via this pathway can be further used for statistical calculations and machine learning.
Connection
- Download the latest Python version at https://www.python.org/downloads/windows
- During Python installation, check "Add Python X.X to PATH%" to enable the launch of Python scripts from the command line.
- Install the MetaTrader 5 module from the command line
pip install MetaTrader5
- Add matplotlib and pytz packages
pip install matplotlib
pip install pytz
Functions
- MT5Initialize establishes connection with the MetaTrader 5 terminal
- MT5Shutdown closes the previously established connection to the MetaTrader 5 terminal
- MT5TerminalInfo receives status and parameters of the connected MetaTrader 5 terminal
- MT5Version returns the MetaTrader 5 terminal version
- MT5WaitForTerminal waits till the MetaTrader 5 terminal connects to the trade server
- MT5CopyRatesFrom receives bars from the MetaTrader 5 terminal starting from the specified date
- MT5CopyRatesFromPos receives bars from the MetaTrader 5 terminal starting from the specified index
- MT5CopyRatesRange receives bars in the specified date range from the MetaTrader 5 terminal
- MT5CopyTicksFrom receives ticks from the MetaTrader 5 terminal starting from the specified date
- MT5CopyTicksRange receives ticks for the specified date range from the MetaTrader 5 terminal
MetaTrader 5.0.7 for Python
Released an updated version of MetaTrader 5.0.7 for Python.
You can upgrade as follows:
Code:
pip install --upgrade matplotlib
pip install --upgrade MetaTrader5
Changes/fixes on the updated version -
Quote:
Transition from true / false results to detailed numeric codes.
Improved standby modes for data availability from the terminal.