MetaTrader 5 Python package

• MetaTrader 5 Python User Group - the summary

--------------

The Main Study

• MetaTrader module for integration with Python - documentation
• Python Releases for Windows - website
• MetaTrader5 : Python Package - website

----------------

The Article

• MetaTrader 5 and Python integration: receiving and sending data - the article
• Practical application of neural networks in trading. Python (Part I) - the article
• Probability theory and mathematical statistics with examples (part I): Fundamentals and elementary theory - the article
• Gradient Boosting (CatBoost) in the development of trading systems. A naive approach - the article
• SQLite: Native handling of SQL databases in MQL5 - the article
• Exploring Seasonal Patterns of Financial Time Series with Boxplot - the article
• Deep Neural Networks (Part VII). Ensemble of neural networks: stacking - the article
• Deep Neural Networks (Part VI). Ensemble of neural network classifiers: bagging - the article
• Deep Neural Networks (Part IV). Creating, training and testing a model of neural network - the article
• Deep Neural Networks (Part III). Sample selection and dimensionality reduction - the article
• Practical application of neural networks in trading - the article
• Practical application of neural networks in trading. Python (Part I) - the article
• Practical application of neural networks in trading (Part 2). Computer vision - the article----------------

Metatrader 5 Help

• MetaTrader 5 build 2360: Extension of SQLite integration
• MetaTrader 5 build 2340 simplifies working with SQLite and Python — algorithmic trading increased accessibility
• MetaTrader 5 Build 2340: Managing account settings in the Tester and expanded integration with Python
• Integration with Python and support for Market and Signals services in Wine (Linux/macOS) in MetaTrader 5 build 2085
• MetaTrader 5 platform build 2085: Integration with Python and Strategy Tester improvements

----------------

The CodeBase

• Optimal F for MQL5 (per Ralph Vince) - library for MetaTrader 5
• ZeroMQ asynchronous communication - library for MetaTrader 4

----------------

The Forum

• New MetaTrader 5 platform build 2085: Integration with Python and Strategy Tester improvements
• MetaTrader 5 Python User Group - how to use Python in Metatrader - key thread (in Russian)
• Terminal: Added new API enabling request of MetaTrader 5 terminal data through applications using the Python language - MetaQuotes Announcement
• Machine Learning in MT4 - Python and R - small thread
• Interaction between mql4 and Python - the thread

----------------

The Blogs

Something to Read - Python for Finance: Analyze Big Financial Data - the blog post (the book)
----------------

more to follow ..

the interesting russian thread on mql5 ( R_UserGroup ) has been deleted.. you should invite everyone here

Originally Posted by Dave

the interesting russian thread on mql5 ( R_UserGroup ) has been deleted.. you should invite everyone here

Yes, they deleted everything related to it.
Seems they are making some big update ...

It was the reply from the MetaQuotes -

MetaTrader 5 Python User Group - how to use Python in Metatrader
Renat Fatkhullin , 2019.04.11 18:58

R will no longer be supported, we will disconnect it in the next build.

Python will be supported.

I would really like to read some personal experiences like the way, you've explained through the above article. I'm glad for your achievements and would probably like to see much more in the near future. Thanks for share.
[commercial links were deleted by moderator]

MetaTrader 5 platform beta build 2055: Integration with Python, C++ like scope and Strategy Tester improvements

MetaTrader 5 Client Terminal build 2055

1. 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
   
   
   
   1. Download the latest Python version at https://www.python.org/downloads/windows
   2. During Python installation, check "Add Python X.X to PATH%" to enable launch of Python scripts from the command line.
   3. Install the MetaTrader 5 module from the command line
      pip install MetaTrader5
      
      
   4. 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: Integration with Python and Strategy Tester improvements

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

1. Download the latest Python version at https://www.python.org/downloads/windows
2. During Python installation, check "Add Python X.X to PATH%" to enable the launch of Python scripts from the command line.
3. Install the MetaTrader 5 module from the command line
   pip install MetaTrader5
   
4. 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 module for integration with Python

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 convenient 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.

Functions for integrating MetaTrader 5 and Python

read more here

Python Data Science Handbook

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 -

Transition from true / false results to detailed numeric codes.
Improved standby modes for data availability from the terminal.