Articles by XmPh

MT4 -> Multi-R sessions for tick-analysis

February 24, 2011 | XmPh

The Shared-Memory between multiple R sessions mentioned in my previous post got me thinking … quite some potential indeed. As a result, I investigated further using (calling) multiple R sessions from the same MT4 script. Specifically, I wanted to have a clearer understanding of the time required to performed lightning fast & ... [Read more...]

Transfering MT4 quotes in R

February 13, 2011 | XmPh

The more I get into this, the more I adjust my objectives. Currently, I’m willing to make the most of the Quantmod and Blotter R-packages, while eventually building a MT4 equivalent of the InteractiveBroker-R_API. As a first step, I was willing to Chart ticks from MT4 in R ... [Read more...]

Enhancing R Graphic packages

February 12, 2011 | XmPh

This will be the last thing I’ll post prior starting to connect R with Metatrader. Indeed, as you may suspect already I use this blog as my lab-book. The following might be quite general, but it fits in my overall ambition to build a personal quant-trading architecture as professional ... [Read more...]

Algorithmic Trading in R: Available Information

February 12, 2011 | XmPh

After digging through different blogs and info on the web I found an amazingly strong and developping community supporting R for specific applications in algorithmic trading. Thereafter I present some of the major information that I believe are essenti... [Read more...]

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