Building An Automated Trading System – Part 1
My own indicator is written in the Python language and uses some linear algebra libraries from Python that I don’t really want to rewrite, so I am quite keen to link MetaTrader and Python, which is not the easiest thing to do (apart from the fact that my Python script is on a Mac, while MetaTrader will need to run on a Windows virtual machine). MetaTrader, unlike TradeStation, doesn’t appear to have a way of calling a script written in another language.
However, all is not lost. I found this article which tells me how to do it, exchanging data using CSV files. These are the plain comma separated value files that are the lowest common denominator on computers.
So, I can get MetaTrader to send a vector of closing prices as a CSV file, and get a Python script to process it. Then MetaTrader can pick up the output file and use it as an input. I’ll have to update everyone on progress once I get it all working.
Pages: 1 2
Tags: automated trading