Algorithmic Trading via ZeroMQ: Python to MetaTrader (Subscribing to Market Data)
238In this 3rd tutorial, we demonstrate how to set up a "Market Price Server" using ZeroMQ, Python and MetaTrader.
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We also demystify the HST binary file format used by MetaTrader to store asset data, and show you how to pull historical data from HST archives directly into Python.
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If you haven't watched the first 2, here they are again:
1) How to Interface Python Trading Strategies with MetaTrader via ZeroMQ
https://www.youtube.com/watch?v=GGOajzvl860
2) Algorithmic Trading via ZeroMQ: Python to MetaTrader (Trade Execution, Reporting & Management)
https://www.youtube.com/watch?v=3nM0c2kG_Sw
Contents of this tutorial:
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1) Setting up a Market Price Server via ZeroMQ
2) Understanding the HST file format
3) Reading historical data from HST files into Python
4) What comes next.
Download the source code from GitHub here:
1) DWZ_ZeroMQ_Connector
https://github.com/darwinex/DarwinexLabs/tree/master/tools/dwx_zeromq_connector
2) HST to Python Dataframe
https://github.com/darwinex/DarwinexLabs/blob/master/tools/Python/MetaTrader_Helpers/Data_Processing/DWX_HISTORY_IO_v2_0_1_RC8.py
If you consider yourself a talented trader, we'd love to have your strategy listed on our Exchange, enabling you to earn performance fees on investor profits.
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Topics: #algorithmictrading #python #metatrader