R Library Integration for MetaTrader
Info
The R Library Integration for MetaTrader is a Library for MetaTrader 5 that this library requires a dll file to be placed in the terminal's libraries folder and the r. mqh file in the Include folder.
Usage
This tool is typically used for enhancing chart analysis and decision making.
Platform
This Library works exclusively on MetaTrader 5 (both build 600+ and newer versions).
Setup
Place the downloaded file in MQL5/Libraries folder via File ? Open Data Folder in MetaTrader 5.
How to Install and Use R Library Integration for MetaTrader
1. Storage: Place library files in the MQL/Libraries directory to ensure they are accessible to your projects.
2. Implementation: Include the library in your code using the #import directive, ensuring you match the exact function names and parameters.
3. Compilation: Ensure the library is present in the directory before you compile your main EA or script, as the compiler links them during this phase.
4. Management: Keep libraries organized in sub-folders if you manage many custom functions to maintain a clean project structure.
Frequently Asked Questions
Q: What is a library file used for? A: Libraries store reusable code modules, allowing you to centralize common logic used by multiple EAs or indicators.
Q: Is a library executable? A: No, libraries are non-executable files containing functions; they must be imported into an EA, indicator, or script to function.
Q: Can I update a library while the platform is running? A: You should compile your EA or script after updating a library to ensure the latest code changes are integrated.
What this tool does
This library requires a DLL file to be placed in the terminal's Libraries folder and the r.
Typical Use Case
This Library excels in automated trading and technical analysis on MetaTrader 5.
Compatible Platform & Setup
This Library works on MetaTrader 5. Place the file in the MQL5/Libraries folder and restart the terminal.
Description & Settings
Related: ATS Trade Management Library - Break-Even, Trailing Stop, and Partial Closes - another powerful library for MetaTrader 5 traders.
This library requires a DLL file to be placed in the terminal's Libraries folder and the r.mqh file in the Include folder.Also recommended: ATS Risk Library: Advanced Lot Sizing and Trading Guards - similar library with strong performance on MetaTrader 5.
Ensure the following directive is included in your Expert Advisor (EA) or indicator code:
#include <r.mqh>
Additionally, specify the path to the rterm file within your EA or indicator code.
For example: "d:\\r\\r-3.3.2\\bin\\x64\\rterm.exe"
The #include <r.mqh> file contains references to both libraries. Upon launch, you may encounter an error message indicating that the library for an unused terminal cannot be loaded. For instance, if you are using the MetaTrader 4 terminal, you will receive an error related to the r64 library, and vice versa.
To debug the interaction between the terminal and the R environment, you can utilize DebugView.
A usage example is provided in the r_test.mq5 file.
The 32-bit source library for MT4 has been adapted to 64-bit for MT5.
This library is distributed under the GPL-2 license, permitting commercial and non-commercial use provided that the source is appropriately referenced.
This software is licensed under the GPL-2 license as of 2026, allowing for commercial and non-commercial use with the mandatory attribution to the original source.
You may also like: MQTT Five — MQTT 5.0 Client Library for MetaTrader 5 - excellent alternative for library users on MetaTrader 5.
⚠ Limitations & Risk Warning
- This tool is provided for educational and testing purposes only.
- Past performance does not guarantee future results.
- Trading involves substantial risk of loss. Use on a demo account first.
- Results may vary depending on market conditions, broker, and settings.
- We recommend thorough backtesting and forward testing before using with real funds.