Demo_FileWriteArray - expert for MetaTrader 5

The Expert Advisor gets values of Bid and Ask prices on every tick and remembers them into the "prices" structure array. On every twentieth tick the Expert Advisor writes structure objects data into the file using the FileWriteArray() function. Data will be recorded in the binary file in subdirectory of the local terminal folder. The terminal local folder location can be obtained calling the TerminalInfoString() function.

PrintFormat("The path to the terminal local folder: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH)); 

When deleting the Expert Advisor from the chart, there is writing of not written data into the file after which the Expert Advisor terminates its work.

Code:

//--- input parameters
input string InpFileName="data.bin";
input string InpDirectoryName="SomeFolder";
//+------------------------------------------------------------------+
//| Structure for storing price data                                 |
//+------------------------------------------------------------------+
struct prices
  {
   datetime          date; // data
   double            bid;  // Bid price
   double            ask;  // Ask price
  };
//--- global variables
int    count=0;
int    size=20;
string path=InpDirectoryName+"//"+InpFileName;
prices arr[];
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- allocate memory for the array
   ArrayResize(arr,size);
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- write the remaining count strings if count<n
   WriteData(count);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//--- save data to array
   arr[count].date=TimeCurrent();
   arr[count].bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);
   arr[count].ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK);
//--- show current data
   Print("Date = ",arr[count].date," Bid = ",arr[count].bid," Ask = ",arr[count].ask);
//--- increase the counter
   count++;
//--- if the array is filled, write data to the file and zero it out
   if(count==size)
     {
      WriteData(size);
      count=0;
     }
  }
//+------------------------------------------------------------------+
//| Write n elements of the array to the file                        |
//+------------------------------------------------------------------+
void WriteData(const int n)
  {
//--- open the file
   ResetLastError();
   int handle=FileOpen(path,FILE_READ|FILE_WRITE|FILE_BIN);
   if(handle!=INVALID_HANDLE)
     {
      //--- write array data to the end of the file
      FileSeek(handle,0,SEEK_END);
      FileWriteArray(handle,arr,0,n);
      //--- close the file
      FileClose(handle);
     }
   else
      Print("Failed to open the file, error ",GetLastError());
  }