- Do I have to write a scriptYes
- But how will I make comparisonsread each other's file, or named pipe

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Would it be possible to write a MQL4 program that can compare prices, at say one second intervals, between different brokers for the same instrument and time period?
I know about the FileWrite() operator that can record prices in a CSV file - and that is about it! Do I have to write a script that can run on two different MT4 terminals to collect the data from two different brokers in two different files? But how will I make comparisons in real time and report any differences on live data?
You can see that I am floundering!
Can anybody help me?