Unable to set OBJ_ARROW_BUY and _SELL properties
string obj_name = PREFIX + " Arrow:" + TimeToStr(Time[i])
will not compile because you have missed the ; at the end of the line.
There does seem to be limitations to these arrows. You can change the colour, but not the size.
They do not print as they are described, in fact there seems to be no difference between OBJ_ARROW_BUY and OBJ_ARROW_SELL
If you are tring to emulate the trade open and close arrows use
ObjectCreate(0,obj_name,OBJ_ARROW,0,Time[i],Low[i]-(WindowPriceMax()-WindowPriceMin())/15); ObjectSetInteger(0,obj_name,OBJPROP_ARROWCODE,1);
for the trade open and arrow code 3 for the close
Results in

What am i doing wrong here?