I am testing the MT5 (deploying from MT4). The system is connected to large data sets that are stored in SQL server (more than 500K attributes per instrument). In MT4 in order to save download time I imported the data to history files and worked with the history files by using custom indicators. My question is as follows:
In MT5 can I import custom data to history files like in MT4?
If not how do you suggest working with large data sets that are stored in SQL server? (I am using the ADO lib to connect to SQL server which is working very well)
1. No, unfortunately you can't.
2. Try to read article "Practical Application Of Databases For Markets Analysis". It might be helpful for you.