Need to compare every single bid of last month for some calculations (about 2 million values just for EURUSD alone).
Putting them all in an array (need to do so for 31 instruments) seems too clunky. Any better way?
I have been just writing bids to a file, then using bash on the file (where I can just compare lines instead of dealig with arrays).
Any native mql4 solution? Don't wanna need bash for anything.
Maximum size of an array is about 2 billion values. A double consumes 8 bytes, 2 million ~16 MB.
The documentation on ArrayResize says: Total
amount of elements in the array cannot exceed 2147483647.
Will go right ahead then and hope for best with my 4gb ram !
You can do the same file operations using Mql4 code, instead of bash, MQL4/MQL5 can do any operations inside any file. Better yet, you can
define your custom structure, and it uses your custom file structure during the file operations.