Use iCustom Handle in OnInit()
Mikołaj Gogola: saves every tick to a file as binary using FileWriteArray(). I can judge with my eyes that the speed is decreasing with time elapse.
Are you rewinding and writing all ticks? Or are you just appending the last one?

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I made data collecting EA. It simply runs on specified period of time and saves every tick to a file as binary using FileWriteArray(). I can judge with my eyes that the speed is decreasing with time elapse.
The file is opened at the beggining inside Init() function and closed in Deinit() so I am not reopening it every time I write. Can I get better performance by something like opening new file every time I save 1000 candles to avoid the case of huge file being opened?
Honestly I am really confused because I didn't think it can impact the performance.
I will really appreciate any advice.
PS
I was also thinkin about iCustom() but I decreased number of bars in the chart and in memory buffer so it shouldn't exceed specified number, which means it shouldn't impact performance.