How to Group By in MQL?

[Pooya Khamooshi]

I have an array of objects such as:

class RunningOrder {

   private:

   public:

      datetime OpenDate;  

      string Market;

      double RiskAmount;

};

RunningOrder _runningOrders[];

How do I group the objects by one of the properties e.g. the Market property?

Basically, I'd need the equivalent of this C# code in MQL?

_runningOrders.GroupBy(r => r.Market, a => a.Sum(i => i.RiskAmount)) that should return:

GBPUSD, 1000

EURUSD, 500

I can add multiple loops but that'd be very ugly way, is there any good recommend way in MQL 4 to group by?

Thank you

[Drazen Penic]

No way with MQL.
It's C++ based and it does not have anything similar to Linq. 

Possible solutions:

• only solution using only Mql4:  "add multiple loops but that'd be very ugly way". I agree that it is ugly. 
• create C# dll and then send the data to the dll, do you Linq processing there and return result. Cumbersome, ugly, but can be done.
• look at the .Net integration for Metatrader 5, maybe you can make it work with Mql4 (I didn't try) - chances that this will work are pretty slim, if it works, it is unsupported, but it might be an elegant solution