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You can't do that with array's. Mql4 does provide multidimensional arrays, but only up to 4 dimensions. Furthermore, you can't resize multidimensional arrays. If an array was defined multi-dimensional, you can only resize the first dimension. And we need somthing to hold those classes like the Vector Class in C++ or the Collection namespace in .net.
I realize that the grammar of mql4 is highly specific. However, if you allow C++ module definition files to be imported into mql4, can't somthing be done with that? Speaking of which, suppose we wanted to interface the MetaTrader software with a database such as MySQL, or though database connection objects such as odbc. Are there any files that are already written that will allow us to make such a connection? I mean, just importing the functions though mql4?