Building Per-Symbol Tick Series and a Shared Tick Collection in MQL5

Summary

This installment extends an MQL5 library for handling market tick data. It proposes maintaining a tick-object list for each symbol, with a configurable history depth that defaults to the current day, and combining symbol lists into a collection for cross-symbol retrieval and analysis. The library’s list methods are intended to support searching, sorting, and selecting tick objects more conveniently than repeatedly requesting them from the terminal.

The article adds tick-specific messages, a default history setting, and selection methods. It also fixes a memory leak in the existing bar-series creation routine by deleting a newly created bar object if adding it to the list fails. The discussion is primarily software architecture and implementation; it does not present trading rules, market data results, or performance tests. Tick storage depth and usefulness depend on program configuration and available data, and the excerpt omits much of the implementation detail.

Key ideas

• The design keeps a configurable tick history list for each symbol used by a program.
• Per-symbol tick lists are combined into a collection to support work across multiple instruments.
• List operations are intended to make tick searching, sorting, selection, and retrieval easier.
• The article also addresses a memory leak by deleting bar objects that fail to enter their list.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.