Designing a Searchable Tick Data Object for an MQL5 Library
Summary
The article describes adding tick-level storage to the DoEasy MQL5 library. It treats each tick as a data object based on MqlTick, with additional symbol and spread properties, and proposes maintaining a bounded list of tick objects for each symbol. The design supports automatic addition of incoming ticks and enables searches and sorting by stored properties for later analysis of tick flows and patterns.
The implementation work covers property enumerations and labels for integer, price, volume, spread, and symbol fields, plus sorting criteria corresponding to those properties. It also updates an existing new-tick object so an empty symbol can refer to the current chart symbol and initializes its new-tick flag explicitly. The focus is reusable library architecture and data access, not a trading rule or empirical market study. The supplied excerpt does not include the full class implementation or test results, so it does not establish performance characteristics or the usefulness of any particular tick pattern.
Key ideas
- The library models one tick as an object containing MqlTick fields, spread, and symbol.
- Per-symbol lists are intended to update with new ticks while respecting a user-defined size.
- Enumerated properties enable searching and sorting by time, prices, volume, flags, spread, and symbol.
- The article focuses on data infrastructure and does not test a trading strategy or tick-based signal.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.