The Expert Advisor gets values of Bid and Ask prices on every tick and remembers them into the “prices” structure array. On every twentieth tick the Expert Advisor writes structure objects data into the file using the FileWriteArray() function. Data will be recorded in the binary file in subdirectory of the local terminal folder. The terminal local folder location can be obtained calling the TerminalInfoString() function.
PrintFormat("The path to the terminal local folder: %s\\Files\\",TerminalInfoString(TERMINAL_DATA_PATH));When deleting the Expert Advisor from the chart, there is writing of not written data into the file after which the Expert Advisor terminates its work.
Code:
//--- input parameters input string InpFileName="data.bin"; input string InpDirectoryName="SomeFolder"; //+------------------------------------------------------------------+ //| Structure for storing price data                             | //+------------------------------------------------------------------+ struct prices   {   datetime          date; // data   double            bid;  // Bid price   double            ask;  // Ask price   }; //--- global variables int    count=0; int    size=20; string path=InpDirectoryName+"//"+InpFileName; prices arr[]; //+------------------------------------------------------------------+ //| Expert initialization function                                  | //+------------------------------------------------------------------+ int OnInit()   { //--- allocate memory for the array   ArrayResize(arr,size); //---   return(INIT_SUCCEEDED);   } //+------------------------------------------------------------------+ //| Expert deinitialization function                                | //+------------------------------------------------------------------+ void OnDeinit(const int reason)   { //--- write the remaining count strings if count<n   WriteData(count);   } //+------------------------------------------------------------------+ //| Expert tick function                                            | //+------------------------------------------------------------------+ void OnTick()   { //--- save data to array   arr[count].date=TimeCurrent();   arr[count].bid=SymbolInfoDouble(Symbol(),SYMBOL_BID);   arr[count].ask=SymbolInfoDouble(Symbol(),SYMBOL_ASK); //--- show current data   Print("Date = ",arr[count].date," Bid = ",arr[count].bid," Ask = ",arr[count].ask); //--- increase the counter   count++; //--- if the array is filled, write data to the file and zero it out   if(count==size)     {       WriteData(size);       count=0;     }   } //+------------------------------------------------------------------+ //| Write n elements of the array to the file                 | //+------------------------------------------------------------------+ void WriteData(const int n)   { //--- open the file   ResetLastError();   int handle=FileOpen(path,FILE_READ|FILE_WRITE|FILE_BIN);   if(handle!=INVALID_HANDLE)     {       //--- write array data to the end of the file       FileSeek(handle,0,SEEK_END);       FileWriteArray(handle,arr,0,n);       //--- close the file       FileClose(handle);     }   else       Print("Failed to open the file, error ",GetLastError());   }