demo_filewritearray

//+------------------------------------------------------------------+
//|                                          Demo_FileWriteArray.mq5 |
//|                        Copyright 2013, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2013, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
#property version   "1.00"
//--- input parameters
input string InpFileName="data.bin";
input string InpDirectoryName="SomeFolder";
//+------------------------------------------------------------------+
//| Structure for storing price data                                 |
//+------------------------------------------------------------------+
struct prices
  {
   datetime          date; // date
   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 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());
  }
//+------------------------------------------------------------------+