Please, tell me - is it possible to accumulate databases during testing, so that later they can be analyzed, for example, in Excel? I tried to go through the information in the "Arrays" section, but could not find answers to my questions. My task is as follows: the EA opens a grid of orders, and when certain conditions are reached, it closes it. At the same time, by the time of each closing of this grid, a different number of positions are opened.
I'll try to help you, but still I advise you to contact https://8allocate.com/ they already work with big data. And so all calculations are carried out at the time of the absence of open orders (all "own" orders are closed). As soon as this fact is fixed, remember the time and let it be a ZERO starting point. Then a series of orders is opened, then a moment comes when again there will be no "own" open order. Run through closed orders (OrdersHistoryTotal ()) until the previous absence of orders and count how many there were. They counted, wrote down the data.Then, the current time value was placed in a variable storing the "ZERO point". And so the cycle repeats itself. It is convenient to keep all the necessary data in an array. When deinitializing an Expert Advisor, write the array data to a file. And then you analyze it.
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