Probably a very basic question but I cant seem to find an answer, how can I get historical pricing data from MQL4 (not downloading it and reading it from a file)?

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Ideally, I would like to end up with an array like


[(O,H,L,C)0, (O,H,L,C)1, (O,H,L,C)2 ... (O,H,L,C)n]


where every tuple represents a candle and n=periods, n defined by me

 

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Guillermo Bondonno:

Ideally, I would like to end up with an array like



where every tuple represents a candle and n=periods, n defined by me

there are 3 ways basically 

B is used for the native chart only (the current symbol and timeframe) ,A and C are used for any symbol and timeframe but ,after learning how to use them you must be 

careful with data requests and loading . Its an uphill battle ,expecially in indicators . For now : 

#property version   "1.00"
#property strict
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create timer
   //a.MQL RATES COLLECTION 
     MqlRates NonSeriesArray[];// element zero is the oldest ,element ArraySize()-1 is the newest
     int digits=(int)SymbolInfoInteger(_Symbol,SYMBOL_DIGITS);
     double usage_example=0;
     //Fill Non Series
     int d=CopyRates(_Symbol,_Period,0,20,NonSeriesArray);
     usage_example=NonSeriesArray[0].high+NonSeriesArray[0].low+NonSeriesArray[0].close+NonSeriesArray[0].open;
     //mewest element dont use it like this though 
     usage_example=NonSeriesArray[ArraySize(NonSeriesArray)-1].high;
     //prefer this 
     int ne=ArraySize(NonSeriesArray)-1;
     if(ne>=0){usage_example=NonSeriesArray[ne].high;}
     Print("----- NON SERIES DATA -----");
     PrintRates(NonSeriesArray);
     //Fill Series
     MqlRates SeriesArray[];//element zero is the newest ,element ArraySize()-1 is the oldest
     ArraySetAsSeries(SeriesArray,true);
     d=CopyRates(_Symbol,_Period,0,20,SeriesArray);
     usage_example=SeriesArray[0].high+SeriesArray[0].low+SeriesArray[0].close+SeriesArray[0].open;
     Print("----- SERIES DATA -----");
     PrintRates(SeriesArray);     
   //b.Native chart data 
     usage_example=High[0]+Low[0]+Close[0]+Open[0];//0 is the newest bar Bars-1 is the oldest bar
   //c.Non Native chart data 
     usage_example=iHigh(_Symbol,_Period,0)+iLow(_Symbol,_Period,0)+iClose(_Symbol,_Period,0)+iOpen(_Symbol,_Period,0);
//---
   return(INIT_SUCCEEDED);
  }
void PrintRates(MqlRates &Array[])
{
     for(int p=0;p<ArraySize(Array);p++){
     //nothing important just illustrating access and printing times to show direction 
     double mid=(Array[p].open+Array[p].high+Array[p].low+Array[p].close)/4;
     Print("Array["+IntegerToString(p)+"]["+TimeToString(Array[p].time,TIME_DATE|TIME_MINUTES)+"]");
     }
}
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