How to get highest and lowest position since specified time effectively?
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What Im trying to do, or what I have to do, is to find out an openening price on some symbol as of specific time, and then to find out a highest and the lowest price since then.
The problem is, I need to obtain these values almost every second and keep these three parameters up to date, for couple of different symbols.
Can you please suggest a rough idea of an implementation of this? Because as of now Im trying to request all the values with from a specific time until present with CopyRates, and then process the peaks over and over again, but this proves to be very unefficient method.