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It's about the same as "busy" flag (first in, first out), only times more complicated, but the idea is interesting, I like it, thanks.
Probably, it would be easier to disable shared editing FILE_SHARE_WRITE and let those who opens only read FILE_READ read and those who opens read and write FILE_READ|FILE_WRITE get an error and re-open the file. This would probably be easier.
I don't really understand what this means in the context of FileClose saving.
It means that not only when the file is closed, the changes made are saved to disk.
On the read side, there is a flagging that allows the file to be emptied without closing it, after all the data has been extracted.
On the write side, we have a flagging, which does not allow to open the file, if it is already opened by another Expert Advisor.
The code is just for example, it lacks check functions of handling handles and tickets and stuff like that, but it is close to the desired result.
Thanks a lot again everyone and much appreciation for the information and useful tips.