Is there a way to create an Array of arrays in MQL5?

 
Trying to create an array, which will hold say 10 arrays each of size 5 made up of type double
 
Yes. Either create a two dimensional array, or create an array of a structure that contains arrays.

Documentation on MQL5: Language Basics / Variables

Arrays

Array  is the indexed sequence of identical-type data:

int    a[50];       // One-dimensional array of 50 integers.
double m[7][50];    // Two-dimensional array of seven arrays,
                    // each of them consisting of 50 numbers.
MyTime t[100];      // Array containing elements such as MyTime

Only an integer can be an array index. No more than four-dimensional arrays are allowed. Numbering of array elements starts with 0. The last element of a one-dimensional array has the number which is 1 less than the array size. This means that call for the last element of an array consisting of 50 integers will appear as a[49]. The same concerns multidimensional arrays: A dimension is indexed from 0 to the dimension size-1. The last element of a two-dimensional array from the example will appear as m[6][49].

 
Fernando Carreiro #:

Documentation on MQL5: Language Basics / Variables

Arrays

Array  is the indexed sequence of identical-type data:

Only an integer can be an array index. No more than four-dimensional arrays are allowed. Numbering of array elements starts with 0. The last element of a one-dimensional array has the number which is 1 less than the array size. This means that call for the last element of an array consisting of 50 integers will appear as a[49]. The same concerns multidimensional arrays: A dimension is indexed from 0 to the dimension size-1. The last element of a two-dimensional array from the example will appear as m[6][49].

Thank you very much Sir!