Hi Everyone, This is my first post here, and I am a very green C++ programmer, so some insight on how to visualize my trading system would be very helpful. I created a strategy using Market Delta's proprietary language, RTL, and have decided to re-code in C++ and to hopefully automate the execution. Instead of using a time-based periodicity, I am using a price range periodicity - like 5 ES ticks for example. My idea is that I would need to use arrays to store the current and each previous 5 tick range in order to perform the necessary calculations required for my signals...Is this an accurate assessment, or do I need to consider another alternative? And for those who don't understand what I mean by 5 tick range, here is the following: Ex) Price trades from 1088-1085, but instead of monitoring the price changes and trades on a 5 min period, I would monitor the trades that occur at each price level. Once a 5 tick range has been exceeded either higher or lower from the previous last price, a new 5 tick range would be created. However, I would need to store the trades, and prices that occur within those ranges, then monitor the additional prices and trades that occur in subsequent 5-tick ranges until my signal criteria are met. Thanks for your help!