Yes, I switched to C++ in the last few weeks: using OOP, destructor, function overloading and vectors were huge improvements in my code. It became much cleaner and easier.
But in this specific case it's about the prices. I have multiple price series() in different TimeFrames, and different lengths. And as I see the series() is perfect for storing the prices, because
- the automatic shifting on new Bar
- changing the pointer on Asset change
- the built-in indicators and functions are also using series
So I want to keep the prices in series() instead of Dynamic Arrays or vectors.
But thank you for the ideas!