Array of ticks in the current bar

burrocampeador: My EA lasts a lot of time, so several ticks can appear while my EA is running.	Any ticks that come in while the EA is running are lost.

you would have to make your own array and call RefreshRates() periodically in your long time taking code and each time Bid has changed then it is a new tick

Would not the ea becomes busy and ignoring others while it is doing its calculations?

yes unless you interupt the calculations to check for new ticks

Hmm.. I can see now.

Thank you very much for your responses!! Then, the strategy is to program an EA that is a loop and never ends. Inside the loop, the EA saves continuously every tick in an array and sometimes makes the calculations with the mentioned array. Is that correct?

burrocampeador: Then, the strategy is to program an EA that is a loop and never ends.	The better strategy is to determine when you need to do something (price reaches a trigger) or when the something is no longer valid (new bar), and just return from OnTick() when there is nothing to do. When OnTick() is called you know it's a new tick. If you loop, you are sampling ticks at your loop frequency, and that may or may not be all ticks.