I think there are two possible ways: 1. day open, close, high, low, volume separately into array, then I have 5 arrays to work with my calculation 2. Put all of these into one array or linklist to do the calculation.
I think the 1. would be more easy to handle all backtest calculations, do you agree?
Background information: I would develop my system with Java and run in either Windows 7 64 bits/ Ubuntu 64 bits. I will eventually connect the live trading version to Interactive Broker Java socket API.