I would like to know if implementing my own Doubly Linked List is better or using stl list.h ? in terms of efficiency and what would be the advantages and disadvantages of both ? Thanks
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The only way to know is to profile. Here are some tools.
As already said in the comments, unless this is an educational exercise you probably don't want to write your own.
There is an alternative to std::list, Boost.Intrusive which may have better performance than std::list.

Paul Floyd
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` right? In that case the standard list is 99% of times better. On the other hand in 99% of times you shouldn't use a linked list at all...
– DeiDei May 14 '18 at 11:54