Hi Pump and Dump, The biggest problem I find with MT4 is that the spread is not available in back testing data. The historic data used has only the chart values and this does not include both the buy and sell price. Calgo is the same. With calgo you can only fix the spread or use a random spread or current spread for back testing. The spread makes a big difference when using tight stops. MT5 is better because it provides both the buy and sell price in the historic data used for back testing.
