Hi Selim,
I am just going to expand on your points to make things clearer for David but they are very good points!
For Point 1:
I also suspect a time issue which will become clear when David compares the trades between MT4 backtester and EA studio as it will be easy to see if all trades are shifted by a set amount of time. Additionally when only checking a week the fact that EA studio only starts trading after 100 bars needs to be accounted for to get the best match which will also become clear to David when he is working on this.
However this only really applies for the premium data as when importing the broker data as David has done the time will match and does not need to be set.
Have you set any specific time settings in EA studio David or is the 00:00 – 24:00 applied?
For Point 2:
What David has done is actually correct in using the broker data to compare rather than using premium data that has the settings applied.
When generating strategies we should use the premium data with settings adjusted because as you say there are no missing bars and we can get this data for. The two main issues with the broker data for generation is missing bars and the fact that there is not enough of it usually (Sometimes they just give a month even although most give more sensible amounts).
But what David is doing is just comparing a weeks live trading results (although will be demo going forward :-) with EA studio (and MT4 backtester also until things matching up) and in this sense it is definitely best to import the broker data to EA studio and check using that. In this case David will have collected the broker data himself with the MT4 terminal real-time so isn’t even downloading a chunk of data from their server really. Always check the data quality using EA studio s Data statistics which is super quick and easy to do.
Also the historical data tool/premium data is all we need for generating good strategies in my opinion, you really wont be getting anything by paying for additional data. You can even download free tick data from Dukascopy directly if required but again that is free so there should be no need to pay for anything.