Hello Simon,
Glad to hear from you. I have been over all the things you are struggling with right now, and I will assist you as much as I can because I know how hard it is.
You are correct that the best data is the actual one from your broker. And yes, all the brokers provide small data. However, when you start collecting the data, you can download the hst files from time to time. This way you will make sure not to lose them again.
We are about to provide Historical data from Ducas copy, we have done a lot of tests and we are at the final stage. This data seems to be very accurate and detailed. We tested creating EAs with it, and compared to most brokers, it is similar. Also, what we do is to convert it from tick data, which makes it very precise. Maybe it will be available next month.
Stay away from the strategies that have no SL. They show great backtests but in actual they can drive you to huge losses.
Now, EA Studio uses the timezone from the data that you have imported.
Regarding the GBPNZD, you are correct but still, you don’t want to do algo trading with a huge spread.