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I've been never using the EA before. One of my friends refer me to one of those and showed his stats. I don't feel like start using it without proper testing. So my question is where and how I dowload he data for testing?
Testing an EA in MT is easy, refer to this article to see how to backtest a strategy in MT4. The historical data will come directly from the trading platform. You don't need to purchase data anywhere or spend any money.