For those who are really serious about backtesting I recently found that Dukascopy have free Data available. This Data is at Tick level not the 1 minute or 5 minute data that is on the MT4 site. Tick Data removes the interpolation that MT4 tries to do so you should get a accurate result. From what I read 99% was achievable as opposed to the 90% that you more commonly see. It is not in a format that is directly acceptable by MT4, however there is a process to convert it. It does seem to be a complicated process to download and convert. Also at Tick level the volume of Data is very large compared with 5 minute data so you will need a fairly fast PC
Google "Dukascopy convert market data" or such like.

Mike