hi all,

i am new to this forum and would like to start with some questions regarding backtesting im MT.
i read on the net, that the backtest results of MT cannot be relied on.
can anyone really confirm this?
is there a serious bug in MT?
i can imagine, that the reason for this is in most cases only bad system programming.

how about the bar handling in MT?
lets say we look at daily bars.
does strategy tester only look at OHLC?
or does it look at every single tick internally?
this fact is important to know.
behaviour will differ in these 2 scenarios, if we have 2 or more signals on the same daily bar.

thanks.