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From my experience strategy tester of MT3 has at least one serious bug.
That bug hits you, if you are using limit orders (OP_SELLSTOP, OP_BUYSTOP).
For example, if your buy limit is over the actual price, then strategy tester will execute this order with the actual price.
In real life this trade would not have taken place, because buy limit was not reached.
Like I said, this is from my exprience.
Maybe some others can confirm this?
To be sure you could transfer your EA to MT4 and test ist there.
Results should be more realistic.
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