Each broker have their own setting for their server.
Some broker set their server to serve MT4 based on region, say, Asia-Pacific connect to server A and Europe connect to Server B. Other broker may set their server based on their liquidity/partner bank server.
It's broker who decide where to connect.
Hi, I might have a solution for you.
Inside options there is a place to 'scan servers' and it will choose the fastest one. If you want to override this or force just one, look at the ini files located here:
Phi.nuts is correct to point out this is handled automatically and is per broker. :Depending on your mt4 setup it will be different.
Each MT4 has their own selection of servers and your login will correspond to demo or live. In options inside MT4 it will scan servers and choose the best one.
Hope that helps,
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