EA - Can trade on virtual account, but can't run Strategy Tester

 

I am working on an expert adviser that takes decision to buy or sell depending on price and volume. If price variation of the last bar and the volume of the last bar are larger than the variation of the last few bars, then I place an order to buy or sell, depending on the price variation.

If I run the EA on live trading in my virtual account, there are many transactions executed (I selected period M1). But if I run the same in Strategy Tester, there are no transactions at all. I downloaded the history for the selected currency pair and selected time frame (I don't know if I need to do this).

The journal does not show any unusual messages or errors. 

Any ideas what do I need to do to run the test? 

Nick