You can't debug on historical data with MT4.

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Hi
I'm attempting to debug an MQL4 EA in MetaEditor however I am not being offered the 'Start on history data' (or indeed the Start on Real Data) option under the Debug menu. It is greyed out despite me specifying a dataset under Tools/Options/Debug.
Under the Journal tab of the Toolbox I see the message 'client terminal is not found' despite the client terminal seemingly being open in another window.
Any advice gratefully received.
Thanks,
James