Disparity between available symbols in live and strategy tester EA

[jake_bickle]

Hi everyone, I ran into quite a perplexing problem today. There are many symbols that I cannot select or get information from in my EA. In fact, it seems as if there's a bug within MQL4 itself.

The following EA provides different results when ran in the debugger vs a strategy tester (both using the GBPCAD chart). 

int OnInit(){
  if (!SymbolSelect("USDCAD", true))
    Print("Couldn't select USDCAD");

  if (SymbolInfoInteger("USDCAD", SYMBOL_VISIBLE))
    Print("USDCAD visible");
  else
    Print("USDCAD isn't visible");
    
  double e;
  if (SymbolInfoDouble("USDCAD", SYMBOL_ASK, e))
    Print("It worked");
  else
    Print("It didn't work, ", GetLastError());


  return(INIT_SUCCEEDED);
}

On the debugger in live data, the following is printed:

2020.08.23 11:25:20.011 Exit Backtester GBPCAD,Daily: USDCAD visible

2020.08.23 11:25:20.011 Exit Backtester GBPCAD,Daily: It worked

On the strategy tester near the beginning of 2017, the following is printed:

2020.08.23 11:26:01.200 2017.02.09 00:00:00  Exit Backtester GBPCAD,Daily: Couldn't select USDCAD

2020.08.23 11:26:01.200 2017.02.09 00:00:00  Exit Backtester GBPCAD,Daily: USDCAD isn't visible

2020.08.23 11:26:01.200 2017.02.09 00:00:00  Exit Backtester GBPCAD,Daily: It didn't work, 4106

Where error code 4106, according to the documentation, states that the symbol is not selected in Market Watch or found in the list of "available ones".

However, running the following code:

void PrintSymbols(){
  for (int i = 0; i < SymbolsTotal(true); ++i){
    Print(i, " ", SymbolName(i, true));
  }
}

int OnInit(){
  PrintSymbols();
  return(INIT_SUCCEEDED);
}

Prints the same results in both cases, among them being USDCAD:

2020.08.23 11:38:03.235 Exit Backtester GBPCAD,Daily: 18 USDCAD

So SymbolName proves that USDCAD is available, while SymbolSelect, SymbolInfoInteger, and SymbolInfoDouble prove otherwise.

Why is this the case? I'm attempting to automatically buy and sell in my EA, and it's important that I'm able to get symbol info from other symbols to calculate the correct amount of lots I need. This doesn't seem to be possible inside the strategy tester.