Testing strategies: broker data or metatrader server data?

[vaeVictis]

Hi everyone.

I just begun testing my strategies on FOREX and there is a doubt I can not answer.

This doubt is due to the difference between the candlesticks data retrieved from the broker and the same data retrieved from the metatrader server.

This difference concerns both the data values themselves and how much they go back in time.

Indeed, broker data and metatrader data are different. Moreover metatrader data go back in time more than broker data.

I wrote my mql4 script to retrieve candlesticks values from the broker, I send these data to a database with ZMQ library and I make my analysis externally with Python.

My external analysis Python programs, though, can work in real time with data from the broker but can also work with data I fetch from the metatrader server and provide them with.

Which data would you prefer to test some strategies?

Are broker and metatrader server data equivalent?

Or is it mandatory to use broker data to test my own strategies?

Thanks in advance.