Daraknor has researched and posted a lot about this.
He seems to be the small retail forex traders best friend as far as figuring out quality data feeds and honest executing brokers.
Most of his stuff is beyond me but I'm committed to following everything he posts.
Search his posts like in this thread:
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Hi there,
Is it possible to host the Expert Advisor on a windows or Linux server and connect it to an MT4 account and let it trade 24/7? If so, how does one do this? Is there a manual or can some expert guide on how to do this?
Thanks