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EA Backtesting works on MQ MT5, but once I download a broker's MT5 on demo server, EAs never make trades - am I just stupid?

Hi guys. Not sure what's going on here, maybe I'm just a noob. I want to do testing on an EA. When I download MT5 from MetaQuotes site, I can demo and test any EA and it works fine, even without downloading full bar and tick data for the symbol (in CTRL + U menu). So part 1 is complete, I want to