Hi. I'm completely new to this forum but considering a move from MT4/5 to JForex, and would be really grateful if anyone can provide a couple of answers to help my decision.

I am a big believer in back testing 'when done properly'. I have read lots about the JForex back tester and the fact that it uses real tick data rather than simulated tick data, which is great. However, what I am struggling to find is whether it also uses 'actual spread' i.e. the actual 'ask' price - or is the 'ask' simulated by adding an arbitrary spread onto the 'bid' (like it is in MT4 and 5). What I want is a back tester that resembles actual 'bid' and 'ask' especially when economic news comes out, since we all know in real life the spread increases, sometimes dramatically during these high impact news items.

Also are existing JForex users generally happy with the back tester? Am I correct in thinking that data only goes back to 2007? At a recent Dukascopy event I attended, they stated most currency pairs go back to pre 1999 - however info on the web suggests it's only 2007.

Any help and advice would be greatly appreciated.