Hello, good day to everyone. I am going to make some suggestions within my experience developing algorithmic systems. But of course, everyone is free to choose their path. I recommend the exclusive use of open price data and the mandatory implementation of strategies based on such open prices. The use of ticks in algorithm programming is irrelevant in decision making, unless the system is designed to operate at high frequency (HFT). For non-HFT oriented systems, direct use of ticks is discouraged. In addition, when scaling the system by incorporating new strategies, parameters or complex functions (eg: FFT, Correlation Coefficients in R, Band Pass Filters, etc.), the processing will be more efficient when working with opening prices due to its nature. These open prices are optimal for such a task, and even if you still need more computing power you could choose to use OpenCL in MT5. However, in the case of testing systems developed by "third parties", it is suggested to carry out tests using all possible modeling methods and time shifts to ensure correct interpretation/BT of the Expert Advisor.