I am getting very different price charts between loading price data from the FXCM MT4 directly compared to setting PRELOAD with new data from the FXCM API.
I connected several times to MT4, always with the same result. Also, I haven't got any error messages and my lookback period is only 250 bars.
Below two charts from GER30, one with setting preload, one with connecting and loading from MT4 directly.