Also I have found that MetaQuotes data has its own list of glitches, but more so in older data (Pre 2007) which won't make a significant difference to current trading.
Another thing to keep in mind is that the more historical data you have in MT4, the slower your charts will respond in heavy volume times. Also lots of historical data causes MT4 to use significantly more system memory, which will also affect system performance.
Those who say it cannot be done should not interrupt those who are doing it