MetaTrader Terminal 4: debugging an expert advisor on historical data - mql4

Question

I have a MetaTrader Terminal 4 logged into a demo account.
I have written and compiled my first Expert Advisor.
I am able to debug it on a live chart, so working fine. I would like to debug it though on historical data. In the MetaEditor the Debug>Start on history data is grey out though.
Also when running the strategy tester my break points never get hit, I put the break point on the first line in the OnTick() function, so it should get hit in my understanding.
Is this because I have a demo account? If not how can I debug my script on historical data?
update code below
#property strict
//+------------------------------------------------------------------+
//| Includes and object initialization |
//+------------------------------------------------------------------+
#include <book_examples\Trade.mqh>
CTrade Trade;
CCount Count;
#include <book_examples\Timer.mqh>
CTimer Timer;
CNewBar NewBar; // keeps track of timestamp of current bar & allows us to
determine when a new bar has opened so prevents orders being opened intrabar
#include <book_examples\TrailingStop.mqh>
#include <book_examples\MoneyManagement.mqh>
#include <book_examples\Indicators.mqh>
//+------------------------------------------------------------------+
//| Input variables |
//+------------------------------------------------------------------+
// left out to keep the post short
//+------------------------------------------------------------------+
//| Enum |
//+------------------------------------------------------------------+
enum trade_action
{
NO_ACTION = 0,
LONG = 1,
SHORT = 2,
EXIT_TRADE = 3
};
//+------------------------------------------------------------------+
//| Global variable and indicators |
//+------------------------------------------------------------------+
int gBuyTicket, gSellTicket;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Set magic number
Trade.SetMagicNumber(101);
Trade.SetSlippage(10);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Check for bar open
bool newBar = true; // I put a breakpoint on this line
int barShift = 0;
if(TradeOnBarOpen == true)
{
newBar = NewBar.CheckNewBar(_Symbol,_Period);
barShift = 1;
}
// Trading
if(newBar == true)
{
// Money management
double lotSize = FixedLotSize;
if(UseMoneyManagement == true)
{
lotSize = MoneyManagement(_Symbol,FixedLotSize,RiskPercent,StopLoss);
}
trade_action action = calculate_signal();
// Open buy order
if(action == LONG)
{
// close sell orders
Trade.CloseAllSellOrders();
// check if we already have an open buy trade
int open_buy = Count.Buy();
if(open_buy == 0)
{
// no current existing buy position so enter
gBuyTicket = Trade.OpenBuyOrder(_Symbol,lotSize);
ModifyStopsByPoints(gBuyTicket,StopLoss,TakeProfit);
}
}
// Open sell order
else if(action == SHORT)
{
Trade.CloseAllBuyOrders();
// check if we already have an open sell trade
int open_sell = Count.Sell();
if(open_sell == 0)
{
// no current existing sell position so enter
gSellTicket = Trade.OpenSellOrder(_Symbol,lotSize);
ModifyStopsByPoints(gSellTicket,StopLoss,TakeProfit);
}
}
}
}
trade_action calculate_signal()
{
trade_action action = NO_ACTION;
// now calculate trade logic
if (some_value > some_threshold)
{
action = LONG;
}
else if (some_value < some_threshold)
{
// enter short position
action = SHORT;
}
return action;
}

Answer 1

Q : "Is this because I have a demo account?"
No.
Q : "If not how can I debug my script on historical data?"
In the MT4 (as-is-2020/06) you still can implement, if in a need to have such, your own "debugging"-Inspector/Monitor-agent tool to get executed during the StrategyTester-mode of the run of the MQL4 compiled-EA.
The MT4's StrategyTester is a BackTesting tool, not an (emulated)live-market Simulator-and-Debugger, it only operates the EA in synthetic(accelerated|slowed-down)-time, using a controlled-flow of synthetic-QUOTE-message(s), emulated for a given trading instrument and TimeFrame.