MT4 is a 32-bit, mono-threaded platform with a 2 Gb (or 4 Gb memory limit if you use it on a 64-bit operating system, in which case a 32-bit system is emulated, which is not optimum). It is important, especially to do backtesting, since if your historical data file exceeds this limit (which happens especially if you use tick data), you have to split this file into several parts and do an individual backtest of each part. If you use tick data usually that memory limit is exceeded with a history of 2 years or so, but can also be exceeded even if you use standard M1 bar data.
