How to use MT4 Build 670 for offline backtesting ?

Hello

I do all the instructions that one can read

1) delete all hst files 

2) change max bars in history to 9999999999

3) and import  M1 Data 

4) convert with period_converter

but after an exit and work next day all data has disappeared

and I have to do all instructions again. Grrrr !

What is the right way to backtest with mt4 completly offline ?

Or how much I have to pay for that ?

Is there a solution without connecting to a broker ?

with Regard Peter