I learned that the documentation was wrong. You must set the year number to the earliest year in your history for starting with the earliest record.

The corrected manual text:

"- A 4-digit year number (f.i. 2006) gives the number of the historical data file with which the simulation begins (f.i. EURUSD_2006.t6). If the data file has no year number (f.i. MSFT.t6), the simulation starts with the earliest record in the file that matches the year number. "