Dear Eloi, good news, I managed to fix this!
I did it by deleting the file “newsdata.dat” which is located into the “history” folder of the tester.

To find it go to File > Open data folder. Then go to tester > files and there is “newsdata.dat”. I recommend you to move it to another location first for prevent troubles. But once this file is not on the “files” folder restart MT4 and do a new backest, you will see that News are working!

This worked for me, I expect you can fix this problem on your PC.