The Data Integrity Checker watches for problems in the historic data being used by MT4's strategy tester.
You simply run a backtest of the Integrity Checker EA. This generates a report which watches for the following problems:
Missing bars in the data
Abnormal spikes in the data, or abnormally large price-gaps between bars
Historic data files (.fxt) which exceed 2GB, causing MT4 backtests to be truncated