I am running a script that enters some stop orders (long above or short below recent close price) using FXCM demo account. But these orders don't show up on FXCM platform. Once the market price reaches the order entry price, the order is opened and become visible on the broker's platform. Is this normal? I was expecting that pending orders (stop or limit orders) will also appear on broker's platform.

Yes, this is normal. Pending orders are not sent to the broker.

I have an issue with market orders (slippage).

Is it possible to send the pending to the broker so that it sits in their order book rather than sending a market order when target price is touched?

thanks, Peter

Anything is possible, but in the current version it's not done this way. It anyway won't help with slippage. Quite the opposite, some brokers add higher slippage on entering pending orders.

anything is possible doesn't really answer my question. can I place an order in the broker order book or not? or is zorro limited to market orders only. thanks

You can read in the manual under "Entry" how to place a pending order. But all entry and exit decisions, including entry or stop limits, are handled by Zorro and not by the broker's order book.