An MT4 EA is certainly useful, but a direct API access is preferable. There are two reasons. The first one is that MT4 does not provide a long price history, so only strategies with not too long lookback periods would work with MT4.

The second reason is more serious: Depending on broker settings MT4 reroutes your trade to a "virtual dealer server". It's then not executed in the real market, but in a virtual market structured by MT4 for huge slippage and early stop loss triggering. MT4 has this implemented because it generates extra profit for the broker. You normally won't notice this, you'll only wonder why you lose most of the time. That's the reason why it's normally not recommended to trade real money with MT4 or MT5.

Of course not all brokers use this practice, FXCM probably not. So if you're sure that your broker is honest, an MT4 EA that interfaces to Zorro is a good thing.