Yes, but that's exactly the problem. The false trade signal will also happen in real trading. It will then open a position where Zorro would not. This imposes an additional risk to your strategy.

If the MT4 backtest returned about the same profit as the Zorro backtest, it's probably ok - small differences can be caused by the slippage simulation. Still, a difference between testing and trading is always a potential danger. You should compare the signal values and the trade logs. There can be many simple reasons for such differences, but do not ignore them unless you know what's happening.

Even a profitable strategy gives you only a small edge. Any little mistake can take it away.