When you are comparing FXCM TS and/or metatrader(FXCM or other) with zorro's history files, you are probably not comparing identical feeds.

Also you need to be sure that your times are aligned, i.e. your bars cover the exact same timeperiod in both. I know that zorro assigns the time of bar close to the bar, metatrader or FXCM TS may not do so, and may assign the time of bar start to the bar. Not to speak of issues such as server times being different i.e. days starting at different times, and treatment of sunday candles i.e. are there 5 or 6 days in a week?

I'm not sure of the relevance of this for testing or trading so long as zorro is internally consistent.

HTH