Sure, it is still a demo account. This week I started an ONS in parallel on a demo account of a Market Maker Broker (via MT4) for comparism reasons. Although the prices (I saw) were nearly equal (FXCM and XM) today the XM version set up a long trade in USD/CHF (that was entered at noon) while the FXCM version did not. LookBack is set to 80 and no errors occured in Zorro, so I think this wasn't a problem. There must be a difference in calculation of the SMAs between FXCM and XM. I'll make the script print some information for evaluating this in future. This is a ridiculous example only, but "success of a strategy depends on the broker" is really an interesting view.
My FXCM version set up 10 trades but no entry price was hit and no trade was entered.