What do you mean with "not successful" - technically or financially? Didn't the script trade at all or weren't the trades profitable?
I use the 'Simple broker arbitrage example' actually only to record spread and price (there is no commission at the used brokers) to find out a practical threshold and to view the relations between these components in a real environment.
I mean financially. Technically Zorro works great. "not successful" means that the Demo accounts in both brokers are making a loss instead of gain. I use higher threshold and no trades are triggered. If I use lower threshold, trades are not profitable and losses are limited. The differences between prices of the same asset are too small (about 2- 3 pips) for profit. It can work if only one has almost zero commission and connection speed to capture this.
I think another way to work around this is to trade Indices instead of FX. I have not tried out indices yet but I think it maybe possible. I am sharing what I know to the community and hope this help.
