No, I did not. No time for it right now. Thats why I posted it here, if someone knows.
I remember now that once I wanted to know which is the first price quote I receive from the broker so I created a test script which entered trades towards the week opening. I noticed that the week open price was different depending on when I begun to run the strategy.
As MIGI mentioned, the data provided by mt4 is different and it seems like it is different depending on when you click on trade buttom the first time as well.
So if my trade signal depends on a indicator crossing a line, it is possible that the indicator cross that line at one vps and not at another. It is extrange that I got similar trades on different brokers but the vps provider was the same and I got different trades on the same broker but different vps provider, but as MIGI mentioned, the location of the vps defines the tick data that mt4 receives and it may explain the difference