I'm a Zorro S subscriber and I've been looking into broker arbitrage.

I downloaded tick data using the download script from 4 brokers (B, C, D, E) and 3 pairs (EURUSD, GBPUSD, USDJPY) and then backtested all combinations.

All combinations were profitable and made tens of trades a day.

I then filled a couple of small accounts and had the script run live. In 24 hours not a single trade has been made. I cleared the data, downloaded it again and backtested it again and it shows many trades being made.

My conclusion is that the MT4 tick data must not be accurate. Is there anything I can do about this (like have Zorro record it live)?