In theory the spread markup for Standard accounts should paint the same charts just shifted down by half a pip… however, with faster moving markets, volatile markets, poor net connections resulting in fewer ticks read and packets dropped, etc… the charts might get a bit off at times when you’re looking at a 1M chart. In the bigger picture, it should all work out the same, but some EAs that are very price sensitive or tick sensitive can experience different results for sure.
Actually, this might not be your problem, but if you’re using a VPS some platform setups might cause missing ticks (and thus missing signals):
Even Windows Server 2k3 vs 2k8 vs 2k12 directly impacts the total amount of ticks received (not that the broker sends less, just the networking stack and such on the OS level has proven to drop more packets by mistake and discard them since ticks are time sensitive.) Look here:
in any case, the new 2012 platform does indeed receive more ticks vs the older generation. This is just the natural evolution of virtualization technology. You will find the most ticks with 2008 and 2012 rather than 2003. 2008 and 2012 are virtually identical in tick count. [B]2003 less so, can sometimes miss up to 20%[/B].
From: CNS VPS service
So while the tick rate and count on a bar-by-bar basis might appear the same (since they are updated after the fact) the terminal might not get them as they happen if you’re running on an older OS in an older VM setup, so thus the trade doesn’t get triggered.
I’m not convinced this is your problem, since that should affect other brokers as well running on the same platform, but I’m trying to illustrate that issues like this can be caused by a multitude of things that you wouldn’t expect at first glance.