i have had simillar experiences with various brokers who shall go nameless
-But- are montioned here...it`s called price -or- trade manipulation...i have seen my trades altered when they were placed by a ea in both forms mentioned above at all brokers i have used.
the forex market brokers are not properly regulated here in the u.s.a. or elsewhere, but it is improving here in the u.s.a. which might be the reason why your ea is doing ok.
if you dought what im saying ask your broker if they manipulate the price or spread or trade against you, i have done so only to have a abrupt end to communication, including follow-up calls to open a account etc.
lookinto it further on your own and you will see the same thing.
thanks,forex9