My guess would be that something like the issue we had on the CatFX50 thread is happening. We tested an indicator using EMA50 and StepMA_Stoch on multiple brokers using the same version of MT4 and the only difference is the feed from the brokers. It comes down to the broker's server setup and that's all. I would suggest testing on even more brokers and finding the one that your system works best with. Also, the demo servers my not be actually realtime from broker to broker.

Mookfx