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If you run the same EA in the Strategy Tester it will write to the GlobalVariables, perhaps it is setting them into a state that is stopping your EA running on Live/Demo ?
I made sure to clear all GlobalVariables manually before running the EA, so I'm sure that's not the reason. But even if the GlobalVariables did interfere somehow, still, it should have run the Alert() function at least once on 'init()' and 'start()', and it didn't!