Moving to the real world

After one day of free automatic trading in demo with OANDA I decided to run it on my live account as well.
I have a small account for such purposes exactly.
It started to work in parallel to the demo account on the same VPS. This way allows me to monitor and verify that everything goes well.
I decided to move to live so quickly because it's not a big account and since the EA made many trades I felt confident enough to try it exactly like the demo.
It ran two weeks in that configuration without any logical change. Since the beginning I noticed some differences that required some code improvements on the live account.
I didn't see those problems on the demo account:

1. FIFO closure rules - the orders should be closed according to their size. If there are a few orders with the same size then the oldest should be closed first.
2. Since the EA may open more than one trade sometimes there is not enough money to open another trade (because of the margin). In those cases I try to open the trade in half the original amount = half the risk.

But even after fixing those issues the results were not the same. The demo account gets bigger every day and the demo is around zero. It wins some and then it looses some. I compared the trades and realized that the data is not exact (which influences my targets and entry price) and also execution times are not the same.

The Metatrader's execution time is relatively long while in demo it's almost instant.

The real account account 's progress

How can I proceed form here? I have a good working EA on the demo account which fulfills all my requirements and it doesn't work exactly on the real account. It seems that those changes are significant to my EA. 

I can think of three good options:

1. Using the demo account as signalling account to the live account. I can write an EA that would run on both sides (demo platform and live platform) and imitate exactly the demo account's behavior.
2. This option is very similar to the previous option except the trading platform. Instead of using the Metatrder in live I can use OANDA's API. I can build a small application / DLL that will be activated from the demo EA.
3. Modify the expert advisor for the real world.

Since the differences between the demo and live may be bigger than I see right now I am not sure with option #1. In live I am feeling confident the EA won't loose money. I observed it in live for two weeks and it does have a potential. Why? It makes a lot of trades and it has a consistent behavior. Option #1 is also slower and it may be crucial in rapid price changes.

At the moment I am trying to avoid risks and option #2 is much riskier than the others because of integrating a new API in the system.

I choose the last option but I will may have to go back to this decision later on the quest.