WOW... crowded discussion...
IMO Zorro is the best alternative to mt4 and mt5 if you need something more and you dont' want to use Python and get crazy with a bridge to execute your algo.
The author of Zorro is Johann Christian Lotter that runs also this very good site:
Being a Ninjatrader user for a long time above other platforms, the processing power and speed of Zorro really amazed me, probably cause it's written in C, a powerful language. After evaluating its commercial conditions to use it and exploring its forum for some time, with positive and negative info, I had to pause my review, since I have urgent projects to address. Some negative info requires more contrast that implies the safety of its use.
I keep this software as very interesting and with the further pending review, that's all I can comment about it. Also, I read that interesting blog.
I'd appreciate it any update that you might do about this subject.