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<<Everything else is in the hands of a higher power!>>
Not necessarily in the world of stock and futures trading. I have seen some good articles on how your broker cheats you on the bid and ask prices (for stocks) as a matter of common practice. If large orders come in and move the market at the same time as your stops are being hit, they can significantly and adversely affect your fills as well.
I don't know where I read that article on fills, but I'm sure that it's around on the Internet somewhere. I've also read you can determine how your broker fills your orders.
Though I trade futures, I select my broker carefully, based on my knowledge of the fills I get. In futures you can't control the pit, but you can select those that are liquid and you can control your broker selection. God helps those who help themselves.
Jay
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