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When a sweep happens, the move often accelerates, and spreads can widen for a moment. A market order placed in that moment may fill several pips away from the price on your screen. For a trade with a ten pip stop, three pips of slippage changes the risk by thirty percent, which is a substantial hit to the expected value. To reduce this, I prefer limit orders at levels I decided in advance, rather than reacting to a fast candle. When I do use market orders after a confirmation, I check the spread first and avoid entering within seconds of a large candle. I also keep a record of the actual fill versus the intended price on each trade for a month. The average difference tells me how much to account for in my testing. If my backtests assume perfect fills, the live results will almost certainly be worse. Some traders solve this by using slightly wider stops and smaller size. Whatever approach you choose, include the cost in your expectations rather than blaming the broker afterward.

Recording the actual fill compared with the intended price shows how much slippage costs over time. For scalpers with small stops, it can be a large share of the risk. Limit orders help, but they can also miss fills in fast moves.