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Execution: The speed at which a live order is filled. A delay of a second is common place but any greater delay is a sign that the broker doesn�t have enough liquidity to cover the position, the broker doesn�t have enough bandwidth to handle active trading, or the broker is manually controlling the order fulfillment process. Execution times in a demo account should never be used as a measure of a broker�s ability to fill an order. Demo platforms offer unlimited liquidity so there is nothing (except limited bandwidth) to delay order fulfillment. Of all of the factors to be taken into consideration, in the end this is by far the most important

You raise a good point here, however during busy times almost all brokers have some slippage. In order to combat this you can goto a broker that gaurentees no slippage. Also slippage on the long term trade will not affect you too much, but if you are a scalper then you are right it can hurt you vary bad.