For the online brokers that don't actual do your trades it's a bit of a sham using the excuse that the market gapped. It was a shock when I first heard they do this matching. If they are matching off client trades against each other and not putting them in the market then really they can fill your stop if they wanted to. If your entry is imaginary why can't your stop be imaginary as well? It's sort of having your cake and eating it but they would argue they take the risk from your position. Yes it's a business and they are there to make money so you just have to accept it. I use them only for position trades and keep well away from stops during data.
