Actually the idea is to get an unfair price, buying low, selling high. And high and low are very subjective. Technical analysis will give you levels you can trade off. Or volume profile if you use it.
sure i will look for it. lot size was bid 4000 bid ( i think), on gbp/usd on dukascopy. I will give also the day and time. Was about tuesday or wednesday last week (i think) in the middle london session (spanish morning) . no news, no volatility. nothing, i just asked couse it i though that brokers usually works for clients interest... well i know now how it works internally so its ok.. it doesnt matter.
It's really strange.. Just checked, no spikes, gaps or spread widenings in my Hotforex quotes, seems it's the issue with Dukaskopy.. Ask them for audit for your account, maybe it was a bad tick or smth. else.
on your first post it's has 10 pips distance from the current price, perhaps these are the issue.. is there any limitation from you current trading condition, better ask your brokers support. some trading condition has different stop order level, it;s vary, and these order level probably the reason why the price not filled.