The larger size you trade, the more that slippage becomes a problem. This is true on any market, those who are trading large size do so patiently accumulating or distributing their positions slowly, bit by bit. 20 lots will probably not move a market as liquid as the EuroUsd much, but if your stop happens to trigger at a time when liquidity is already thin and things are very volatile (as stops often do) then you may incur in some slippage as your order clears a few levels before fully executing, or simply because between the time that your stop triggered and the time that the subsequent market order is live in the market it has continued dropping even further... as it may happen in the case of some abnormal event or statement from the wrong central banker. You can avoid this, by using a stop limit... but then you have the risk of your order getting only partially filled at your price while the market continues to drop further.