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I think it would take a lot of size before you hit the wall ... it pretty much depends the broker you choose and your account size. I guess fast execution would rule out most of the MT4 brokers
Try something like Baxter FX
or ... multiple combo of single dealer platform from each LP ;
BARX
Autobahn FX
Morgan Direct
Morgan Stanley Matrix
BNP Paribas Cortex
RBS Agile
CitiFX / Velocity
FXPB Mercury
(all of them using web client/platform)
... and many more ...
You can likely trade to $20 - $30 per point depending on your broker before you start getting your orders broken up, then it just slower to exit and setting SL's will be a pain.
I remember when EU and GU used to be volative nearly 24hours per day, these days, look else where infact think DAX and GOLD if you can trade them, they'll be back in fashion soon though.
Put 25% of your cash at risk, that way if you have a bad day and blow it, no worries role over another chunk, if you make a stack role it back into your reverse account, bad days happen trust me.
$20 - $30 / pip ?? are you serious?
I have no issues getting filled at 100$/pip and I can probably go a lot higher than that. Maybe you should look for another broker.