Agreed,Quote from Runningbear:
It really doesn't matter is a broker copies your trades or fades them. If you have direct execution, the broker can only entry a trade after you not before you, so it will not affect your entry price.
But brokers know if their retail customer accounts are losers or winners and such have an edge by fading the former and copying the later. They know that 90% of directional traders lose. This explains how all those fringe, small Futures brokers survive. It's not just from commissions.