I think that what you are talking about has nothing to do with slippage. As you said, your limit order sometimes does not get filled because of the spread. After watching the forex markets for a while, I noticed that brokers like to hit stops rather than limits. When I was new at this, I used to set my limits and stops without even taking the spread into consideration. To solve this problem, I now set my stops and limits 7-13 pips away from where I would normally put them without the spread. So for example, if you have a limit order to buy EUR/USD at 1.1620, set it to 1.1627 instead. I also never set my stops/limits at numbers divisible by 5. It may seem odd to do this, but brokers and big banks, who are able to move the market a few pips, love round numbers and psychological levels and they will not think twice about taking out your stop.
