Arvin, thanks for your reply. I understand slippage but with a Stop Order on a Long trade, surely the order should take effect when the price is at the Stop Level or at any price lower than this. Otherwise the Stop Order would not give you the protection you want.
When slippage occurs it just means your trade is stopped at a worse price than you wanted.
In the trade referred to above I saw the sell price drop several points lower than the Stop Level and stay there for several minutes before going back above it when I ended the trade.
Ricardo