Cityindex is a good broker with sensible stake sizing, but it is not ECN or NDD, or No Requote.
I am now at the point where I make 5%-10% return on account size per month with a high level of consistency. I have had one losing month, and one month with a dizzying (to me anyway) 25% return. Risk management and a clear trading plan you stick to changes EVERYTHING. I have had the occasional, unusually slow execution on some trades, and they aren't within stupidly volatile periods. I am probably getting some trades looked at.
I appreciate what you say about not taking profits fast enough, but if the profits were that small, they probably weren't worth taking. It's all about sensible risk/reward ratios. Where is a rational place to put your stop loss order? Where is a rational place to put your take profit order? Is the take profit order about twice as far away as the stop loss order? If yes, that's a good trade, providing you know where to place those two orders. Scalping isn't necessarily an easy answer, it can be a very painful way to trade if you're used to holding positions.
However, market maker brokers do rely on an fair portion of their clients losing, even with order matching, they do not make money from ultra tight spreads. NDD brokers have wider spreads because they don't decide whether to bet against you or not, or requote.
Decide which is best for you. Tight spreads, or no intervention, or losing money.
P.S - Guaranteed stop losses are a rip off, I've never been gapped out of a market to any real appreciable degree.