Bobl Fills

[Big Game Hunter]

Trading the Bobl today for the first time and found that the fills were generally very bad. In 2 Hours I was slipped 4 times and it seems that generally although its a half tick spread its literally jumping over my stops and filling me a half point to the worse on a regular basis. Im really pissed as my strategy is basically being screwed = more nasty BS. Just thought Id share...

 

[ynox1]

Quote from Big Game Hunter:

Trading the Bobl today for the first time and found that the fills were generally very bad. In 2 Hours I was slipped 4 times and it seems that generally although its a half tick spread its literally jumping over my stops and filling me a half point to the worse on a regular basis. Im really pissed as my strategy is basically being screwed = more nasty BS. Just thought Id share...

yeap, that sounds like the bobl 1/2 ticks.

 

[PretzelPiece]

Maybe it's better to hold positions overnight in the bobl instead of scalp. A good strategy has to work in rough markets also.

 

[THE-BEAKER]

Quote from Big Game Hunter:

Trading the Bobl today for the first time and found that the fills were generally very bad. In 2 Hours I was slipped 4 times and it seems that generally although its a half tick spread its literally jumping over my stops and filling me a half point to the worse on a regular basis. Im really pissed as my strategy is basically being screwed = more nasty BS. Just thought Id share...

most big players and algos all trade at market on eurex.

therefore when they buy or sell a 1000 bobl they move it 3 or 5 ticks.

hence why you and everyone cannot make money with that kind of slippage being done against you.

welcome to eurex.