This may not be applicable to your scalping method since I'm sure you're stops are very tight, but I wondered if you have any comment about the following observation. I've been trading DAX for about 6 months now, don't scalp but have noticed some interesting behaviour in regards to price action. I frequently get fills that are outside the range of what my charts or T&S show. For example I've got a stop on a short entered at 57.5 which gets hit. However Esignal charts show the hi at 56 and in T&S I never see that 57.5 trades. For that reason if I'm trading with an expected stop of 4 or 5 points which is typical for me I'll have a safety stop entered at 8 pts but then manually take the real stop at 4 or 5 and then quickly pull the safety stop. This is typically during the 1st couple hours of trading, apparently the electronic trading system doesn't keep up with reality. I've also had the same occurence on the really quick monster moves one time got filled about 10 points above the reported high on a long position which was great but it can work both ways. Something for new traders to keep in mind, you have to respect the dax or it can burn you.
