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