My problem is that Ive spent 4 months preparing for the transition from scalping the dax to scalping bunds. My reason for changing is that the dax can no longer provide the liquidity I need in order to trade higher volumes.It would appear neither can the bunds. I was hoping to scalp 50-60 cars at a time but this is unrealistic as I cant squeeze in 10.As I am a scalper I need to get in and out with minimal slippage as my targets are only 3 to 4 ticks at a time. Back to the dax for now. And no I cant change my style.
Same problem on the FES and ES. Only able to get partial fills. ES unable to fil my 20 contracts instantly is a real surprise. So will the guys who claim to scalp 500 contracts at a time tell me whats going on. I realize that I place my orders in late and am the last in the queue but if the highest volume markets cant fill a small timer like me ... It may be that I have reached my liquidity ceiling in my trading and will have to be content trading 2-3 dax contracts at a time. I am very dissapointed.
This has happened to me before, I have reduced my size dramtically.I once to was scalping 300 bunds/ 400 Eursotoxx, but the market has evovled and change, as will continue to do so in the future. Annoying, but true.Sink or Swim etc...