Blu,
I have had 6 points slippage on a
DAX protective stop. Cant remember if I have had more. Mind you I have seen it spike -40 points +40 points and back to where it started in a few seconds
I should take some time out and make sure you know the nuts and bolts of the exchange & your broker.
Find out exactly what orders are handled by the exchange natively, those held on your brokers platform, and those that are held at your client (if any). Understand exactly how each order works. There are many permutations and different things you can achieve. I also like to know a bit about the matching procedure the exchange uses and about block trades and other wrinkles. Up until recently several exchanges would not support some basic order types natively and brokers platforms simulate them. Simulated orders are likely to not work out well with the
DAX.
There are all sorts of things that can happen that are a lot worse than a stop being hit. My worse was when the connection from my broker and the exchange went down. It happened just as my order was filed I thought it was cancelled. It cost me many thousands of $'s (and that was as a small lot trader). As a scalper it was painful. Now normally you would want your stop/limit held at the exchange not at the broker or on your PC, however it would not have happened with a simulated order at the brokers for example. S^!t will happen its not if, its when - knowing exactly how everything works wont necessarily prevent it but it will help.
Cheers.