Are you using gas, if not then it's normal to have a lot of slag, if you are using gas then no you need to adjust your welder and gas pressure.
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When welding with flux, get yourself a wire wheel.. After you run a bead, go ahead and hit it with the wire wheel and you can really see what it did then You'll be amazed at how much a wire wheel cleans em up.
I just have a cheap 4" wheel that goes in a drill.. Thing lasts forever lol...