Has anyone else had this problem with their pool?

I have had this pool for a while. When I start swimming in it my hair gets this greasy, oily residue. It is kind of gross. My pool is perfectly balanced. I was just wondering if anyone else has had this problem and if so how do you fix it? I would really like to know what is wrong with it and how to fix it so it will not do it anymore. Thank in advance!!! =)