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Ed, from your post, I gather that you can type in your MOO
order on the night before the Market opens the next morning. I
heard that you are guaranteed to be filled when you do this on NYSE and
AMEX.
Ed>but I only used them on the Nasdaq and I
get a price pretty close to the actual open price when I place a MOO buy order
(for small orders).
Ed, have you noticed any substantial
difference difference in the Nasdaq fills when you compare higher
volume stocks (say MA(V,50)> 1000000, when compared to stocks who's
MA(V,50)> 100000. Later Ron D
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
ed2000nl
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, December 16, 2003 9:23
AM
Subject: [amibroker] Interactive Brokers
/ MOO orders / shorts
hello,
having a system that seems to work fine is only
useful if one can use it in the "real" world. I wonder if there are people
using Interactive Brokers (IB) who have solved some practical
problems.
first you need to backtest a system using a list
of stocks that actually are allowed to be shorted. I have the list so that
problem is solved hopefully. How reliable is this list. Is it updated or does
one run into stock one cannot short after all.
Then there is the problem of the orders. Since I
use open prices in a current system I am testing I use MOO orders. They are
actually designed to be used on the Nyse and Amex but I only used them on the
Nasdaq and I get a price pretty close to the actual open price when I
place a MOO buy order (for small orders). But SHORT orders were not
executed (on the Nasdaq) because the 30 sec time limit was exceeded
..... So I am pretty comfortable with the LONG orders but would like to
know how people place SHORT orders at the OPEN with Interactive
Brokers,
regards, EdSend BUG
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