|
PureBytes Links
Trading Reference Links
|
OK thanks. Looks like I need to adjust my systems
for Nyse and Amex stocks. However they give not very exciting results like the
Nasdaq does. I'm also gathering info from IB at this moment.
About your question: I filter out stocks using (C*V
> 20000000) AND C>10. So I can't really say. Also the number of MOO trades
I have done is very small at this moment. For these stocks on the Nasdaq I did
not manage to get a SHORT MOO order. But long MOO orders (on the
Nasdaq) are plus/minus a few cents so that is not too
bad.
regards, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
mrdavis9
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, December 16, 2003 5:30
PM
Subject: Re: [amibroker] Interactive
Brokers / MOO orders / shorts
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
REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
To visit your group on the web, go to:<A
href="">http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:<A
href="">amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|