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<FONT face=Arial color=#0000ff
size=2>Try higher volume stocks. You need to define why the order wasn't
filled, email IB for perticulars (from your TWS). Usually it is either the
uptick requirement of the volume that makes the Short order expire, sometimes it
is an IB error :-)
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size=2>
<FONT face=Arial color=#0000ff
size=2>h
<FONT face=Tahoma
size=2>-----Original Message-----From: ed2000nl
[mailto:pablito@xxxxxxx]Sent: December 16, 2003 11:24
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [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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