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Mr Valley,
maybe this would be interesting for future systems
(still to develop :) ) but the system I want to test now is a rotational
trading system and it needs a bunch of stocks.
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Mr Valley
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 17, 2003 5:34
AM
Subject: RE: [amibroker] Interactive
Brokers / MOO orders / shorts
What
about futures (emini) - no uptick rule - no manipulation - no hidden
orders (that i know of)
<FONT face=Arial color=#0000ff
size=2>better taxation - margin deposit is less - marketable fills are
virtually instant and substantially different taxation
(60/40)
Just
a few thoughts ... NQ H4 1083 to 1062 yesterday and from 1067.25 to
1072.50 today...
<FONT face=Arial color=#0000ff
size=2>
Your
thoughts?
<FONT face=Arial color=#0000ff
size=2>
Mr
Valley
<FONT face=Tahoma
size=2>-----Original Message-----From: ed2000nl
[mailto:pablito@xxxxxxx]Sent: Tuesday, December 16, 2003 8:24
AMTo: 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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