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Herman,
I hope you didn't have these problems when trying
to short stocks on the Nyse/Amex using MOO orders. This is what I am going to
try today. If this doesn't work either then those MOO orders are a joke. But as
I understand on the Nyse/Amex the specialist gets all MKT orders on
the open together, thinks of some nice price and executes them.
So today they should go. If it works then basicly these backtests in
AB are pretty exact. No slippage only commissions ...
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman vandenBergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 17, 2003 8:48
AM
Subject: RE: [amibroker] Interactive
Brokers / MOO orders / shorts
<FONT face=Arial color=#0000ff
size=2>Hello Ed,
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>My Short OPG orders were cancelled after 15 seconds, I also inquired,
see below. I never had a problem with Long orders. I think ETFs are also
excempt from the uptic rule.
Dear Trader,In response
to your inquiry our programmers have informed me: 15
SECONDS.Sincerely,IB Customer Service
<FONT face=Tahoma
size=2>-----Original Message-----From: ed2000nl
[mailto:pablito@xxxxxxx]Sent: December 17, 2003 3:05
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Interactive Brokers / MOO orders / shorts
Herman,
on my question how I could be assured a list of
stocks to be shorted on the Nasdaq would indeed be triggered, IB
says:
> This will be a difficult task as you will need an uptick at the
open. If a market on open or limit on open order is not filled> in 30
seconds IB will cancel the order.
but there must be a way to do it but for sure I
can not do it by hand because I have several accounts to work on ..... one
woud think that to buy a stock one would have a similar problem on
the Nasdaq. However ALL my longs were triggered on ALL my
accounts.
regards, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Herman
vandenBergen
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 17, 2003
12:54 AM
Subject: RE: [amibroker] Interactive
Brokers / MOO orders / shorts
<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 :-)
<FONT face=Arial color=#0000ff
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
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