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Ed,
Let us know how it turns out, but I have a feeling it won't be in
your favor. Yes, you will get filled. But at what price. Everyday I
see market orders get filled far away from the bid and ask. Sometimes
a point and more. And I am talking about equities with lots of
volumn, msft,amd,etc...
I used to do market orders at eod. They'd get me some times. But most
times the gap in the next am would take care of it.
Regards,
John
--- In amibroker@xxxxxxxxxxxxxxx, "ed2000nl" <pablito@xxxx> wrote:
> 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
>
> ----- Original Message -----
> From: Herman vandenBergen
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, December 17, 2003 8:48 AM
> Subject: RE: [amibroker] Interactive Brokers / MOO orders / shorts
>
>
> Hello Ed,
>
> 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
> -----Original Message-----
> From: ed2000nl [mailto:pablito@x...]
> Sent: December 17, 2003 3:05 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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
>
> ----- Original Message -----
> From: Herman vandenBergen
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, December 17, 2003 12:54 AM
> Subject: RE: [amibroker] Interactive Brokers / MOO orders /
shorts
>
>
> 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 :-)
>
> h
> -----Original Message-----
> From: ed2000nl [mailto:pablito@x...]
> Sent: December 16, 2003 11:24 PM
> To: amibroker@xxxxxxxxxxxxxxx
> 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, Ed
>
>
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