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John,
today I will try it out (small orders only). The MOO test on the Nasdaq was
not too bad. Only a few cents off (+ or -) with respect to the "official"
open price where on average I would expect to be able to use the open price
in my calculations.
Today I am going to trade Nyse stocks only. I set my orders already and they
are directly routed to the NYSE (9:30 am). Can't find it at the moment but I
read that this order should be executed in a "bulk" order at the open (other
then MOO orders on the Nasdaq)...... hope I am not wrong about that (only
playing with small money)
..... will let you know ..
rgds, Ed
----- Original Message -----
From: <jea55129@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 17, 2003 12:52 PM
Subject: [amibroker] Re: Interactive Brokers / MOO orders / shorts
> 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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