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RE: [AmiBroker] Interactive Brokers / MOO orders / shorts



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<FONT face=Arial color=#0000ff 
size=2>Ed,
<FONT face=Arial color=#0000ff 
size=2> 
How 
can you be assured of getting a short fill on Nasdaq stock when the rules for 
the Nas market makers are different than the NYSE?
Nasdaq 
doesn't have to fill my order before theirs...  Just because it's an 
electronic exchange doesn't mean it happens the way we 
think.
<SPAN 
class=609052414-17122003>The two exchange are not the same.  <SPAN 
class=609052414-17122003>So, in my opinion, there is alot of manipulation 
- so what you see is not 
what 
you get. I think you would have better success on the shorts getting 
filled on the NYSE - because of NYSE rules.
(my 
order - then the market makers)
The 
only way I can think of to do that on Nasdaq would be on the exchange 
traded ones (ones like QQQ - no uptick rule)
 
Others 
thoughts?
Mr. 
Valley
<FONT face=Arial 
color=#0000ff size=2><SPAN 
class=609052414-17122003><FONT face=Arial 
color=#0000ff> -----Original Message-----From: 
ed2000nl [mailto:pablito@xxxxxxx]Sent: Wednesday, December 17, 2003 
12:12 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
[amibroker] Interactive Brokers / MOO orders / 
shorts

  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
    
    <FONT face=Arial color=#0000ff 
    size=2>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)
    <FONT face=Arial color=#0000ff 
    size=2>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> 
    <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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