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here my report.
according to my system I had to enter at the open (about 20% of the account
is divided amongst each symbol):
Short positions:
KO
ETM
GPM
UVN
Longs positions:
S
I placed MOO order directly to Nyse
Executed were at 2 separate accounts (same prices on both accounts).
short position ETM at 51.52 (official open price 51.53)
short position UVN at 38.89 (official open price 38.90)
long position S at 43.52 (official open price 43.51)
Not executed are KO and GPM
I managed to get in manually in a short KO at 50.60 (slightly better than
the open price). Still working on GPM
I am a bit disappointed not all orders went through,
regards, Ed
----- Original Message -----
From: "ed2000nl" <pablito@xxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, December 17, 2003 1:24 PM
Subject: Re: [amibroker] Re: Interactive Brokers / MOO orders / shorts
> 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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