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Mr Valley,
I think that the MOO orders are not just simple
market orders. Indeed they are different for the Nasdaq en the Nyse but I guess
that they have built into the software that the order will not be executed if
you have to buy or sell at a rediculous price. Not sure how it exactly works but
I have not seen rediculous transactions yet.
Still I am surprised my short sell KO did not go. I
can imagine GPM because the volume is not very smooth from day to day. Todays is
a bad volume day I guess.
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Mr Valley
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, December 17, 2003 3:35
PM
Subject: RE: [AmiBroker] Interactive
Brokers / MOO orders / shorts
<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?
<FONT face=Arial color=#0000ff
size=2>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)
<FONT face=Arial color=#0000ff
size=2>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>
<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
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