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Here are the 5 stocks I trade both long and short: CAT EBAY KLAC MWD WMT. They all work good with 15 minute MACD. Bert:D

I had the same problem with Brown. Fills went to a regional exchange and were 5-8 cents different. With 1000 shares that was all the difference I needed to move. Also tried to short LOW. They said they did not have enough inventory to allow me to short 800 shares. Pathetic. Bert