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Thank you xandman & MoreLeverage for your suggestions. Yes - Fiedelity & IB does offer Basket Trading but with "Market Orders" only - not "Limit Orders" on whole basket (which is better than my current brokerage which do not offer basket trading period.) I still cannot find a brokerage that...

I was wondering if anyone knows an online trading brokerage account or trading platform that allows to execute Basket Trading with Advanced Order types. I like a swing strategy to buy/short sell a number of stocks (5-10 different company stocks) and sell/buy back them all within short duration...