See below. > > 1) Stability of JBT. It is certain that JBT is highly stable under > normal > operation conditions. I am no exactly sure what brings JBT to a > stall, if a order > is rejected due to too small account size, but I am worried that > this might > hint to a deeper problem that JBT is not stable if unusual or > unexpected > results come from from IB (or the expected and the real IB > behavior fall apart). >
I would call this a "behavioral issue". One way around this is to implement a system where if JBT panics, it will attempt to close open positions (maybe it already does this, I haven't looked into it). There are two methods. 1) Reverse all positions that JBT can assume that it opened. Obviously there are problems if an order generated the panic, because then JBT can't really know for sure what positions are actually open. 2) Do a portfolio lookup and close positions of the security that are open. This would get really difficult if there are open positions that are being traded by another entity besides that JBT instance. Probably the best you could do is lookup the position at startup, and try to return to that same position upon panic. Perhaps we could also create sort of a popup screen that counts down. The two options would be "Continue" or "Halt trading". After some visible timeout countdown the Halt Trading will be automatically selected. -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
