well, this might be going a bit far, but it is certainly something to think about.
However, in the case above a order is requested and not executed - something which if I remember correctly is signaled back to the client - and not correctly used (e.g., by either retrying or stoping the corresponding strategy that produces non-executable orders). I still see this as the underlying issue. It is, however, not up to me whether this is fixed, because nonlinear does not see it as an issue. On Mar 23, 4:47 pm, ShaggsTheStud <[email protected]> wrote: > 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.
