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  1. J

    Launched High Frequency Automated Trading Blackbox

    So far I have not learned anything meaningful from this post. So I would also like to know, beside serving as a notification, what is the point of this thread ?
  2. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    Second that. Especially if an incoming flash bulletin can be related to a sound alert, that will be great. If so, hopefully the user can select a custom sound file for that alert. ( Same as that one can select a custom sound file for incident like "order filled","order cancelled" in the sound...
  3. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    BTW, I think it is absolutely all right to feedback some unsatisfactory portion of IB or any other broker's service. Just like in the original post , it was complained that the IB notification of trade termination was not sent out in time. It was very evident and I believe IB will listen to...
  4. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    Robinxing It seems that Steve and Def have done their homework . What do you think of their response? Would you mind post your audit trail?If you really set the stop order to be triggered at 21747, I think you owe IB an apology and should recheck your evidence next time you decide to make a...
  5. J

    TWS Backfill Changed = Problems

    It seems that TWS 876 beta has solved this backfill problem. Time to explore new TWS features.
  6. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    I also received the notice, but it is timestamped as 2:46pm Friday afternoon, 1 minute AFTER the trading had already been terminated by HKFE.
  7. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    Many of IB's customers are not local residents, local weather radio is out of the reach. A customer can refer to the HK observatory site for updated typhoon information, but unless he can refresh the webpage every 15 minutes during busy trading session, he still cannot get the information in...
  8. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    Yeah, I doubt there is any other exchange in the world that will termiate trading during a session due to weather reasons.
  9. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    Umh, if you add Typhoon Pabuk, then the list will be complete :-) Seriously, paying attention to the local radio is the suggestion I want to present to IB.
  10. J

    Anyone else w/open position due 2 zero notification from IB HKFE closing 4 typhoon?

    I was also shocked that when I received the IB notification ( 02:46PM), the trade had already been terminated (at 02:45PM). Since IB has an office in Hong Kong, I expect them to be better informed of the local weather information through radio or even by simply watching outside the window. I...
  11. J

    Tit for tat.. China thinking of dumping dollars?

    LOL Forget about it, US can even not conquer Iraq :-) Remember Churchill's words ? JAW JAW is better than WAR WAR
  12. J

    Tit for tat.. China thinking of dumping dollars?

    It is like a nuclear war, Chinese officials have just made it clear that no one country can be intact if an economic war is engaged. I am glad they still have the ball to say NO to Americans.
  13. J

    What kind of drawdown percentage is reasonable to you ?

    The drawdown is measured with a timeframe of one year.
  14. J

    IB raising intraday margin

    You must be trading US or European products, yesterday in Asian time, there was no such flashing red bar or flashing bulletin, nothing ! Yeah, I mean, nothing ,nada , nanimonai , Shen Me Ye Mei You !!! Aitsutachi wa nani wo yetteita ?! Zenzen wakaranai !
  15. J

    IB raising intraday margin

    Yesterday I was trading index options when suddenly my ATS, for the first time in its life, made a sound alert to me that one order is rejected due to defficiency of capital as required by the margin list. That order had two legs and half of it was filled half rejected , I jumped from sofa to...
  16. J

    Kelly formula

    Yes, now I also believe the correct answer is b),according to the definition given by Ralph Vince.
  17. J

    Kelly formula

    Well, I must say when I posted the question about whether optimal f is about the percentage of the total amount of an account to be put into one trade, or is about the percentage of the total amount of an account to be risked in one trade, I did not know the exact answer. But if according to...
  18. J

    What kind of drawdown percentage is reasonable to you ?

    I understand it is related to personal risk tolerance and account size, but what kind of drawdown percentage looks reasonable to you ?
  19. J

    Kelly formula

    I also have a question about kellys formula. Regarding the optimal fraction in kelly's formula, is this the percentage of the total account to be risked , or is this the percentage of the total amount that can be used to trade ? For example, suppose you have a USD100,000 acount for trading...
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