A 'strongly worded letter' to the regulating body in whatever jurisdiction this bucket is operating from won't do jack squat. You have to call the local police and get them involved. If you got cheddar, hire a lawyer and sue. All likelihood, the money is gone. Or will take months to get.
http://www.optionrallyaffiliates.com/binary-options/ Is this the website? Binary Option Trading? They sound like those Shops Jesse Livermoore traded in, what were they called?