Allocation of the robots

[Pascal]

I used EOD

pascal

[mingpan.lam]

Hi Pascal,

In this doc, "IWM_GDX_Portfolio_Analysis", you mentioned,

"The combined portfolio is traded using
all funds available. If both IWM and GDX issue a signal, the funds are divided into two equal
amounts and each amount is invested in each ETF. If only one ETF issues a signal, all the
funds are invested in that ETF. If in the middle of a trade of one ETF, the other ETF issues a
signal, then half of the funds are switched to the ETF that issues a new signal. The only time
where no fund is invested is only when no signal is available."

How do we actually implement the combined portfolio?
For example, we bought IWM already (so 100% IWM) and then we have a signal for GDX.
Should we sell all IWM in order to buy GDX? But the problem is, the limit order to buy GDX may not be executed.

If let say, we don't sell IWM and buy GDX with limit order and allocated 50% to GDX and the order executed.
We will have 150% of the porfolio. And we can only sell half of IWM on the next day.

Cheers,

Ellis