Allocation of the robots

[Pascal]

Exact!

pascal

[mingpan.lam]

Hi Pascal,

Based on this doc, "IWM_GDX_Portfolio_Analysis".
If you are 100% long on GDX and then after the close of the day, the robots give the following signal.

IWM long
GDX strong long

Should we close half of GDX and buy IWM with limit order?
Or, should we simply allocate half/half to GDX/IWM and follow the robots separately?

What is your suggestion?

Cheers,

Ellis

[Pascal]

Hi Pascal,

Based on this doc, "IWM_GDX_Portfolio_Analysis".
If you are 100% long on GDX and then after the close of the day, the robots give the following signal.

IWM long
GDX strong long

Should we close half of GDX and buy IWM with limit order?
Or, should we simply allocate half/half to GDX/IWM and follow the robots separately?

What is your suggestion?

Cheers,

Ellis

In the back-test, long/strong long are treated the same.
If you are 100% invested in one robot and then the other robot issues a signal, the strategy is to sell 50% and move it to the robot with the new signal.


Pascal