I think I understand your point. What I was trying to ask is, in setting up a virtual security, is it possible to list a target dollar value for each security, rather than a number of shares. The share number could be calculated based on the market price at the moment of creation. This can be done with orders on a security. ("Buy $10K worth of X stock.")I know it can't be done in setting up generic combos--one has to designate a number of shares in the TWS. While you can buy $10K of X as a single order, and 20K of Y as a single order, you cannot buy 10K of X and 20K of Y as a single combo order (not yet at least).
The idea is to avoid the exact problem you refer to: the dollar amount of each security is constantly changing. I would like to maintain a precise ratio of initial dollar allocations within pairs trades. I can try to determine the number of shares per dollar at any moment and then input that number, but the moment passes so quickly. By the time I type in the right number, the data is obsolete. It would be nice if I could list the desired dollar allocation to each security, and upon pressing "enter," the interface tabulates the exact number of shares based on the NBBO or some other defined metric.