I'll confess -- I'm new to Wealth-Lab, but I definitely see the potential!

I have a strategy I'd like to run, but I'm just too new at WealthScript to figure out Symbol Rotation vs. Multi-Backtest mode. I've been working on modifying the RSIRotation script, but I'm starting to tear my hair out (and I don't have all that much to start with!).

I have a list of 51 ETFs. I'd like to rank them by their 8-week performance (starting with the previous week). I'd then like to select the highest N performers (I'll define N as a parameter), and purchase at the next day's open. I'd then like to hold this set for 15 weeks, and then rank and select again. Then, on the last trading day of the year, I'll sell my current holdings.

Thanks very much for any help you can provide.

Welcome to the forums.

There must be ROC Rotation strategy somewhere, perhaps in downloadable strategies. Nonetheless, as the FAQ on Strategies and WealthScript suggests (I need other rotation rule other than the built-in RSI), simply change this line to replace the ranking criteria with the 8-week ROC:

CODE:
Please log in to see this code.

This assumes Weekly bars. Keep in mind that this kind of Strategy should be run in single-symbol mode to properly rotate a portfolio of instruments.