1. Rank a list of ETF by ROC (say for 6 month period - it will be a parameter).
2. Go long with the top 10 (will be parameter) ranked by ROC.
3. Sell ETF if it falls below the top 20 (will be parameter) ranked by ROC.
4. Ant sold ETF will be replaced with the highest ranked ETF that is NOT already being held.
Or anything similar to this. Other software I have tried had a 'ranking' function built in. I searched for 'Rank', Ranking by ROC', etc in FAQ but am coming up empty. Ninja Trader has got to have such a function or some simple way to built it. I have reviwed the 'Developing Strategies' in the user guide and feel comfortable using it. I am trying to avoid writing code to loop through the list of ETF, get the ROC, put it in an array, sort the array, etc. since C# is not one of the languages I have used.
Any help will be appreciated. Thanks.
Joey

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