Creating stragety using ranking of ROC

[jbenitez]

Can anyone help me get started on a creating a stragety such as:

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

[NinjaTrader_AdamP]

jbenitez,

I am happy to assist you.

Yes, this is entirely possible. NinjaScript is based on C# in the .NET framework so anything you can do with it, you can do in NinjaTrader. You could either create your own objects and sort them using methods you create, or you could interface with a database, etc.

I would suggest discussing your requirements with a NinjaScript consultant, as they would be able to help you implement such a system.

http://www.ninjatrader.com/partners#NinjaScript-Consultants

Please let me know if I may assist further.