Rotation System with MarketCap Rank Filter

AFL Programming
#1

Hi,

I would like to setup a simple Rotation System that trades only the 10 Stocks from NDX100 with the biggest MarketCap weekly.

  1. If the weekly ROC [3] of QQQ is > 0 then the next trade is Long else Short.

  2. If the next trade is Long then the stock with biggest ROC[3] out of the biggest 10 from NDX100 will be tradet.

  3. While the ROC[3] of QQQ > 0 every week the system decides if the stock has still the biggest ROC[3] of the 10 biggest of NDX100.

  4. If the weekly ROC [3] of QQQ is < 0 then the next trade is Short.

  5. The stock with lowest ROC[3] out of the biggest 10 from NDX100 will be tradet.

Thanks

Harald