Rotational system

I would like to make a trading system based on these parameters (this is a rotation system):
made a ranking of a three-month ROC of a certain number of ETFs, how can I do a backtest by choosing, for example, the first three every month?
I think it's a simple thing, but I'm a neophyte and I have not yet learned well.
Can you help me? Thank you very much

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@cozzamara there are many examples of code for rotational trading systems on the forum. Use the search magnifying glass in the top right corner of the screen.


A simple Google search will also find codes from blog's and the User Guide and the Official Knowledge Base

Good luck and I am certain the forum members would like to see any useful results that you come up with.


Thank you very much!