Specification
I'm looking to program a strategy in TradeStation EasyLanguage which tracks the following ETFs and determines which, if any, was the strongest over the past 3 months. Then I will buy that ETF on the last trading day of the month to hold for the following month. ETFs: IWM MDY QQQ SPY In the event that none of the ETFs are above the 0.0% line, we will sell and buy SHY. This strategy is the basis for the book "The 12% Solution" by David Alan Carter-https://www.amazon.com/12-Solution-Average-Beating-Managers/dp/197468136X. It's a rather quick read if you want it for reference. Thanks!
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