I am not a customer of Fidelity. I have some question concerning this strategy.

First of I check this system without using Fidelity sector funds. I change the numberofSymbols
from 1 to 3 and test this for NAS100. The problem it buys only 1 not 3 stocks. My position size was 30%.
Any reason why.
Apart from that in Traders articel suggest to buy only stocks in the best performing sectors.
Is this possible to add this feature or which database vendor do I need that it rotate first in the sector ETF and afterwards it find the Top3 sectors and after then it finds the TOP 3 in the stocks of these sectors.
Thanks for answering my question. I did´n´t find the strategy under Strategy and Trading so I would write my comment there.

QUOTE:
The problem it buys only 1 not 3 stocks.

The strategy parameter for number of symbols is inactive. It's simply a remnant of the prototype code, "RSI/Weak stock Rotation". Taking single symbol is hardcoded. It's in line with the strategy rules.

CODE:
Please log in to see this code.

QUOTE:
Is this possible to add this feature or which database vendor do I need that it rotate first in the sector ETF and afterwards it find the Top3 sectors and after then it finds the TOP 3 in the stocks of these sectors.

You could take the "Weak stock rotation code" and modify it according to the FAQ: I need other rotation rule other than the built-in RSI. Just modify the sorting order as suggested.

Eugene-
I am new to wealthlab. I currently use a product Dynamic Investor Pro to run some relative strength models for Fidelity Sector funds. Since I am a Fidelity customer who qualifies for Wealthlab, I thought I would try to implement the DI Pro models using WealthLab in order to save some money.

I built a database of fidelity Select funds using Yahoo dividend adjusted data.

I then used your program to run some models. I found that the program only buys one fund. But the number variable seems to be used as a sell cutoff. In other words, if number=5, the fund you currently own would not be sold until it dropped below the top 5 in the rankings.

With DI Pro, there was an option to only trade weekly. The relative strength rankings were based on the number of days, but the trading only occurred once a week. Is there an easy way to replicate this behavior in wealthlab? I am finding that my one fund models from DI Pro are giving different results from wealthLab, because wealthLab is allowed to exchange funds in the middle of the week.

Well, the code is open to your modifications.

To not enter/exit during the week, you might want to either use pure Weekly data or switch the chart to Weekly scale.

Strategy has been updated to allow more > 1 symbols.