Can tradestation backtests ETF rotation strategy? In the strategy, for each month, a number of ETFs are compared with their ROCs within the previous 60 days. It will buy the best two ETFs.

If tradestation can, how to backtest?

Thanks,
Raymond

Raymond,

you can do Portfolio Backtesting within Tradestation using Portfolio Maestro, but you would likely have to write the code for the specific strategy.

Regards,

ABCTG