Weekly momentum rotation

Thanks for attaching the code. After a few Debug() statements and tracking the data it looks like the data is being populated. Where the issue lies is the line currentWeek = Time.ToString("WWW") which seems to have substituted by currentMonth = Time.ToString("MMM"). By reading the C# documentation it looks like "WWW" is not a valid format string. "MMM" abbreviates the months but weeks can not be abbreviated. The link below shows the possible format strings. Once this issue is fixed, then the code will enter the conditional statement if(Time.ToString("WWW") != currentWeek). At the moment they are both equal to "WWW".

I advice using Debug statements to find errors like these. The bottom link points to the Documentation on using Log and Debug.

https://docs.microsoft.com/en-us/dotnet/standard/base-types/standard-date-and-time-format-strings

The algorithm can be tailored to trade weekly using a Scheduled Event. A function that executes the trades can be called during self.DateRules.Every(DayOfWeek.Monday). This will code will execute the scheduled event every Monday. This documentation goes into setting up a scheduled event in greater detail and this code is a good reference to see the scheduled event in the context of an entire algorithm. In this specific case, it is quite simple - some code will be shifted around into the scheduled event handler.