Conversion-help-WL6-to-WL7

CODE:
using System;
using System.Collections.Generic;
using System.Text;
using System.Drawing;
using WealthLab;
using WealthLab.Indicators;

namespace WealthLab.Strategies
{
   public class FSF_Rotation : WealthScript, IComparer<MOMHolder>
   {

      StrategyParameter numberOfSymbols;
      StrategyParameter SMA_Period;
      StrategyParameter a1;
      public FSF_Rotation()
      {
         numberOfSymbols = CreateParameter("n Symbols", 4, 1, 12, 1);
         SMA_Period = CreateParameter("SMA Period", 12, 3, 18, 1);
         a1 = CreateParameter("ProtectionFactor", 2, 0, 2, 1);



      }

      protected override void Execute()
      {
         ClearDebug();
         ClearExternalSymbols();
         int number = numberOfSymbols.ValueInt;
         int a = a1.ValueInt;
         int Period = SMA_Period.ValueInt;
         int N = 12; //Numero activos sin IEF


         //Execute rotation strategy
         List<MOMHolder> list = new List<MOMHolder>();
         for (int bar = Period; bar < Bars.Count; bar++)
         {
            //Identify the symbols with the highest MOM
            list.Clear();
            int SMApos = 0;
            foreach (string symbol in DataSetSymbols)
            {  //CREATE A LIST MOMHolder WITH THE ETF "EX IEF"
               if (symbol != "IEF")
               {
                  SetContext(symbol, true);
                  if (Bars.FirstActualBar < bar)
                  {
                     MOMHolder holder = new MOMHolder();
                     holder.symbol = symbol;
                     holder.mom = Close[bar] / SMA.Series(Bars.Close, Period)[bar] - 1;
                     if (holder.mom > 0) SMApos++;
                     list.Add(holder);
                     PrintDebug(Date[bar] + "    " + holder.symbol + "    " + (holder.mom * 100).ToString("0.00") + "%");
                  }
                  RestoreContext();
               }
            }
            list.Sort(this);
            list.Reverse(); // Reverse sorting order to select highest MOM symbols

            double BF = 100 * (N - SMApos) / (N - a * N / 4);
            BF = Math.Min(100, BF); // PERCENTAGE TO BUY THE IEF
            double porcent_stocks = 100 - BF;

            PrintDebug(Date[bar] + "    SMApos = " + SMApos + "    BF = " + BF);
            PrintDebug("--------------------------------------------------");

            //keep top number (1 is initial default) only
            int c = list.Count;
            int Top = Math.Min(SMApos, number); // MAX 6 ETFS POSITIONS "NO IEF"
            double porcent_stock = porcent_stocks / Top; //PERCENTAGE TO BUY EACH ETF "NO IEF"


            //Close ALL positions 
            for (int pos = ActivePositions.Count - 1; pos >= 0; pos--)
            {
               Position p = ActivePositions[pos];

               SellAtMarket(bar + 1, p);

            }

            // DELETE THE POSITIONS NO TOP OF THE LIST
            for (int i = c - 1; i >= Top; i--)
               list.RemoveAt(i);

            //Buy new positions
            foreach (MOMHolder holder in list)
            {
               SetContext(holder.symbol, true);

               // BUY THE ETF NO IEF IF porcent_stock>0
               if ((porcent_stock > 0) && (BuyAtMarket(bar + 1) != null))
               {
                  LastPosition.Tag = porcent_stock;
                  PrintDebug(Date[bar] + "    " + holder.symbol + "    porcentaje asignado = " + porcent_stock.ToString("0.00") + "%");
                  PrintDebug("--------------------------------------------------");
               }
               RestoreContext();

            }
            // IF THE PERCTENAGE OF BF IS > 5% ENTER ON IEF (THE SMALLEST BOUGHT FOR IEF IS 8% -> TO a=0 y n=11
            if (BF > 5)
            {
               SetContext("IEF", true);
               if (BuyAtMarket(bar + 1) != null)
               {
                  LastPosition.Tag = BF;
                  PrintDebug(Date[bar] + "    IEF    porcentaje asignado = " + BF + "%");
               }
               RestoreContext();
            }

         }


      }

      public int Compare(MOMHolder item1, MOMHolder item2)
      {
         return item1.mom.CompareTo(item2.mom);
      }
   }
   public class MOMHolder
   {
      internal string symbol;
      internal double mom;
   }
}