What test to apply to detect genomic signatures of selection?
I am assuming in this answer that you do not have any information about what environment is affecting the selection pressure so that methods like Bayenv2 can't be used.

The standard algorithms are:


Lewontin-Krakauer test
fdist
BayeScan
FLK
PCAdapt


Whitlock and Lotterhos 2014 showed that most often FLK and Bayenv2 perform better than the the three others. A number of articles (Meirmans 2012, Bierne et al 2013, De Mita et al 2013 and Fourcade et al 2013) have also shown that fdist and BayeScan suffer from high false positive rate. I would therefore recommend to go with FLK but I am probably not good enough to give very good advice.

Note that you should learn a bit about how these algorithms work and not using them blindly.