Wash the potatoes and cook in boiling water for 15-20 minutes. Pour off, rinse with cold water and let cool a little. Peel and slice the potatoes. Cut tomatoes into strips.
Wash the anchovy fillets and dab dry. Drain the capers. Mix olive oil and lemon juice. Season with salt and pepper. Mix the potatoes, anchovy fillets, tomatoes and capers with the vinaigrette and leave to stand for at least 30 minutes.
Just before serving, wash the rocket, dab dry and mix into the salad.