[amibroker] Coding Question

["Steve Almond" <steve2@xxxxxxxxxxxxxxxxxxxx>]

I want to backtest a system (regular backtest, not rotational) 
which has the following two parts:
 
1. A simple market timing signal - let's say:
    
   RUT = <FONT 
color=#0000ff>Foreign("^RUT", <FONT 
color=#ff00ff>"C");
    UpTrend = <FONT 
color=#0000ff>EMA(RUT, 4) > <FONT 
color=#0000ff>EMA(RUT, 11);
 
2. A scoring system. I want the scoring system to be based on 
the 'performance' of the same market timing system.  Say on 12/31/1997 the 
market timing signal indicates a buy condition. I run a simple backtest of 1 
year duration on the 100 stocks in the Nasdaq100, like so:
 
    RUT = <FONT 
color=#0000ff>Foreign("^RUT", <FONT 
color=#ff00ff>"C");
    UpTrend = <FONT 
color=#0000ff>EMA(RUT, 4) > <FONT 
color=#0000ff>EMA(RUT, 11);
    buy=Uptrend;
    sell=NOT uptrend;
 
I pick the 5 best performing stocks (say highest CAR) and use 
them going forward into 1998, until the market timing signal gives a sell 
indication, when I sell the 5 stocks. At the next market timing buy signal, I 
again pick the top 5 performers (using the simple backtest) over the past year. 
etc. etc.
 
It seems like some sort of feedback system.
 
Is it possible?
 
Steve






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