[amibroker] Sector rotation query, can Ami ?

["nirvana1x" <nirvanaiam@xxxxxxxxxxxx>]

 Hi members. 

   I am trying to create a sector rotation system, so when you run a 
backtest,the only stocks it will run the test on will be only the 
ones which belong to that sector.

   At the moment i have created an excel macro that modifies all my 
data files and adds a sector number in the OI field. It also fills 
the holes in the data for more accurate composites, the data where 
the holes are filled have a volume value of 1, this is so when i run 
a back test i add the formula ( and v>1) so i cannot by when there is 
a hole, or sell when there is a hole.
   Then, in ami i creat composites of the sectors.
   
   Then run a scan of these composites, to create a single composite 
of the best performing sector as compared to the other sectors.
   The result of this scan is a composite of the sector numbers, e.g. 
if sector 7 is the best performer the composite result is 7.

   Finally i can do a backtest, and 1 of the conditions is for the 
stock OI field to be eqaul to the best performing sector value.

 e.g SECToRNUM=	Foreign("~SECTNUM","C") ;

  Buy = IIf(OI==SECTERNUM AND V>1,1,0) and whatever other buy 
condition you want;

The above idea, will in single backtest select only the stocks from 
each sector when the sector is the best performer. e.g . if sector 2 
is outperforming the other sectors it will only buy stocks with the 
OI field having a value of 2 e.t.c. .


    Is there onother way to do this in ami, without me having to use 
excel to modify the data files to place the sector code value in the 
OI field.

    Thanks.




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