Hi,
I have figured it out. I was using data from a MySQL database and the ODBC.DLL plugin with Amibroker. I then exported my database to a CSV file an created a new Amibroker "local" database based on this CSV data. I then ran a rotational systems with 500 symbols and it worked fine.
So there is a bug somewhere with rotational systems, amibroker and ODBC.DLL.
Craig