Intersecurity testing with MSW 6.5 - Is it possible - and how?

[John Schott <jschott@xxxxxxxxxxxx>]

System Testing based on “Secondary Security:  Is there a way to do this
with MSW 6.5?

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I’d like to run MSW System Testing backtests on groups of securities
I’ve organized in MSW folders.  

But, I’d like the buy and sell dates to be initiated by common date
triggers from a single synthetic seconday “index”, not from MSW TA tests
on the individual daily data in stocks in these security folders.  

[For a visual display, I’ve imported (via Downloader Conversion)  the
synthetic index as a common second security included in the MSW Folders
holding the other securities..  For example by using there values ( 0 =
Sell, +10 = Buy and Do Nothing as any other value) I can created a
testable set that could be used, if I could only test on the second
security.  Naturally, I can display this second security just find in
MSW against charts of the individual securities..  But for the testing I
want to do, I could as easily use a simple list of dates, were this
possible.]

Since the security groups are imported into MSW from from real data sets
(Quotes Plus 2) and the synthetic security generated essentially from an
excel list, it would be desirable NOT to have to modify this data.  (For
example, I could see how one might manually preprocess the data to make
the  the open interest or volume to be the same as the second security
and write my System Test equiations based on tests of the O/I of Vol. 
But this would require extensive and undesirable
security-at-a-time-preprocessing.)

NOTE:  This is very similar to what you could do with the WOW Sec1/Sec2
capability.