System-Testing of a full index - how?

["Bodo Brochterbeck" <Minotaurus007@xxxxxxx>]

First Problem:

I want to buy, if the relative strength (e.g.: ROC(close,65,percent)+ROC(close,130,percent)+ROC(close,260,percent) rises above 300 and sell 3 months after the buy.

Therefore, I need to screen the whole S&P500 index to find those seldom opportunities. Of course, I want to test this system. But Metastock lets me test only *one* security. I have to test all 499 securities by hand. Can this be done automatically? What am I missing?

Second Problem:

I want Metastock to buy those 5 securities (of the S&P 500) with the highest relative strength (e.g. formula above) and sell them one year later, when I want to buy the new strongest securities from that (hopefully increased) money. 
But before I do so, I want Metastock to have that idea tested.

I found no way to do such a simple test. Is it really impossible?

Bodo