Multiple Symbol Systems

["Neal Chabot" <sire@xxxxxxxxxxxxxxxx>]

I am asking for Help from the list on creating a multiple
symbol system.

I am developing a momentum system that analyze a basket of
stocks,
for example the Dow 30.  The system is based on momentum,
and thus identifies the "strongest" stocks in the basket to
initiate a buy order.  At first this will be daily data.
The system keeps dynamically identifying the top three
strongest stocks, so that if a particular stock is no
longer in the top three then it is sold and the new
front-runner is bought.
The problem is that TS 4.0 has no capability of doing this,
at least for historical testing.
A multiple symbol window only gives signals on data1, so I
would need 30 windows open to get signals on 30 stocks,
etc.  In real time or for EOD analysis, I could run the
system and get signals and use my personal discretion on
which ones to take.  The reason for this is that the system
at times would want to buy more or less than the top three
stocks.
While I believe this is doable, the problem I have is doing
the back testing.
I would need the capability of testing on the basket of
stocks, sorting them according to momentum criteria, and
the choosing the top xx to initiate buy orders and selling
those which had fallen out of the top xx.
The only way I can figure how to do this is to import data
files into Excel and write a program in VBA for historical
testing.  UUGH!
Any suggestions would be appreciated.
Neal Chabot