Help with EL for relative strength of stock vs sector

["Barry Silberman" <barry@xxxxxxxxxxxxxxxxxxxxx>]

In trying to backtest  improvements to entries for EOD trading with equities
I came up with the following code to measure relative strength of an
individual stock (data1) as compared with a sector (Data2).  Although the
code seems to work, it suprisingly improves the entries only marginally.

Can someone tell me if there is a flaw in the reasoning or a  better way to
approach this concept of relative strength.

The code I'm using is as follows:

{Sector Strength Filter
Data1 = individual stock
Data2 = sector  }

INPUTS: RatioLen(5);
Variable: spread_B(0), DataOne(0), DataTwo(0);

DataOne = xaverage(close data1, RatioLen);
DataTwo = xaverage(close data2, RatioLen);

If DataTwo <> 0 then
Spread_B = DataOne / DataTwo;

Condition1 = spread_B - spread_B[1] > 0 ;   {For Long entry}
Condition2 = spread_B - spread_B[1] < 0;   {for short entry}


Thank you.

Barry