[amibroker] Fund Rotation and Foreign

["Steve_Almond" <me@xxxxxxxxxxxxxxxxxxxxx>]

I'm able to use the backtester for Fund rotation (and I understand the use of 'Foreign' symbols.
I cannot seem to combine the two, though.

I want to invest in 3 funds from a group of 10 using the best 6 month return to select the top 3. I use PositionScore =  C/Ref(C,-6);

BUT, I only want to invest in those funds if the ETF SPY is above its 10 month MA.

Can anyone suggest how to accomplish this?

Below is my attempt. It correctly invests only when SPY is above its 10 month MA, but ALWAYS selects the first 3 funds in the list.

Steve

EnableRotationalTrading(); 
SetOption("WorstRankHeld",3); 

j=Foreign("SPY","C");
PositionSize = -100/3;
PositionScore =  C/Ref(C,-6)AND  j>MA(j,10);



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