Can DATA1 switch between two securities?

[Barry Kaufman <102577.325@xxxxxxxxxxxxxx>]

My application is strictly EOD intermediate to long term systems.  When
system says buy, I want to hold a security.  When system says sell, I
want to move the money to a MM fund, T-Bill, etc.  This is a common
application, but TS to the best of my knowledge has no way to count
in an optimization run, interest earned on the sidelines.  It appears
that the TS optimization engine can only check P&L on a single stream,
namely DATA1.  This can distort optimization results for a long term
system particularly where the security is held a small percentage of
time, because in that case, interest represents a significant amount of
the gain.

So, how to overcome this?  Is there a straight forward way for the
optimization engine to switch data streams during a run, based on
signals?  If not, then consider this.  I write DLL's for TS - have done
many of them with PowerBasic.  Can I hook into the DATA1 stream in
memory to change it on the fly?  Has anyone been down this road?

Thanks, Barry.