[amibroker] Market Timing overlay in Portfolio Backtesting

[Nick de Peyster]

Let's say I have a basic momentum rotation model for a universe of domestic 
ETFs.  It is long only (no shorting).  I want the system to get out of all ETFs 
if the S&P 500 crosses below it's 200 day moving average.
 
One route which works is to merge symbol/date/price data with my S&P 500 model 
offline and then import it into AB through the ASCII wizard.  I have succeeded 
with this.
 
I would prefer to do this directly through the formula language in AB, but 
cannot figure out how to do it.  The momentum rotation is feasible, but the 
market signal eludes me.