amibroker code

I have try to create a simple stratergy, moving average trend filter. And buy ony new high in last 50 days and sell 50 50 day low. Also position size is set as 2 percente of equity divided by ATR * point value. Trailing stop is at 3 * ATR. I want this system to trade a diverse set of markets. However due to a smaller capital base i would not have enough money to cover all positions without an increase in risk, so to avoid this i want to trade markets with low correlation. If possible i want to create another filter to this stratergy, the filter would involve filtering out high correlated markets, based on x periods. The filter would select the market with the highest momentum. Can this be done. SetOption("InitialEquity", 500000); SetOption("MinShares", 50); SetOption("NoDefaultColumns", True ); SetOption("CommissionMode", 10); //$$ per trade SetOption("CommissionAmount", 0); SetOption("MarginRequirement", 10); SetOption("UsePrevBarEquityForPosSizing", True); SetBacktestMode( backtestRegular ); SetPositionSize( 50, spsPercentOfEquity )/(6* ATR(20)); H1 = High > Ref(HHV(High,50),-1); L1 = Low < Ref(LLV(Low,50),-1); fast = EMA(C, 50); slow = EMA(C, 100); BB = fast>slow; SS = fast