Any idea how to do it? This site seems geared to switch amongst a number of possible candidates (ranking them) and I don't see how to make it just buy if it passes the 200 day MA and sell if it drop below it.

Go to the screener

http://www.etfscreen.com/screener.php

This will allow you to backtest with the existing predifined groups.

If you want to include only specific ETF's you must register(free) and log in.

gdm