@colombianflag you should use it on a basket of stocks (like in the USA markets selecting them from the S&P500 or the Nasdaq100).
Please, read the notes at the end of code or, even better, try to get a copy of the magazine and study the original article to understand what kind of instruments will produce better results.
In AmiBroker you select your list of stocks to test using the "filter" settings of the analysis window.
See also this thread to learn how to combine multiple watchlists/groups/etc. to use them as your backtest/exploration "universe".
In any case, the code is just an example, and before trading it (or any other published strategy), you should do your homework finding the instruments to use, testing it well, changing it to better suit your trading style, applying your money management rules, and so on.