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It is possible and I was looking at doing the same thing, as I need to load multiple files with different file names using an external table. At first it seemed like a good idea, but I came across this lengthy, but interesting and informative discussion on the ask tom forums, where they advised against it.
Have a look, but depending on the situation and the application in which you are using the alter command to change the external table to accommodate different files it might end up creating complications.