Thanks for the kind words. We haven't written code for workshop 6 yet. Basically, portfolio strategies use the "while" and "loop" functions for looping through all desired assets and trade strategy algorithms. Here's an example for a nested loop over 3 assets and 2 algorithms:

Code:
void algo1()
{
   //... trade algorithm 1 goes here 
}

void algo2()
{
   //... trade algorithm 2 goes here 
}

void tradeFunction();
string name;

function run()
{
//... some setup goes here

// portfolio loop
	while(name = loop((string)"EUR/USD",(string)"USD/CHF",(string)"GBP/USD",0))
		while(tradeFunction = loop(algo1,algo2,0))
		{
			asset(name);
			tradeFunction();
		}
}


Training this strategy will also generate Kelly factors for the 6 asset/algo combinations.