I don't know if this is what you want but this way at least a portfolio is traded:

Code:
function run()
{
 	
	BarPeriod = 60;
	NumYears = 1;
	Weekend = 0;
	Verbose = 15;
	//asset("EUR/USD");
	//set(NFA);
	//if(is(FIRSTRUN)) brokerCommand(SET_MAGIC,4711007);
	set(LOGFILE);
	MaxBars = 400;
	
     while(asset(loop("EUR/USD","USD/CHF","GBP/USD"))) {
		
	Lots = 5;
	Stop = TakeProfit = 10*ATR(20);
	if(NumOpenTotal > 2) {
		exitLong();
		exitShort();
	} else if (!is(LOOKBACK)) {
		printf("\nLots %.0f, Stop %.5f, PIPCost %.4f, Risk %.2f",
			Lots, Stop, PIPCost, Lots*(Stop+Spread)/PIP*PIPCost);
		if(price(0) > price(1)) 
		//if(random() > 0) 
			enterLong();
		else 
			enterShort();
	}
      }	
}


Organizing and structuring portfolio trading is pretty good explained in workshop 6.