// The strategy, once a week decides which 3 assets out of a bank of assets, to buy. It's a long only strategy.
// var threshold should optimize how many assets to hold

var threshold;  // this is a global var outside the loop which I wish to optimize

function run() 
{
   set(PARAMETERS);

   NumWFOCycles = 15; // activate WFO

   if (FIRSTINITRUN)  // I tried FIRSTRUN too, same error 
		threshold = optimize(N_OF_ASSETS-2,N_OF_ASSETS-3,N_OF_ASSETS,1);

   while( loop( ..... { // first loop over the assets
   } // end of while loop


   while(loop(.... { // second loop over the assets, run after the first loop was finished

   } // end of while loop


   for( over all assets ... {

                   Each asset is compared to the threshold, after optimizing it should decide to take 1 or 2 or 3 or 4 or 5 assets, instead 3 assets, before the optimize.

   } // end of for loop
                 

var threshold;  // global optimize parameter  
function run() 
{
   set(LOGFILE | PLOTNOW );
   set(PARAMETERS);

   threshold = optimize(a,b,c,1);

   	for(used_assets)  // first loop
	{
             Needs no optimization
        }

   	for(used_assets)  // second loop
	{
             Needs no optimization
        }

   	for(used_assets)  // third loop
	{
             threshold decides how many assets to trade
             without optimize, go 3 assets long
             with optimize, go 1 or 2 or 3 or 4 or 5 assets long
        }

        The optimize runs on the last asset only. The manual says: [b]Make sure in that case to select all assets before the first optimize call[/b]
        How to select all assets before the first optimize call?

       David