I try to implement a currency strength logic, based on the manual example.
I'd like to optimize per combination (individual).

so making the call from the run function would look like that.

// portfolio loop
assetList(ASSETLIST);
while(asset(loop(Assets)))
{
Prices = series(priceClose());
Atr = ATR(ATRPERIOD);
while(algo(loop("SAME")))
{
NumComponents = NumLoops1*NumLoops2;
algoSetup();
equityCurve();
switch(Algo) {
case "SAME":tradeSAME("EUR/USD", "GBP/USD", "EUR/GBP") ; break;



Just I have no idea, is it possible to optimize that?
Since no specific asset is loaded at that time and the parameter to optimize would be the threshold value used for the specific combination.



Similar question accordingly, synthetic assets, didn't try yet, but is optimization there specific to the synthetic asset / basket possible?

Learned that I had a complete missconception about how the ccystrength function internally works.

I will give some ideas when the system is more advanced.

Maybe some more experienced coder can help me to make it nice.