function run()
{
set(PARAMETERS+LOGFILE+PLOTNOW);
// set(LOGFILE+PLOTNOW);
BarPeriod = 1440;
LookBack = 120;
Verbose = 0;
var Weights[6];
string Stocks[6];
Capital = 10000;
// NumWFOCycles = 5;
while(asset(loop(""MDY", "TLT", "EEM", "ILF", "EPP", "FEZ"")))
{
Returns[Itor1] = RET(optimize(60,20,120,20));
Stocks[Itor1] = Loop1;
}
if (month(0) != month(1)) { // once a month do
int i;
distribute(Weights,Returns,6,1,0);
for(i=0;i<6;i++) {
asset(Stocks[i]);
int NewShares = Weights[i]*Balance/priceClose(0) - LotsPool;
if(NewShares > 0)
enterLong(NewShares);
else if(NewShares < 0)
exitLong("",-NewShares);
}
}
}