Hi, I am trying to use optimize for parameters independently from assets / algos. The manual says that I have to enumerate assets in a for loop and call optimize outside loop. All my tries do not work... Individual optimization is done. WHY?

function run()

{



set(PARAMETERS+FACTORS);

AssetList = "AssetsOandaEUR100extended.csv";

BarPeriod = 60; // 1 hour bars

LookBack = 1800;

NumYears = 10;

NumWFOCycles = 10;

Hedge = 2;

Weekend = 2;

StartWeek = 10400; // start Monday 4 am

EndWeek = 51900; // end Friday 7 pm

if(Train) {

Detrend = PRICES;

NumSampleCycles = 4; }



int i;

for(i=0; Assets[i]; i++)

{ asset(Assets[i]); }

asset("EUR/USD");

algo("MOMENT_FX");



var Threshold = optimize(1,0.25,3,0.25);

int r = optimize(20,1,20,2);