Before I try this, I was wondering whether the following is
possible/has been attempted yet by anybody:
Can I generate the "Optimize"-statements according to something like:
VarSet("Weight"+Status("stocknum"), Optimize("Weight"+Status
("stocknum"),0.1,-1,1,0.01));
??
Background: I'm trying to see whether I can use IO to optimize my
current weights in a portfolio based on risk/return requirements. In
order to do that, I'd like to dynamically generate the "Optimize"-
statements according to the number of securities in a watchlist, like
above, or via a loop, etc.
Any suggestions welcome.
Thx,
PS
