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[amibroker] Dynamically generate optimize statements



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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





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