Multiple filter optimisation

[ianwaugh@xxxxxxxxx (Ian Waugh)]

Hi Guys,
       Can someone please help me with this?

I have a system that includes several filters such as:

cond1=adx>adx[1]
cond2=h>h[1]
cond3=mom>mom[1]
cond4=
cond5=

and so on.

What I'd like to do is to set up an optimisation so I can test *each* 
filter combination. So, in the above example, that would include:

cond1
cond2
cond3
cond4
cond5
cond1+cond2
cond1+cond3

and so on.

It's not too arduous with just a few filters as you can physically write 
them out but with 8, 10 or more it gets a bit cumbersome.

Is there a way to set this up so all combinations can be tried by 
running an optimisation?

Hope this is clear?

Thanks.

All the best,
Ian