Testing number of Watch Lists by Optimization

Hello, I would like to test number of Watch lists by optimization, but my code does not work.
Could someone help me please?

_SECTION_BEGIN("01_Rotation_RS");

SetOption("initialequity",5000);
SetOption("CommissionMode",2);
SetOption("CommissionAmount",2);

MaxPositions = 20;
SetOption("MaxOpenPositions", MaxPositions );


PositionSize = 1000; 
RoundLotSize = 1; 

Watchlist = Optimize("Watchlist",0,0,1,1);
switch( Watchlist )
{
  case 0:	Watchlist = CategoryFind( "NASDAQ 100", categoryWatchlist  );	break;		
  case 1:	Watchlist = CategoryFind( "RUSSEL 3000", categoryWatchlist  );	break;  
}


SetBacktestMode( backtestRotational );

SetTradeDelays( 1, 1, 1, 1 );
BuyPrice = Open * 1.001; // * 1.001 = slippage;

lookBack = 25;
Score = 100 - RSI (lookBack);	



myfilter = 	Ref(C,1) > 5 AND
			Ref(C,1) < 100 AND 
			
dayofRotation = 3;//Optimize("Day",3 ,1 ,5 ,1);
rebalance = (DayOfWeek() == dayofRotation);

PositionScore = IIf( rebalance, Score ,scoreNoRotate );

_SECTION_END();

The problem is in this section:

Watchlist = Optimize("Watchlist",0,0,1,1);
switch( Watchlist )
{
  case 0:	Watchlist = CategoryFind( "NASDAQ 100", categoryWatchlist  );	break;		
  case 1:	Watchlist = CategoryFind( "RUSSEL 3000", categoryWatchlist  );	break;  
}

Filter setting is clear : Apply to "Filter"
Thank you