Here's a code snippet that calculates asset positions from the weights:
Code:
var Weights[30];
var SharpeVariance = markowitz(Covariances,Means,N);
markowitzReturn(Weights,SharpeVariance);

// change the portfolio composition according to new weights
for(i=0; i<N; i++){
	asset(Names[i]);
	int NewLots = TotalCapital*Weights[i]/MarginCost;
	if(NewLots > OldLots[i])
		enterLong(NewLots-OldLots[i]);
	else if(NewLots < OldLots[i])
		exitLong(0,0,OldLots[i]-NewLots);
	OldLots[i] = NewLots;
}