I apologize for such a basic question, but what I'm doing does not consistently work.
Of course, maybe the problem is that I'm not consistent. Whichever, it would help
to know what I "should be doing" instead of wasting time and effort.

I start with a coded strategy that has multiple parameters that show up in the lower left hand box.
I then systematically run many optimizations for a specific group of symbols(data set) using a benchmark symbol which is highlighted within this group. I study the data and note which parameter variables are consistently successful within a given data range, such as Last 18 months or Last 6 years. My plan is to use the same code but with different parameter settings, and other settings that relate to data range and date set.

I then close all strategy windows and open the original coded strategy. I put in selected parameter variables, adjust the settings in the upper left hand corner that includes data range, and run(back test) the specific settings. In this case, the strategy is run within a group of symbols and the benchmark symbol is highlighted. I get the performance results just to double check my earlier findings.

I then click "save parameters." (However, this function sometimes stays grayed out and I can not get it to turn blue.)

I then go to the "save as" function. I give it a name and save it within a previously created strategy folder. There may be multiple strategies saved to this folder. Each folder is for a given data set, which ultimately has assigned strategies with different settings in the upper left hand corner(such as data ranges and percent equity)and the lower left hand corner (namely, parameter variables).

Problem: When I open up this strategy within the strategy folder the parameter settings seem to be whatever I last used...and, I may need to adjust the settings in the upper left hand corner...namely the data range and percent of equity.

What is the best way to save a series of such strategies that may involved different parameter settings, data sets, and data range....all from the same code...which I can open up to monitor their performance and trades? Should I be incorporating the functions of Work Space and/or Strategy Monitor.....which I would be doing if I could first have confidence that I was saving the underlying specifics.

QUOTE:
What is the best way to save a series of such strategies that may involved different parameter settings...

Right click the Optimization run that you like and choose the appropriate Preferred Value option. The idea for PVs is to easily be able to assign a set of values that you want to use when trading right now.

However, you can't have PVs for different DataSets and Data Ranges, there is only one set of PVs per Strategy/Symbol. Trying to save multiple settings many different times for the same scripts and symbols ... why? How about just saving the Optimization Results so you can look back at them?

The script gives me the option of using different ways of ranking relative strength for different asset groups. For each way I optimize and if I like the consistency and strength then I want to be able to use them for alerts and even to monitor the ones that are not being used. These multiple strategies offer diversity within the general use of relative strength. This one script is intended to generate as many as 10plus strategies which will then offer different alerts or similar alerts from the same data set. This is more a symbol rotation model than a single symbol model.

I re-did a few strategies and the key was having PVs in blue to save and to not have them grayed out. I assume that they will hold their assigned PVs when opened again. So far, it has been that way.

The problem is not being able to assign a data set and a data range.... w/o having to re-assign them each time the strategy is opened. This is a weekly trading system. It sure would make life easier when I do the review once a week..or,even if I was doing the same at the close of each day.

Is there a work around with the workspace function or the strategy monitor?

QUOTE:
The problem is not being able to assign a data set and a data range.... w/o having to re-assign them each time the strategy is opened.

See Preferences > Advanced Options > Strategy-Dependent Preferences.