Solver Macro giving "Error in Model Message". SetCell not updating after running code.

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Hi everyone, this is my first post.

Thanks in advance to anyone for their time and help.

I'm currently working on a minimum variance portfolio optimisation task that needs to re-balance the portfolio every week, based on new weights that are calculated through running solver.

I must repeat the process 345 times so an automated solver macro would be very helpful.

The code I've written currently runs but I receive the Solver error message " Error in Model. Please verify that all cells and constraints are valid." In addition, the cell I have set to change to Min (the cell containing the variance) remains the same after running it.

I have also tried creating a for loop however this also did not work, and after reconsidering I actually prefer being able to run the macro for specific cells instead of the entire data set.

This is the current version of the code:

Sub Macro1()
' Keyboard Shortcut: Ctrl+y
    Application.Calculation = xlCalculationAutomatic
    ThisWorkbook.Worksheets(Sheet1).Activate
    SolverReset
    SolverOk SetCell:=ActiveCell, MaxMinVal:=2, ValueOf:=0, ByChange:="ActiveCell.Offset(0,-6) : ActiveCell.Offset(0,-2)", Engine:=1, EngineDe[attach=1228752][/attach]c:="GRG Nonlinear"
    SolverAdd CellRef:="ActiveCell.Offset(0,-1)", Relation:=2, FormulaText:="1"
    SolverAdd CellRef:="ActiveCell.Offset(0,-6):ActiveCell.Offset(0,-2)", Relation:=3, FormulaText:="0"

    SolverSolve
    ActiveCell.Offset(5, 0).Select
    Application.Calculation = xlCalculationAutomatic
End Sub

I've attached a sample document of the one I'm currently working on as a reference.

If anyone knows how I can get the Macro running properly it would be a massive help.

Many thanks