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Your strategy must begin with an OMX Preamble, as follows:
{_____OMX PREAMBLE______}  
OMX_Init( 0 ),  
OMX_Temp( 0 ),  
OMX_Fitness( 0 ) ;  
OMX_IterationNum( 0 ),  
OMX_Generation( 0 ),  
OMX_Individual( 0 ),  
OMX_StreamNum( 2 ),  
OMX_EquityResolution( 100 ) ;  

This code is stored in TradeStation in the OMX_CutAndPaste strategy. From there you can simply cut and paste these lines into your code. (Cut and paste from here will not give you proper indentation.) Or, you may find it easier to copy the entire CutAndPaste strategy and then copy your code into it in the appropriate places.