A cold rolled strip (3) of aluminum is continuously transported along a transport path where a ramp of Direct Flame Impingement (DFI) burners (1) are located, for heating the strip. The ramp (1) is located perpendicular, or substantially perpendicular, to the direction of movement of the strip (3), the DFI burners (1) are mutually located such that the whole width of the strip (3) is heated to the same, or substantially the same, temperature. The velocity of the strip (3) passing the ramp and the heating power of the burners (1) are adapted to heat treat the strip (3) such that annealing of the strip is carried out and the heat treated strip is wound to a coil (5).