Hi jcl.

I'd like to code a function that would internally store data from call to call, and use this function for different Assets and possibly Algos.

Is there a simple or recommended way to establish separate static variable spaces by Asset and/or Algo so the calls won't clobber each other's saved data?

Thanks.

Just making sure : Have you seen http://zorro-trader.com/manual/en/algovar.htm

Thanks GPEngine. Yes, I've seen that, and will use it if need be. Question wasn't really specific enough. Looking toward a number of functions that could be used across multiple strategies, I was hoping for something else that wouldn't chew up algovars - both from reducing the remaining # available to each strategy as well as avoiding the bookkeeping hassle of recording which algovars were used by which functions...

Looking even further down the road, if I manage to come up with something useful to the community to contribute , it probably shouldn't use algovars either...

There seems to be the possibility of using series. I don't see this included in the documentation of either asset() or algo(), but in initial testing series also seem to be stored separately by Asset & Algo. jcl, can you confirm?

Thanks.

Series are not stored separately. But when you create series inside an asset/algo loop, you get them individually per loop and thus automatically per asset/algo. So you can indeed use series for your purpose.

Thanks!