I found something tonight that seems to be a solution for my issue. But it seems too easy... where's the 'gotcha'? Am I doing something wrong here??

I don't use the preprocessor commands very often, and actually didnt realize I could even use it this way. It seems that define is like creating a macro, even for C syntax.

Code:
#define ASSETLOOP while(asset(loop("NZDJPY","USDJPY","EURAUD","EURCAD","AUDUSD","AUDCHF","AUDJPY")))


The above code works... if I create my loop once at the top of my script, then whenever I need the loop I just use the macro ASSETLOOP in the place where the syntax would normally go.