I would like to implement a pairs trading using a list of pairs. I could not find a good way how to loop over the list of pairs. Is it possible to use multiple assetlists - an assetlist per pair? Or should I just hardcode the asset pairs in arrays and iterate over those arrays? What would be the best way to achive my goal in Zorro?

Check out this article on RW, there's an example implementation for pairs trading in Zorro

https://robotwealth.com/pairs-trading-zorro/

I know this script. Does not help because it deals with one pair. The question was about multiple pairs.

Hey deepscreener,

I was wondering if you made any progress on the project and if so could share them?

I'm currently working on a similar concept but the implementation was rather ugly from a logical / structural standpoint.

It it's only about keeping pairs together, loop over pair names separated by some delimiter character, like "STOCK1|STOCK2", then parse the ticker names out of the pair name.