Find best currency pair to trade

while(Name = (loop(Assets)))

string myCurrency(int idx)
{
	if(idx == 0) return ("AUD");
	if(idx == 1) return ("CAD");
	if(idx == 2) return ("CHF");
	if(idx == 3) return ("EUR");
	if(idx == 4) return ("GBP");
	if(idx == 5) return ("JPY");
	if(idx == 6) return ("NZD");
	if(idx == 7) return ("USD");
}

string findPair(string PrimCurrency, int bullbear)
{
	var foundStrength;
	var maxStrength;
	var minStrength;
	string Strongest;
	string Weakest;
	int initVal = 0; //
	int i;
	
	printf("\n\n.........");
	
	for(i=1; i<8; i++)
	{
		if(strcmp(myCurrency(i),PrimCurrency) == 0) continue;
		
		foundStrength = ccyStrength(myCurrency(i));
		//printf("\ni = %d, %s mit %.5f", i, myCurrency(i), foundStrength);
		if(foundStrength > maxStrength || initVal == 0)
		{
			
			maxStrength = foundStrength;
			Strongest = myCurrency(i);
			//printf("\...maxStrength set to %.5f", maxStrength);
			
		}
		if(foundStrength < minStrength || initVal == 0)
		{
			minStrength = foundStrength;
			Weakest = myCurrency(i);
			initVal = 1;
			//printf("\...minStrength set to %.5f", minStrength);
		}
	}
	printf("\nStrongest: %s: %.5f; Weakest: %s, %.5f", Strongest, maxStrength, Weakest, minStrength);
	
	string SekondaryCurrency = ifelse(bullbear == 0, Strongest, Weakest);
	string myAsset;
	int treffer = 0;
	
	for(listed_assets)
	{
		if(assetType(Asset) != FOREX) continue;
		myAsset = strf("%s/%s", PrimCurrency, SekondaryCurrency);
		printf("\nmyAsset = %s, Asset = %s", myAsset, Asset);
		if(strcmp(myAsset, Asset) == 0){
			printf(" <- chosen!");
			return(myAsset);
		}
		myAsset = strf("%s/%s", SekondaryCurrency, PrimCurrency);
		printf("\nmyAsset = %s, Asset = %s", myAsset, Asset);
		if(strcmp(myAsset, Asset) == 0){

			printf(" <- chosen!");
			return(myAsset);
		}
	}
	printf("\nSomething went wrong, you shouldn't be here! myAsset = %s", myAsset);	
}



function run()
{
	
	StartDate = 20120101;
	EndDate = 20210101;
	BarPeriod = 15;
	LookBack = 200*1440/BarPeriod; //200 Bars in D1
	set(STEPWISE);

	
	ccyReset();
	string Name;
	
	for(listed_assets)
	{
		Name = Asset;
		if(assetType(Name) != FOREX) continue;
		asset(Name);
		vars Prices = series(priceClose());
		
		var Strength = ROC(Prices,1);
 		ccySet(Strength);
	}

	static char OldBest[8], OldWorst[8];
	string Best = ccyMax(), Worst = ccyMin();
	
	string myAsset = "USD";
	
	if(!is(LOOKBACK))
	{
		printf("\nAUD %.4f, CAD %.4f, CHF %.4f, EUR %.4f GBP %.4f, JPY %.4f, NZD %.4f, USD %.4f", ccyStrength("AUD"),ccyStrength("CAD"),ccyStrength("CHF"),ccyStrength("EUR"),ccyStrength("GBP"),ccyStrength("JPY"),ccyStrength("NZD"),ccyStrength("USD"));	
		
		printf("\nChosen pair for USD bullish: %s", findPair(myAsset, 1));
		//printf("\nChosen pair for USD bearish: %s", findPair(myAsset, 0));		
	}	
}

        StartDate = 20120101;
	EndDate = 20210101;

	NumWFOCycles = 5;
	NumCores = 4;
	//set(STEPWISE);
	set(PARAMETERS);
	Spread = RollLong = RollShort = Commission = Slippage = 0;

	var boring = optimize(0.5, 0.1, 2);
	var atrfactor = optimize(1, 0.1, 20);
	
	ccyReset();
	for(listed_assets)
	{
		Name = Asset;
		if(assetType(Name) != FOREX) continue;
		asset(Name);
		vars Prices = series(priceClose());
		DominantCycle[str2int(Asset)] = 0.5*DominantPeriod(Prices,60);  //96*15 = 1440
		
		var Strength = ROC(Prices,1);
 		ccySet(Strength);
	}

	for(i=0; i<8; i++)
	{
		string Currency = myCurrency(i);
		//cycle through single currencies
		//determine, if I'm bullish or bearish the single currency
		//find best counter currency based on currency strength
		
		if(bullish) asset(findPair(Currency, 1));
		if(bearish) asset(findPair(Currency, 0));
		
		//check some other stuff
		
		if(I want to trade)
		{
			for(current_trades) if(TradeIsAsset) return;
			//don't trade if there is a trade running on this currency pair
			
			//other trade related stuff
		}
	}