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?
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.