Well, not really...

The point is not having to repeat the listing in array initialization, loops, an so on.

I think, given the tools that zorro provides, the best option itīs just using a for loop and using the index for selecting assets and avoiding switch statements.

Code:
int i,j;
string as[2], al[2];
int lt[2];
as[0] = "EUR/USD";
as[1] = "USD/JPY";
al[0] = "TRND";
al[1] = "CNTR";
lt[0] = 10;
lt[1] = 20;

// portfolio loop
for(i=0;i!=2;i++)
{
   asset(as[i]);
   Lots = lt[i]; //Avoiding switchs
   for(j=0;j!=2;j++)
   {
      algo(al[j]);
      
      if(algo == "CNTR")
         tradeCounterTrend();
      elseif(algo == "TRND")
         tradeTrend();
   }
}