Thank you, JCL.

As for "design pattern" q: if a Portfolio consists of
- 5 parameter variations of Algo1 on Asset1, +
- 3 param var of Algo 1 on Asset 2, +
- 2 x (p v) of Algo 2 on Asset 3, +
-.....etc

then the suggested Asset/Algo nested loop will most probably not be an elegant/efficient solution - as one would have to create 5+3+2+...differently named algos, each one only applicable to a small subset in a big loop..

Another way would be to just loop through algos from 1..n and read params (incl. Asset and TF) from a file corresponding to the algo number. (Or do this per Zorro instance trading one asset).

How would you do this?

Thank you.
E.