Thanks for the tip on malloc.

It turns out the problem was the way I was using the loop function. I was looping once to calculate the indicator, and then trying to loop again. However, following the manual which suggests using either for(listed_assets), for(used_assets) or a for-loop, I get some unexpected results:

1. for(listed_assets) produces the SIGNALS files correctly (one for each symbol), but it give me the error: "Error 015: invalid advise signal[0] at bar 251"
2. for(used_assets) gives the same SIGNALS files and no error.
3. the for-loop results in each signal repeated twice in the SIGNALS files.

Any insights on why I am seeing this, or what the correct approach is here? Here is the test code for this issue:

/// m-period simple return, at t steps back in time
var simple_returns(int t, int m) {
return priceClose(t) / priceClose(t + m) - 1;
}

function run()
{
StartDate = 19900101;
EndDate = 19931231;
BarPeriod = 1440;
LookBack = 240;

NumWFOCycles = 1;
DataSplit = 75;

assetList("Assets.2.1993.csv");
set(RULES+PEEK);
Spread = RollLong = RollShort = Commission = Slippage = 0;
LifeTime = 1;
if(Train) Hedge = 2;

// This initialize the assets
while(asset(loop(Assets))) {
}

char* symbol;
int i;
// #1:
//for(listed_assets) {
// #2:
for(used_assets) {
// #3:
//for (i = 0; symbol = Assets[i]; i++) {
adviseLong(SIGNALS, 0, simple_returns(1, 1), simple_returns(2, 1), simple_returns(3, 1));
enterLong();
}
}