my solution:
Code
#define SYMBOLS "EUR/USD","USD/JPY","EUR/JPY","AUD/USD","NZD/USD","AUD/NZD","USD/CAD","GBP/USD","EUR/GBP","GBP/JPY","AUD/JPY","EUR/CAD"
string aSymbol[12];
...
...
if (is(FIRSTINITRUN)){
   while(asset(loop(SYMBOLS))){
         aSymbol[i]=Asset;
   }
}