Something I can instantly think of is to simply add 5 more fields (one for each day of week) to your AL and get these values in the script through AssetStr ( https://zorro-project.com/manual/en/algovar.htm ). AssetStr[0] for Monday, [1] for Tuesday, etc. You'll also have to write specific parsers for each asset and DOW using string functions ( https://zorro-project.com/manual/en/str_.htm ) and to be careful with switching to a correct asset within your script.