You have then not only different assets, but also different bar offsets. So you can not just set the asset directly in the while parameter, but must store the instrument string f.i. in another string, and use it to set Baroffset and call asset() inside the loop:

Code:
string myAsset;
while(myAsset = loop("EUR/USD","AUD/USD","USD/CHF"))
{
  if(myAsset == "EUR/USD") BarOffset = 123;
  if(myAsset == "AUD/USD") BarOffset = 456;
  ...
  asset(myAsset);


I haven't tried this myself, but theoretically it should work this way. Mind the '=' and '=='.