Hi, JCL,

Merry Christmas and a Happy and prosperous coming New Year!

Would greatly appreciate your advice/clarification on the following:

1. What design pattern would you recommend for trading a portfolio of systems different mostly in parameters used?
e.g. 5x Sys1 x asset1 + 3x Sys1 x asset2 + 1x Sys1 x asset3 + 4x Sys2 x asset1 + 2x Sys3x Asset3...etc

Looping through Assets and Algo as described in the manual does not seem to fit elegantly with the problem -as one would have to name Algos differently for each parameter permutation ...

2. Do I understand correctly that algo names can be generated dynamically in the script (e.g. asset+algo+TimeFrame+Nr)?

3. There is mention of the "Component" variable in the manual. How is it enumerated and would typically be used?

4. At what point does Zorro calculate "Net"/Pool trade quantities per asset (when using Hedge) and actually sends orders to the Broker? Is it at the end of a run() function?

5. Can one have 2 or 3 asset/algo loops within run()?

6. If multiple Zorro instances are used with same algo names - will all saved Vars and files used be instance-specific and SaveStatus/LoadStatus be managed by Zorro correctly?

7. Would it be possible to enlarge the internal array of ResultsLong/Short from 20 to 50 last trades, and add one for ResultsTotal?

Thank you!