FOR EACH¶

A compile-time macro that applies the same rule body to multiple streams. One source rule becomes N independent rules at parse time — there's no runtime iteration.

Shape¶

FOR EACH <iter_var> IN <stream1>, <stream2>, ... DO
    <rule body using iter_var>

The iteration variable substitutes textually for each stream in the list. Each substitution produces one rule.

Basic example¶

SYMBOLS
    btc = BACKTEST:BTCUSDT EVERY 1m
    eth = BACKTEST:ETHUSDT EVERY 1m
    sol = BACKTEST:SOLUSDT EVERY 1m

FOR EACH s IN btc, eth, sol DO
    WHEN ema(s.close, 9) CROSSES ABOVE ema(s.close, 21)
    THEN BUY s SIZING 0.1
         BRACKET { STOP_LOSS BY 50 PCT, TAKE_PROFIT BY 100 PCT }

This expands at compile time to three independent rules — one each for btc, eth, sol. The substitution is purely textual at the AST level.

Equivalent without FOR EACH:

RULES
    WHEN ema(btc.close, 9) CROSSES ABOVE ema(btc.close, 21)
    THEN BUY btc SIZING 0.1 BRACKET { STOP_LOSS BY 50 PCT, TAKE_PROFIT BY 100 PCT }

    WHEN ema(eth.close, 9) CROSSES ABOVE ema(eth.close, 21)
    THEN BUY eth SIZING 0.1 BRACKET { STOP_LOSS BY 50 PCT, TAKE_PROFIT BY 100 PCT }

    WHEN ema(sol.close, 9) CROSSES ABOVE ema(sol.close, 21)
    THEN BUY sol SIZING 0.1 BRACKET { STOP_LOSS BY 50 PCT, TAKE_PROFIT BY 100 PCT }

FOR EACH is just syntactic sugar — both versions compile to identical bytecode (well, AST nodes).

When to use¶

Multi-asset strategies where the same logic applies to every symbol
Sector / thematic baskets — apply a momentum rule to a list of stocks
Multi-timeframe when you want one rule across multiple timeframe streams of the same symbol

When NOT to use¶

Streams with different parameters. If you want different EMAs per symbol (e.g. EMA(9) for BTC but EMA(20) for EUR), write rules explicitly.
Cross-stream conditions. A condition like WHEN btc.close > eth.close is a single rule, not a per-stream pattern. FOR EACH doesn't help.
Variable rule bodies. The body must be identical except for the iteration variable. Conditional shape per symbol means manual rules.

Multiple iterations¶

You can have multiple FOR EACH blocks in one file:

FOR EACH s IN btc, eth, sol DO
    WHEN ema(s.close, 9) CROSSES ABOVE ema(s.close, 21)
    THEN BUY s SIZING 0.1

FOR EACH s IN btc, eth, sol DO
    WHEN ema(s.close, 9) CROSSES BELOW ema(s.close, 21)
     AND POSITION.s > 0
    THEN CLOSE s

This expands to 6 rules (3 entry rules + 3 exit rules). Note the iteration variable can be reused across blocks — there's no scope collision.

Mixing with explicit rules¶

FOR EACH and RULES can coexist:

RULES
    -- Special rule for BTC only
    WHEN btc.close > 70000 AND POSITION.btc = 0
    THEN BUY btc SIZING 0.5

FOR EACH s IN eth, sol, ada DO
    -- Same rule applied to alts
    WHEN ema(s.close, 12) CROSSES ABOVE ema(s.close, 48)
    THEN BUY s SIZING 0.1

Order: explicit RULES first, then FOR EACH blocks. The DSL parser handles both.

Iteration variables in nested expressions¶

s is replaced anywhere in the rule body — in stream-field access, in indicator calls, in POSITION.s, in BUY s:

FOR EACH s IN btc, eth DO
    WHEN ema(s.close, 9) > sma(s.close, 50)             -- s.close
     AND rsi(s.close, 14) > 50
     AND POSITION.s = 0                                -- POSITION.s
    THEN BUY s SIZING 1.0 PCT RISK                      -- BUY s
         STOP_LOSS AT s.close - atr(s, 14) * 2          -- atr(s, 14)

Three substitutions of s per rule for btc, three for eth, etc.

Limitations¶

Stream list is static. FOR EACH s IN btc, eth, sol DO — the streams are listed inline. You can't reference a variable or a config-driven list.
No nested iteration. FOR EACH a IN ... FOR EACH b IN ... is not supported. If you genuinely need a Cartesian product across symbols, write the rules explicitly.
No filtering. FOR EACH s IN btc, eth, sol WHERE s.kind = "spot" is not supported. Filter the list manually.
Iteration variable can't be used in LET. LET clauses are file-level; they can't reference the iteration variable.

Common gotchas¶

The iteration variable shadows declared streams of the same name. Don't pick btc as the iterator if you have a stream called btc. The parser may not catch this; the substitution will silently misbehave.
FOR EACH is end-of-file. Place it after RULES. Putting it before causes a parse error.
One iterator per FOR EACH. No tuples; no multiple variables. FOR EACH s, c IN ... is invalid.
No range syntax. No FOR EACH i IN 1..5. The iteration list is always streams.

What this composes with¶

Streams — the list of streams comes from SYMBOLS
Actions — the rule body uses the iteration variable in BUY <s>, etc.
Conditions — conditions can reference the iteration variable freely
Phase 11e — multi-stream — design notes on the AST-level expansion