@Malakie: Beyond the MSCI Manual, there are the scripting links in the OP of this thread (be sure to follow the link to the X3R version of this thread and the link there for the X2 version. There's lots of help available there although some of the resources (like the famed Mark Laverty's Scripting Tutorials), are gone now

Additionally, I found Cycrow's Scipting Help extraordinarily useful (on the left, choose "help" and then at the bottom of the center page, choose "Scripting Help") and the X3:TC instructions list in the MSCI Handbook is almost up-to-date now. Help on the individual instructions can be sparse, but it can be added to by anyone. So if you figure something out that might be useful to others, please feel free to add it.