Hello Adytia.
It seems now, that everything at this time works as intended. Many thanks for your support. Below is a minimal example. Attached is a PDF sample result.
I tried also to experiment with the choice "object = no", as suggested by Hans, but without success. I would asking  if you make any changes in filter module?
Or have I misunderstood Your opinion? 
Thank you once again
Jaroslav Hajtmar


Here is minimal example:

\usemodule[filter]

\unprotect
\appendtoks
   \setuevalue{set\currentexternalfilter buffer}{\externalfilter@set[\currentexternalfilter]}%
\to \everydefineexternalfilter

\unexpanded\def\externalfilter@set
   {\dodoubleargument\externalfiter@set_indeed}

\starttexdefinition externalfiter@set_indeed [#1][#2]#3
    % #1 = filter
    % #2 = options

    \begingroup
    \edef\currentexternalfilter{#1}

    \setupexternalfilter[#1][\c!name=,#2]

    \externalfilter@set_filenames
    \setbuffer[\externalfilter@buffer_name]#3\endbuffer

    \externalfilter@process_filter
  \stoptexdefinition
\protect

\defineexternalfilter
   [ASY]
   [
     filtercommand={asy -tex context \externalfilterinputfile\space -o \externalfilteroutputfile}, output=\externalfilterbasefile.pdf,
     purge=no, 
     cache=yes,
     readcommand=\ReadImage,
   ]

\define[1]\ReadImage{\externalfigure[#1]}

\define[1]\mycircle{
\setASYbuffer{
	import graph;
	draw(Circle((0,0),#1));
}}


\starttext

\startASY
 import graph;
 draw((0,0)--(100,100));
\stopASY

\mycircle{10}

\mycircle{20}

\mycircle{30}

\stoptext







Dne 23.12.16 20:22, ntg-context za uživatele Aditya Mahajan <ntg-context-bounces@ntg.nl za uživatele adityam@umich.edu> napsal(a):

    On Fri, 23 Dec 2016, Jaroslav Hajtmar wrote:
    
    > Thanks for sending Your code. It seems that it works with Asymptote. 
    > Unfortunately, when I am trying to multiple call a macro then I get 
    > fatal error, and then compile collapse. I do not know what it could be.
    
    When called for the first time, the code generates test-ASY.pdf file and 
    includes it. After the second call, a new test-ASY.pdf is generated. 
    ConTeXt generates an error because the name of the files is the same, but 
    the content is not.
    
    There should be an option for \externalfigure to disable this check, but I 
    couldn't find it. Here is an alternative approach, that changes the name 
    of the PDF.
    
    \usemodule[filter]
    
    \unprotect
    \appendtoks
       \setuevalue{set\currentexternalfilter buffer}{\externalfilter@set[\currentexternalfilter]}%
    \to \everydefineexternalfilter
    
    \unexpanded\def\externalfilter@set
       {\dodoubleargument\externalfiter@set_indeed}
    
    \starttexdefinition externalfiter@set_indeed [#1][#2]#3
        % #1 = filter
        % #2 = options
    
        \begingroup
        \edef\currentexternalfilter{#1}
    
        \setupexternalfilter[#1][\c!name=,#2]
    
        \externalfilter@set_filenames
        \setbuffer[\externalfilter@buffer_name]#3\endbuffer
    
        \externalfilter@process_filter
      \stoptexdefinition
    \protect
    
    \defineexternalfilter
         [MARKDOWN]
         [
           filtercommand={pandoc -f markdown -t context \externalfilterinputfile\space -o \externalfilteroutputfile},
           cache=yes,
           purge=no,
         ]
    
    \define[1]\NEW
         {\setMARKDOWNbuffer{This is #1}}
    
    \traceexternalfilters
    
    \starttext
    \startMARKDOWN
       This is **one**
    \stopMARKDOWN
    
    \NEW{**ONE**}
    
    \NEW{_TWO_}
    \stoptext
    
    Note that this has the same limitation as using \type{...}. The contents of
    \NEW{...} must have matched braces. If this works, I can include the code in
    t-filter (mkiv only, as I no longer want to maintain the mkii branch).
    
    Aditya
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