public class spreadkR : ISecurityInputs, IDoubleReturns, ITwoSourcesHandler, IStreamHandler {
public IList<double> Execute(ISecurity source1, ISecurity source2)
{
var vv = new double[source1.Bars.Count];
for(int i=0; i< bars.Count; i++)
{
vv[i] = source1.Bars[i].Bid / source1.Bars[i].Ask;
}
return vv;
}
}