CCI of spread of two symbols (or other indicator)

[Folls]

Hello,

I want to use the CCI of the spread of two symbols in a strategy. Before I create it, has this been done already? Has there been any example indicator of the spread of two symbols?

Thanks,

Folls

[NinjaTrader_Ray]

Indicators do not support mult-time frame and instruments. Strategies do. All you have to do is add a secondary series for the additional instrument, then in OnBarUpdate() you can do something like:

if (BarsInProgress == 0)
{
double spread = Math.Abs(CCI(20)[0] - CCI(Closes[1], 20)[0])
}