Hello,

I'm trying to port custom indicator from trading view. This indicator tracks the price of 2 assets at the same time. I've written few indicators on QuantConnect by myself but those indicators were tracking single asset.

TradingView indicator that I would like to port: 

I was thinking about writing single indicator and using it on two assets. After that I would be able to combine results from two indicators into single result output which I need. Does anyone have better idea or suggestion on how to proceed?