hi guys, 

im looking to implement a pairs trading strategy. to do this i need the rolling 20 day ratio of 2 prices, and to take the SMA of that. ive gotten the prices into a rolling window and created a third rolling window for the ratio of the two, however when i try to use this ratio as input for an SMA, im told that this input can only be a symbol. what is the recommended way to do this? example code only gives a way to add indicator values to a rollingwindow, where as im trying to do the reverse. 

here's the relevant code:

//warmup
var asset1 = History<TradeBar>(_btceur, 100, Resolution.Daily);
var asset2 = History<TradeBar>(_btcusdt, 100, Resolution.Daily);

var ratio = new RollingWindow<decimal>(100);
var _window = new RollingWindow<TradeBar>(100);
var _window2 = new RollingWindow<TradeBar>(100);
foreach (var bar in btceurTrades)
 {
   _window.Add(bar);
 }
foreach (var bar in btcusdtTrades)
 {
  _window2.Add(bar);
 }
foreach (var bar in btcusdtTrades)
{
  ratio.Add(_window[0].Close/_window2[0].Close);
}
            
var sma = SMA(ratio, 20);
sma.Updated += (sender, updated) => _smaWin.Add(updated);
var _smaWin = new RollingWindow<IndicatorDataPoint>(20);

thanks, 

mischa