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Using multiple symbols in SMA crossover strategy

I've been having trouble adding multiple symbols in the following 50/200 SMA Crossover strategy. 

It seems that 

foreach(var symbol in _symbols)
{

must be used, along with 

List<string>

however I haven't had any luck in this case. 

Any help would be greatly appreciated. Thanks!

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Here is my attempt at implementing the 50/200 SMA Crossover in the "Multiple Symbol Consolidation" Algorithm.

Original code can be found here: 

https://github.com/Quantconnect/Lean/blob/master/Algorithm.CSharp/MultipleSymbolConsolidationAlgorithm.cs

As you can see, no orders are filled when trying to switch to the new format, even when just testing for the SPY. 

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