Pairs-Trading-example-strategy-how-to-show-dual-symbol-trades

CODE:
using WealthLab.Backtest;
using System;
using WealthLab.Core;
using WealthLab.Indicators;
using WealthLab.ChartWPF;
using System.Drawing;
using System.Collections.Generic;
using System.Linq;

namespace WealthScript16 
{
    public class PairsTrading : UserStrategyBase
    {
      string _stock1 = "SPY", _stock2 = "QQQ";
      BarHistory stock1, stock2;
      int MAPeriod = 30;  
      double upThreshold = 1.5, downThreshold = -1.5;
      TimeSeries close1, close2, ActualRatio, ActualRatioSMA, Delta, DeltaSMA, DeltaDifference, DeltaNorm;

      public override void Initialize(BarHistory bars)
        {
         stock1 = GetHistory(bars, _stock1);
         stock2 = GetHistory(bars, _stock2);

         close1 = stock1.Close;
         close2 = stock2.Close;
         ActualRatio = close1 / close2;
         ActualRatioSMA = SMA.Series(ActualRatio, MAPeriod);
         Delta = ActualRatio - ActualRatioSMA;
         DeltaSMA = SMA.Series(Delta, MAPeriod);
         DeltaDifference = Delta - DeltaSMA;
         DeltaNorm = DeltaDifference / StdDev.Series(Delta, MAPeriod);

         PlotTimeSeries(ActualRatio, "Ratio " + _stock1 + "/" + _stock2, "RatioPane", WLColor.Navy);
         PlotTimeSeries(ActualRatioSMA, "Ratio's SMA", "RatioPane", WLColor.Blue);

         PlotBarHistory(stock1, "QQQ");
         PlotBarHistory(stock2, "QQQ", WLColor.Red, true);

         StartIndex = MAPeriod;
      }

        public override void Execute(BarHistory bars, int idx)
        {
         if (GetPositions().Where(p => p.IsOpen == true).Count() == 0)
         {
            if (DeltaNorm[idx] > upThreshold)
            {
               PlaceTrade(stock1, TransactionType.Short, OrderType.MarketClose, 0, "Short" + stock1);
               PlaceTrade(stock2, TransactionType.Buy, OrderType.MarketClose, 0, "Buy" + stock2);
            }
            else
               if (DeltaNorm[idx] < downThreshold)
            {
               PlaceTrade(stock2, TransactionType.Short, OrderType.MarketClose, 0, "Short" + stock2);
               PlaceTrade(stock1, TransactionType.Buy, OrderType.MarketClose, 0, "Buy" + stock1);
            }
         }
           else
         {
            PlaceTrade(stock1, TransactionType.Cover, OrderType.MarketClose, 0, "Cover" + stock1);
            PlaceTrade(stock2, TransactionType.Sell, OrderType.MarketClose, 0, "Sell" + stock2);
            
            PlaceTrade(stock2, TransactionType.Cover, OrderType.MarketClose, 0, "Cover" + stock2);
            PlaceTrade(stock1, TransactionType.Sell, OrderType.MarketClose, 0, "Sell" + stock1);
         }
        }
    }
}