Portfolio-of-pairs

I'm looking at the helpful pairs example to get my head round WL syntax.

I have an existing pairs strategy currently coded in Zorro (essentially in a customised version of C) where everything iterates over each pair in the portfolio (20 pairs) to check for signals.

Trying to figure out the equivalent WL syntax. Is it just a case of defining the pairs in a string vector inside

CODE:
public class PairsTrading : UserStrategyBase{ } 

and then iterating over them inside

CODE:
public override void Initialize(BarHistory bars){}

? Thanks in advance for any recommendations.