Have you looked at the "Working with Multiple Symbols" section of the Developing Trading Systems in RightEdge
section of the documentation? This shows you how to access data for multiple symbols.
You would probably want to do your calculation in your system-level NewBar method. From that method you can access your symbol scripts via the SymbolScripts property to do your calculation, and then call base.NewBar() which will call NewBar for all your symbols.