Pass array to stored procedure

CREATE PROCEDURE [dbo].[GetData]
 @MyCodes as varchar(500) = '', -- comma delimited list of codes, ie: '''ABC'', ''DEF'', ''GHI'''
AS
BEGIN
   DECLARE @query as nvarchar(500)

   set @query = 'SELECT * FROM DATA WHERE Code IN (@p_MyCodes)'

   exec SP_EXECUTESQL @query,
                                                N'@p_MyCodes varchar(500)', 
                                                @p_MyCodes = @MyCodes
END

foreach (MyItem item in MyCollection)
{
   if (myCodes.Length > 0)
   {
      myCodes += ", "; // Add a comma if data already exists
   }

   myCodes += "'" + item.Name + "'";
}

using System;
using System.Data;
using System.Data.SqlClient;

SqlConnection MyConnection = null;
SqlDataReader MyReader = null;

try
{
   // Create the SQL connection.
   MyConnection = new SqlConnection("Server=(local);DataBase=Northwind;Integrated Security=SSPI"))
   MyConnection.Open();

   // Create the stored procedure command.
   SqlCommand MyCommand = new SqlCommand("GetData", MyConnection);

   // Set the command type property.
   MyCommand.CommandType = CommandType.StoredProcedure;

   // Pass the string (array) into the stored procedure.
   MyCommand.Parameters.Add(new SqlParameter("@MyCodes", myCodes));

   // Execute the command
   MyReader = MyCommand.ExecuteReader();

   // ...
}
catch (Exception excep)
{
}
finally
{
   if (MyReader != null)
   {
      MyReader.Close();
      MyReader.Dispose();
   }

   if (MyConnection != null)
   {
      MyConnection.Close();
      MyConnection.Dispose();
   }
}