// Function prototypes
void ConvertToBinary(vars priceData, int* binaryRepresentation, int length);
void XORBinaryLists(int* list1, int* list2, int* result, int length);
int FindMaximumXOR(int* xorResult, int length);
void run()
{
// Set parameters
BarPeriod = 60; // 1-hour bars
StartDate = 2020;
EndDate = 2021;
LookBack = 100; // Look back period for initialization
// Define the list of currency pairs
string pairs[] = {"EURUSD", "GBPUSD", "USDJPY", "GBPJPY", "USDCAD", "EURAUD", "EURJPY", "AUDCAD",
"AUDJPY", "AUDNZD", "AUDUSD", "CADJPY", "EURCAD", "EURCHF", "EURGBP", "EURNZD",
"GBPCAD", "GBPCHF", "NZDCAD", "NZDJPY", "NZDUSD", "USDCHF", "CHFJPY", "AUDCHF",
"GBPNZD", "NZDCHF", "CADCHF", "GBPAUD"
int numPairs = sizeof(pairs) / sizeof(string);
// Loop through each currency pair
for(int i = 0; i < numPairs; i++)
{
asset(pairs[i]);
vars ClosePrices = series(priceClose());
// Prepare binary representations for XOR operation
int length = LookBack;
int binaryPriceX[length];
int binaryPriceY[length];
// Fill binary representations (example: comparing current prices with a moving average)
ConvertToBinary(ClosePrices, binaryPriceX, length);
ConvertToBinary(series(SMA(ClosePrices, 20)), binaryPriceY, length); // 20-period SMA for comparison
// Perform XOR operation
int xorResult[length];
XORBinaryLists(binaryPriceX, binaryPriceY, xorResult, length);
// Find Maximum XOR value
int max_xor = FindMaximumXOR(xorResult, length);
// Example trading logic based on Maximum XOR
if(max_xor == 1) // Significant divergence detected
enterLong();
else
exitLong();
}
}
void ConvertToBinary(vars priceData, int* binaryRepresentation, int length)
{
int i;
for(i = 0; i < length; i++)
{
binaryRepresentation[i] = (priceData[i] > priceData[0]) ? 1 : 0;
}
}
void XORBinaryLists(int* list1, int* list2, int* result, int length)
{
int i;
for(i = 0; i < length; i++)
{
result[i] = list1[i] ^ list2[i];
}
}
int FindMaximumXOR(int* xorResult, int length)
{
int max_xor = 0;
for(int i = 0; i < length; i++)
{
if(xorResult[i] > max_xor)
max_xor = xorResult[i];
}
return max_xor;
}