Here is an Abstract Strategy Example for those who can find the relation between the above C program and Financial Properties in relation to conditional attributes under certain market imbalances which can be mathematically calculated with logic gates
But, in order to solve the problem faster, and statistically find the most beneficial probabilities you will need to use advanced engineering ideas with Zorro Trader GPT.

Code
#include <litec.h>
#include <trade.h>

#define INT_BITS 32
#define MAX_NODES 1024
#define DATA_SIZE 20

// Trie node structure
typedef struct TrieNode {
    struct TrieNode* bit[2];
} TrieNode;

TrieNode trieNodes[MAX_NODES];
int trieNodeCount = 0;

// Function prototypes
TrieNode* newTrieNode();
void insert(TrieNode* root, int number);
int findMaxXOR(TrieNode* root, int number);
int getMaxXOR(int* arr, int size);
var calculateMaximumXOR(var spreadData[]);
string generateTradingSignal(var maxXOR, var threshold);

void run() 
{
    BarPeriod = 60; // Set your bar period
    LookBack = 100; // Set your lookback period
    
    while(asset(loop("Asset1", "Asset2"))) {
        var spreadData[DATA_SIZE]; // Array to hold spread data
        // Populate spreadData with your financial data logic
        // Example: spreadData[i] = priceClose(i) - priceClose(i+1) for some i

        var threshold = 0.02;
        var maxXOR = calculateMaximumXOR(spreadData);
        string signal = generateTradingSignal(maxXOR, threshold);

        if (!strcmp(signal, "Buy")) {
            enterLong();
        } else if (!strcmp(signal, "Sell")) {
            enterShort();
        }
        // "No Action" case is implicitly handled by doing nothing
    }
}

var calculateMaximumXOR(var spreadData[]) 
{
    int intSpreadData[DATA_SIZE];
    for(int i = 0; i < DATA_SIZE; i++) {
        intSpreadData[i] = (int)(spreadData[i] * 10000); // Scale and convert to int
    }
    return getMaxXOR(intSpreadData, DATA_SIZE);
}

string generateTradingSignal(var maxXOR, var threshold) 
{
    if (maxXOR > threshold) {
        return "Buy";
    } else if (maxXOR < -threshold) {
        return "Sell";
    } else {
        return "No Action";
    }
}

TrieNode* newTrieNode() { /* ... */ }
void insert(TrieNode* root, int number) { /* ... */ }
int findMaxXOR(TrieNode* root, int number) { /* ... */ }
int getMaxXOR(int* arr, int size) { /* ... */ }


ZorroTraderGPT - https://bit.ly/3Gbsm4S