#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) { /* ... */ }