Posted By: TipmyPip
Zorro Trader GPT - 11/19/23 11:26
Hi, Friends, We are happy to announce the First version of ZorroTrader GPT.
https://bit.ly/3Gbsm4S
May all traders enjoy.
https://bit.ly/3Gbsm4S
May all traders enjoy.
#include <stdio.h> #define INT_BITS 32 #define MAX_NODES 1024 // Trie node structure typedef struct TrieNode { struct TrieNode* bit[2]; } TrieNode; TrieNode trieNodes[MAX_NODES]; int trieNodeCount = 0; TrieNode* newTrieNode() { if (trieNodeCount >= MAX_NODES) { printf("Exceeded maximum trie nodes\n"); return NULL; } TrieNode* newNode = &trieNodes[trieNodeCount++]; newNode->bit[0] = NULL; newNode->bit[1] = NULL; return newNode; } void insert(TrieNode* root, int number) { TrieNode* current = root; int i, bit; for (i = INT_BITS - 1; i >= 0; i--) { bit = (number >> i) & 1; if (!current->bit[bit]) { current->bit[bit] = newTrieNode(); if (!current->bit[bit]) return; } current = current->bit[bit]; } } int findMaxXOR(TrieNode* root, int number) { TrieNode* current = root; int maxXOR = 0; int i, bit; for (i = INT_BITS - 1; i >= 0; i--) { bit = (number >> i) & 1; if (current->bit[1 - bit]) { maxXOR |= (1 << i); current = current->bit[1 - bit]; } else { current = current->bit[bit]; } } return maxXOR; } int getMaxXOR(int* arr, int size) { TrieNode* root = newTrieNode(); if (!root) return 0; int maxXOR = 0; int i, currentXOR; for (i = 0; i < size; i++) { insert(root, arr[i]); currentXOR = findMaxXOR(root, arr[i]); if (currentXOR > maxXOR) { maxXOR = currentXOR; } } return maxXOR; } void main() { int arr[10] = {3, 10, 5, 25, 2, 8}; int size = 6; int result = getMaxXOR(arr, size); printf("Maximum XOR: %d\n", result); }
Data Structure: - Array of KeyValue objects Operations: - CreateDictionary(size) - Insert(key, value) - Lookup(key) Function customHash(key, size): return key % size Function CreateDictionary(size): dictionary = new KeyValue[size] for i = 0 to size - 1: dictionary[i].key = -1 return dictionary Function Insert(dictionary, size, key, value): index = customHash(key, size) while dictionary[index].key != -1: index = (index + 1) % size dictionary[index].key = key dictionary[index].value = value Function Lookup(dictionary, size, key): index = customHash(key, size) while dictionary[index].key != key: if dictionary[index].key == -1: return -1 index = (index + 1) % size return dictionary[index].value ___________________________________________ Data Structure: - Array of ComplexElement objects Operations: - InitializeComplexDataStructure(size) - ExecuteComplexOperation(key) Function InitializeComplexDataStructure(size): complexDataStructure = new ComplexElement[size] // Initialize complexDataStructure as needed return complexDataStructure Function ExecuteComplexOperation(complexDataStructure, size, key): // Perform a complex trading operation on complexDataStructure based on the key // This operation has a complexity of O(n^(n*n-1)). Main: n = 10 dictionarySize = n * n * n * n complexDataStructureSize = n * n * n * n // Adjust the size based on complexity requirements dictionary = CreateDictionary(dictionarySize) complexDataStructure = InitializeComplexDataStructure(complexDataStructureSize) for i = 0 to n - 1: for j = 0 to n - 1: key = i * n + j value = key * key Insert(dictionary, dictionarySize, key, value) searchKey = 7 result = Lookup(dictionary, dictionarySize, searchKey) if result != -1: Print "Value for key", searchKey, "in ComplexDictionary:", result else: Print "Key", searchKey, "not found in ComplexDictionary." // Execute a complex trading operation on ComplexTradingOperation complexKey = 5 // Adjust the key as needed ExecuteComplexOperation(complexDataStructure, complexDataStructureSize, complexKey)
#include <contract.c> // Define your global parameters such as target profit, days to expiration, and strike price offset var TargetProfit = 500; // Example target profit int DaysToExpiration = 30; // Target days until expiration var StrikeOffset = 50; // Offset from the current price for strike selection void run() { // Setup basic parameters BarPeriod = 1440; // Use daily bars LookBack = 0; // No need for historical bars in options trading setup StartDate = 2020; EndDate = 2024; // Set your backtest period assetList("AssetsIB"); asset("SPY"); // Example using SPY ETF as the underlying asset // Ensure we're trading in American Options for SPY AmericanOption = 1; // Update the contract chain for the underlying asset if(!contractUpdate(Asset, 0, CALL | PUT)) return; // Trading logic executed once per day if(is(EXITRUN)) return; // Skip logic at the end of the backtest // Define your strangle strategy here if(NumOpenLong + NumOpenShort == 0) { // Check if there's no open position // Calculate target strike prices based on current price and offset var CurrentPrice = priceClose(0); var StrikeCall = CurrentPrice + StrikeOffset; var StrikePut = CurrentPrice - StrikeOffset; // Attempt to find and enter a Strangle combo if(combo( contractFind(CALL, DaysToExpiration, StrikeCall), 1, // Buy 1 Call contractFind(PUT, DaysToExpiration, StrikePut), 1, // Buy 1 Put 0, 0)) { // Enter the combo trade enterLong(comboLeg(1)); // Enter long for the call option leg enterLong(comboLeg(2)); // Enter long for the put option leg } } // Monitor and manage open positions for(open_trades) { // Loop through all open trades if(TradeIsOption && TradeIsOpen && (comboProfit(TradePriceClose, 1) > TargetProfit || daysToExpiration() < 5)) { exitTrade(ThisTrade); // Close the trade if target profit is reached or approaching expiration } } } // Placeholder function for days to expiration calculation - implement as needed int daysToExpiration() { // Custom logic to calculate and return days to expiration for the current combo return 10; // Placeholder return value } // Placeholder function for calculating combo profit - implement based on actual requirements var comboProfit(var CurrentClosePrice, int Leg) { // Custom logic to calculate and return profit for the combo based on current prices return 600; // Placeholder return value }
#include <contract.c> // Global parameters for the covered call strategy var PremiumTarget = 100; // Target premium income from selling the call int DaysToExpiration = 45; // Target days until expiration for the call option var StrikeOffset = 100; // Offset from the current price for strike selection void run() { // Setup basic parameters BarPeriod = 1440; // Use daily bars LookBack = 0; // No need for historical bars in this setup StartDate = 2020; EndDate = 2024; // Set your backtest period assetList("AssetsIB"); asset("SPY"); // Example using SPY ETF as the underlying asset // Ensure we're trading in American Options for SPY AmericanOption = 1; // Update the contract chain for the underlying asset if(!contractUpdate(Asset, 0, CALL)) return; // Trading logic executed once per day if(is(EXITRUN)) return; // Skip logic at the end of the backtest // Check if we already own SPY if(!NumOpenLong) enterLong(1); // Enter long position if we don't own SPY // Sell a call option if we haven't already if(NumOpenShort == 0) { var CurrentPrice = priceClose(0); var StrikeCall = CurrentPrice + StrikeOffset; // Finding the call option contract CONTRACT* callContract = contractFind(CALL, DaysToExpiration, StrikeCall); if(callContract) { // Enter a short position by selling the call option enterShort(1, callContract); } } // Managing the open option position for(open_trades) { CONTRACT* c = ThisTrade->Contract; if(TradeIsOption && TradeIsShort && (comboProfit(c->fAsk, 1) > PremiumTarget || daysToExpiration(c) < 5)) { exitTrade(ThisTrade); // Close the call option if premium target is reached or approaching expiration } } } // A more refined function for calculating days to expiration based on contract data int daysToExpiration(CONTRACT* c) { if(!c) return 0; return (c->Expiry - wdate()) / 86400; // Convert seconds to days }
#include <contract.c> var FuzzyRange = 0.1; // Adjust based on market volatility or strategy needs var PremiumTarget = 100; // Example target premium from selling a call var StrikeOffset = 50; // Offset from the current price for strike selection int DaysToExpiration = 30; // Target days until expiration // Initialize fuzzy logic settings - no changes needed here void initFuzzyLogic() { FuzzyRange = 0.1; } // Decision-making on whether to initiate an option combo trade bool shouldSellCallOption(var currentPrice, var strikeOffset) { // Selling a call option if the current price plus strikeOffset is fuzzy-above the current price return fuzzy(aboveF(currentPrice + strikeOffset, currentPrice)); } // Logic for closing position based on profit and days to expiration bool shouldClosePosition(var tradeProfit, int daysToExpiration) { var profitCondition = aboveF(tradeProfit, PremiumTarget); var expirationCondition = belowF((var)daysToExpiration, 5.0); // Close if less than 5 days to expiration return fuzzy(orF(profitCondition, expirationCondition)); } void run() { BarPeriod = 1440; // Use daily bars LookBack = 0; // No need for historical bars in this strategy StartDate = 2020; EndDate = 2024; assetList("AssetsIB"); asset("SPY"); AmericanOption = 1; // Trading American options initFuzzyLogic(); if (!contractUpdate(Asset, 0, CALL)) return; if (is(EXITRUN)) return; // Decision to sell a call option if (NumOpenShort == 0 && shouldSellCallOption(priceClose(0), StrikeOffset)) { CONTRACT* CallContract = contractFind(CALL, DaysToExpiration, priceClose(0) + StrikeOffset); if (CallContract) { combo(CallContract, -1, 0, 0, 0, 0); // Prepare a combo to sell 1 call option enterShort(comboLeg(1)); // Enter short position on the combo leg } } // Loop through open trades to manage the position for(open_trades) { if (TradeIsOption && TradeIsShort && shouldClosePosition(TradeProfit, daysToExpiration())) { exitTrade(ThisTrade); // Close the position based on fuzzy logic conditions } } } // You might need to implement or adjust the daysToExpiration function to suit your requirements int daysToExpiration() { // Implement logic to calculate days to expiration for the current option combo return 10; // Placeholder return value }
#include <contract.c> vars PriceClose; void run() { BarPeriod = 1440; // Daily bars for trend analysis LookBack = 30; // Looking back 30 bars for accurate trend detection StartDate = 2020; EndDate = 2024; assetList("AssetsIB"); asset("SPY"); PriceClose = series(priceClose()); AmericanOption = 1; // Trading American Options if (is(EXITRUN)) return; // Exit if at the end of the backtest // Ensure the contract chain is updated for SPY if (!contractUpdate(Asset, 0, CALL | PUT)) return; // Entry Logic: Detect a rising trend to sell a call option if (NumOpenLong + NumOpenShort == 0) { // Check if there's no open position var trendStrength = risingF(PriceClose); // Assess the rising trend strength if (trendStrength > 0.5) { // Threshold for a strong rising trend // Define the strike price a bit above the current price for selling a call var StrikeCall = priceClose(0) + 100; // Offset from the current price for the strike int CallContract = contractFind(CALL, 45, StrikeCall); // Find a call option 45 days to expiration if (CallContract >= 0) { CONTRACT* c = contract(CallContract); if (combo(c, -1, 0, 0, 0, 0, 0, 0) > 0) { // Prepare the combo for selling 1 call enterShort(comboLeg(1)); // Enter short for the call option leg } } } } // Exit Logic: Close the short call option position on a falling trend for(open_trades) { if (TradeIsOption && TradeIsShort) { var reversalStrength = fallingF(PriceClose); // Assess the strength of the falling trend if (reversalStrength > 0.5) { // Threshold indicating a strong downward trend exitTrade(ThisTrade); // Close the call option position } } } }
#include <contract.c> vars PriceClose; var Volatility; void initFuzzyLogicSettings() { FuzzyRange = 0.05; // Adjust based on backtesting } var calculateVolatility(vars Data, int period) { var sumDelta = 0; for(int i = 1; i <= period; i++) { sumDelta += abs(Data[i] - Data[i-1]); } return sumDelta / period; } var adjustFuzzyForVolatility(var fuzzyValue) { var adjustmentFactor = 1 + Volatility * 10; return clamp(fuzzyValue / adjustmentFactor, 0, 1); } bool fuzzyEntryCondition(vars Data) { var entryFuzzy = max(risingF(Data), valleyF(Data)); return adjustFuzzyForVolatility(entryFuzzy) > 0.5; } bool fuzzyExitCondition(vars Data) { var exitFuzzy = max(fallingF(Data), peakF(Data)); return adjustFuzzyForVolatility(exitFuzzy) > 0.5; } void optionComboTrade() { CONTRACT* C1; // Define pointer for the first leg of the combo CONTRACT* C2; // Define pointer for the second leg of the combo // Dynamically adjust option strike based on current price and volatility var strikeCall = round(priceClose(0) + 10 + Volatility * 5); // Example for call strike var strikePut = round(priceClose(0) - 10 - Volatility * 5); // Example for put strike // Initialize contracts for a strangle combo C1 = contractFind(CALL, 30, strikeCall); // Find call option contract C2 = contractFind(PUT, 30, strikePut); // Find put option contract // Check if contracts are found and if entry condition is met if(C1 && C2 && fuzzyEntryCondition(PriceClose)) { combo(C1, 1, C2, 1, 0, 0, 0, 0); // Create a strangle combo enterLong(comboLeg(1)); // Enter long on both legs of the combo enterLong(comboLeg(2)); } } void run() { BarPeriod = 60; LookBack = 100; StartDate = 2020; EndDate = 2024; assetList("AssetsIB"); asset("SPY"); PriceClose = series(priceClose()); initFuzzyLogicSettings(); Volatility = calculateVolatility(PriceClose, 20); // Calculate market volatility if (is(EXITRUN)) return; optionComboTrade(); // Execute the option combo trade based on fuzzy logic conditions }
#include <contract.c> vars PriceClose, VolatilityEMA; void init() { assetList("AssetsIB"); BarPeriod = 60; // Setting bar period for the price series LookBack = 100; // Lookback period for technical indicators PriceClose = series(priceClose()); initFuzzyLogicSettings(); calculateEMAVolatility(20); // Initialize volatility calculation } void initFuzzyLogicSettings() { FuzzyRange = 0.05; // Adjust based on backtesting } void calculateEMAVolatility(int period) { vars ATRValues = series(ATR(period)); VolatilityEMA = series(EMA(ATRValues, period)); } void tradeOptions() { // Assuming current asset is SPY and we're setting up a strangle if (NumOpenLong == 0 && fuzzyEntryCondition()) { // Find contracts for the call and put options CONTRACT* callContract = contractFind("Call", 30, priceClose(0) + 10); // Example: 30 days to expiration, strike 10 points above CONTRACT* putContract = contractFind("Put", 30, priceClose(0) - 10); // Example: 30 days to expiration, strike 10 points below if(callContract && putContract) { // Setup the combo - buying 1 call and 1 put combo(callContract, 1, putContract, 1, 0, 0, 0, 0); // Enter the combo trade enterLong(comboLeg(1)); // Enter long for the call option leg enterLong(comboLeg(2)); // Enter long for the put option leg printf("\nEntered a Strangle on SPY"); } } } void run() { StartDate = 2020; EndDate = 2024; assetList("AssetsIB"); asset("SPY"); while(asset(loop("SPY","AAPL","MSFT"))) { if (is(EXITRUN)) continue; tradeOptions(); } }
#include <contract.h> // Initialize global variables for storing price and volatility data vars PriceClose, VolatilityEMA; void init() { assetList("AssetsIB"); BarPeriod = 60; LookBack = 100; StartDate = 2020; EndDate = 2024; PriceClose = series(priceClose()); initFuzzyLogicSettings(); calculateEMAVolatility(20); // Initialize volatility calculation } void initFuzzyLogicSettings() { FuzzyRange = 0.05; // Adjust based on backtesting } void calculateEMAVolatility(int period) { vars ATRValues = series(ATR(period)); VolatilityEMA = series(EMA(ATRValues, period)); } // Cumulative Normal Distribution Function for use in Black-Scholes Model var CNDF(var x) { int neg = (x < 0.0) ? 1 : 0; if (neg) x = -x; var k = (1.0 / ( 1.0 + 0.2316419 * x)); var y = (((1.330274429 * k - 1.821255978) * k + 1.781477937) * k - 0.356563782) * k + 0.319381530; y = 1.0 - 0.398942280401 * exp(-0.5 * x * x) * y; return (1.0 - neg) * y + neg * (1.0 - y); } // Black-Scholes Option Pricing Model var BlackScholes(char *CallPutFlag, var S, var X, var T, var r, var v) { var d1, d2; d1 = (log(S / X) + (r + 0.5 * v * v) * T) / (v * sqrt(T)); d2 = d1 - v * sqrt(T); if (CallPutFlag[0] == 'c' || CallPutFlag[0] == 'C') { return S * CNDF(d1) - X * exp(-r * T) * CNDF(d2); } else { return X * exp(-r * T) * CNDF(-d2) - S * CNDF(-d1); } } bool fuzzyEntryCondition() { return risingF(PriceClose) > 0.5 && VolatilityEMA[0] < 0.2; } bool fuzzyExitCondition() { return fallingF(PriceClose) > 0.5 || VolatilityEMA[0] > 0.3; } void tradeOptions() { CONTRACT* CallContract; CONTRACT* PutContract; var strikePrice = round(priceClose(0),100); // Example for rounding to nearest hundred var expirationDays = 30; // Targeting options 30 days to expiration if (fuzzyEntryCondition()) { // Prepare to trade a call option CallContract = contractFind("Call", strikePrice, wdate() + expirationDays * 86400); if(CallContract) { // Buy the call option combo(CallContract, 1, 0, 0, 0, 0, 0, 0); enterLong(comboLeg(1)); } } else if (fuzzyExitCondition()) { // Prepare to trade a put option PutContract = contractFind("Put", strikePrice, wdate() + expirationDays * 86400); if(PutContract) { // Buy the put option combo(0, 0, PutContract, 1, 0, 0, 0, 0); enterLong(comboLeg(2)); } } } void main() { init(); while(asset(loop("Assets"))) { if (is(EXITRUN)) continue; tradeOptions(); // Execute the option trading logic based on market conditions } }