>int binaryPriceX[length];
>int binaryPriceY[length];


Thank you for your interest, the definition of the above is based on different ideas for trading, if you try Zorro Trader GPT, you can create your own definitions for new strategies, and it is not difficult, Very easy...
We encourage you to explore your ideas and share them with us...

For example :

binaryPriceX[MAX_LENGTH]: This array stores the binary representation of the current price data. The conversion to binary is based on a specific condition. In the example, this condition is whether each price is greater than the first price in the lookback period. This is done in the ConvertToBinary function. For each price in the ClosePrices data series:

If the price is greater than the first price in the series (ClosePrices[0]), the corresponding element in binaryPriceX is set to 1.
If the price is less than or equal to the first price in the series, the corresponding element in binaryPriceX is set to 0.
binaryPriceY[MAX_LENGTH]: This array stores the binary representation of the Simple Moving Average (SMA) of the price data. The SMA is calculated over a specified period (20 periods in your example). The conversion to binary follows the same logic as binaryPriceX, comparing each SMA value to the first price in the ClosePrices series.

If the SMA value is greater than ClosePrices[0], the corresponding element in binaryPriceY is set to 1.
If the SMA value is less than or equal to ClosePrices[0], the corresponding element in binaryPriceY is set to 0.
These binary representations are then used for further analysis, such as the XOR operation in your strategy. The XOR operation compares the corresponding binary values in binaryPriceX and binaryPriceY for each period. The result of this operation (stored in xorResult) can indicate differences or divergences between the current price trend and its moving average, which you use to make trading decisions.