Code specifics for the ProBacktest module…
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IMO, the problem with PRT is its website through PRC and the withholding of extensive discussions on “work outs” of scenarios that an LLM would learn from (or better : would rely on). This goes deeper than even back intended, but it is Market Place related why this now does not work at all (the discussions ceased say 4 years ago). A huge mistake for PRT itself, or even worse : the worst mistake that PRT does not own a web site itself and instead depends on the instance ProRealCode (which is 3rd party – may you not know), with commercial interest.
Thus, this damage has been done and besides, it will be too tough to ever revert – PRT themselves will be interested the least. Oh, they will acknowledge in maybe a couple of years, unless they keep their edge as being a 100% server side platform, which is unique (AFAIK) (read : they may keep on selling anyway).I must honestly say that I have few to no experience at this moment in SLM, so I would not know what that could bring, but as far as I can see this would require training which “we” are not going to accomplish. This put differently : this training could theoretically be localized by You or Me or other individuals (or Groups ?) which is highly inefficient, related to LLMs which would dig out merits “by nature”. … Too much BS from me ? just correct me and ready to learn !
An advice could be to take your own learning and applications to a higher level by not using PRT as coding language at all. Yes, this means that you must be capable of dealing with ProBuilder and the Backtest/ProOrder subset, but hey … doable. You could order for natural language (or any language you know *and* is known to the LLM) which you can take for input to your own PRT code. This would be the least problem – says me.
Let me try to give you an exciting example :Only last week I tested ChatGPT (4.5) for its capabilities of determining changed markets since Trump, Tariffs in particular, and more. But, I added the dimension of my own – mind you – AutoTrading results, just showing the equity curve per date or any detail 4.5 would ask me for. From that came the 100% accurate analysis of what my code does for Entries – which I actually asked for, heading the way for improvement.
100%.For me this is long gone not astonishing, hence expected and thus usable. It is not related to details of the language at all, which btw would be highly different from PRT-IG vs PRT-IB. Thus, this devil-in-the-detail would not be worked out by a LLM anyway because you and me would be too unique to begin with, and I (nor you) will not discuss in public what I all do to have this technical edge. It would all over fail (which is your subject, NT) because it would, for example, impose a Trailing Stop at 0.5 points for IG which can not exist, or a Trailing Stop at 0.5 points for IB adjusted each 1 second (TF) which would be allowed but only can exist per your own code instead of allowed commands for IG, but which will fail because of IB choking at the change each 1 second which IG would bear. Bzzz.
GPT LLM would rely on posts like this times 1000 in order to help you out with that. Without this, the SLM would rely on your own knowledge about this all, which cannot exist (too much knowledge required). Back to PRT itself … there it could exist, but also does not (trust me). Then back to this PRC website/forum … nobody (owners) care.All in other words, your subject is great and probably only understood by you yourself (and a handful of others who may persist, being in the self-learning phase (I have that behind me)). It is a dimension new to the world of consumers, and once detected actually too late to cover for. For fun : ask GPT (just 4o) how to solve this – hence what to undertake to solve this. You will soon learn that it is too late for this decade (this is my idea about it, but try it – best is to leave out the suggestiveness).
One last more – to the point – response : you may not know it, but PDFs exist for ProOrder/ProBacktest. This is actually what you asked for, but it would only be my very last response. As you can see. 🙂
Please talk back because I am very eager to learn myself.
Peter1 user thanked author for this post.
PRT does not own a web site itself
You must mean something different than the words above state?
https://www.prorealtime.com/en/1 user thanked author for this post.
Hi NT,
The forum’s library contains hundreds of (working) strategies (ProOrder/ProBackTest), indicators (ProBuilder), and screeners (ProScreener), which you could use as example code…
If you only want to use a subset, you could choose to use only the code written by the moderators, for instance…
(most of them also include a “version tag”)1 user thanked author for this post.
Hi GraHal,
The context here is : a website which would cough up all needed in this realm, and PRT herself does not have such a website. So when we follow NT’s subject, first a website would need to exist that exposes
a. all commands for ProBackTest;
b. a superset (and subset) of all which works in Live-Live as well (separate to Demo-Live would also be a good idea);
c. very maybe some kind of “control set” (not meant as in statistics) that let one trial with manual trading.The latter (c.) also to be used for setting up autotrading from your experience with manual trading (I suppose many PRT users fall in that category).
PRC’s website (the one we are looking at currently) does not have commercial interest to provide these commands and further data / guidance, unless it very indirectly would be so that Nicoals (NT FYI – the owner) sees extra Market Place income because of more people being able to create autotrading systems … which would end up in the Market Place. That’s a bit far-sought IMHO.
I hope it is a bit clearer now ?
Hi NT – a lot to discuss and interpret, but this seems to be a nice hook for now :If, or once the code glossary and supplemented examples are implemented and relating only to the PBT, and if the AIM is subjected to reinforcement learning (RL), it would indeed be taught to seek its own self approval of correct or error based code, or indeed a manual method of RL is applied:
I referred to the discussions instead of a static glossary etc., because IMO the subject is too large. Small example :
Any self-respecting AI – or AIMS in your terms, would inherently like to work with Bid and Ask (and Price). No such thing in PRT. And, looking at your nick, you probably understand very well what I mean. That assumed : do other users ? do they know how to exactly correct the AI (like ChatGPT) so it will come up with not only sensible rules / reasoning, but also with something that doesn’t readily throw your $ in the water ?
It is plainly undoable to make this clear, unless you know. Again, I assume that you do. But coincidentally you won’t know the solutions within the PRT eco system, which I coincidentally do know which is why *I* can make the comparison. And, hence, I also (seem to) know what’s all in order to get such an AIMS going (verdict : undoable for now).An example of another dimension, and people may recognize it :
When I had my first System working for Autotrading, which was under the IG regime, it took me a full year to test in Live-Live all the culprits occurring before I had so many out that only on average 1 is thrown out per day (today this is still so). In other words – it takes a complete system in itself to avoid the situations the broker does not like.
When Autotrading for IB came around (which is where I started theoretically in 2017-2018 because Backtesting already worked for IB back then), it took me again a full year to cover for their (IB’s) anomalies. Where are the discussions about this ? … they are inexistent.
And so each AI would not know, unless I (and a handful of others) start to Train somewhere …And so my opinion : An AI may be able to code well (which is already hard enough because without your own knowledge that won’t get anywhere), but in practice this is useless. There is too much lacking data involved (and if I would not have the knowledge of that data my hopes would be better).
On the positive side : Once that code base and all would be there, you can yourself “teach” (not Train) the AI by filtering what should be additionally considered – how to do that, and what to omit in which circumstances. This is the most easy to do, once some/sufficient experience has been gained by us ourselves.
Envision Prompts in coding, which would literally be feasible today in say NT or MC.
“Hey, I just lost for the third time in a row [triggered by reality] … regarding the price development what should my next entry better be looking like ? code me the Entry Snippet for that, compile it under name x-y-z, flush the program cache and continue the bar calling.”
… And that was in C#, and thus easy to do with the platforms I implied well-known either.- No calls to external programs in PRT so forget it;
- No real-time compiling in the server side environment PRT is so forget it;
Is that bad ? nah, maybe not. But this *is* the way I am using GPT currently. Not for trading, but for other real time operations. I say : this is exciting.
More later …1 user thanked author for this post.
True, the library does have subsets, but, these is not a sub-set for backtesting codes (Unless, I am missing something?)
Hi, once you have clicked on “library”, at top of the library page the second line you have is starting with “category:” and is probably clicked by default on “all”, further to the right on this line you may click on the button “strategies”, and you should end up with the selection of codes for backtesting (working in “proorder” module), assuming I haven’t misunderstood your query.
Also worth keeping an eye on the “proorder forum” sub section, that’s where backtest coding subjects including codes are discussed in the forum, and where members can help each other on proorder module matters. Doesn’t mean the “probuilder forum” subsection should be ignored, it is where you can code things to display in a better way than with the “graph, graphonprice” proorder commands, and it is often a good idea to display properly what you want to code in probuilder before creating a proorder probacktestable version from it.
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I’m just speculating here, but it’s possible to draw a correlation between indicator code and backtest, and the final proOrder strategy code because of the call instruction.
A backtest code only allows a subset of command to be valid in its file, however, it can call an indicator code file that uses other commands, for indicators.
I guess that when a indicator is called from the backtest, only the results of the indicators returned variable’s are used in the backtest and not the different indicator only commands , however, they influence the indicator calculations.
These also, come up when you query the current version of the proOrder Strategy file.
So this could account for why the general proBuilder lauguage commands incorporate the code for indicators, and I guess it’s would be the same for screeners.
This may be why when looking back from the backtest that indicator code is invalid, but not if it’s called!
Or looking forward from an indicator and requiring other commands for the backtest.
Just a thought that came into my head while all the other comments were flying over it.
Regards
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