Code specifics for the ProBacktest module…

NeoTrader · 2025-05-11T21:05:33+00:00

Hi there, After a few weeks of looking at various posts, the created indicators and the like, there seems to be a severance of the coding language. True, there is a list of codes used that relate to the ProBacktest module: https://www.prorealcode.com/documentation/category/probacktest/. But, not all of the coding language used in the ProBuilder glossary is usable when creating code for backtesting purposes (ProBacktest)!! This also explains why AI has issues with coding specific outcomes, even when the coding glossaries (ProBuilder & ProBacktest) and other support documentation is correctly uploaded to a localised AI SLM/LLM! The results using any standard AI’s are also mismatched, too a far greater degree. The question is… Is there a list that makes clear the code that can be used when coding for backtests? This would so useful when learning how to utilise the ProRealTime Platform, when backtesting single indicators and also multiples of. It would also help any newcomers to make use of backtest templates, where a trained AI model would then be engaged to make changes to the variables and more importantly, swap out indicators to test the optimisation ranges. The more accurate the list of code specifically designed for the ProBacktest module, the more advantageous this would be, to train the AI model more distinctly and more accurately. The advantage of this, is after the AI model creates the basic backtest templates are formulated, the AI model can then be engaged to deep think (thinking outside of the box), to either confirm or ideally change our thinking to produce more accurate backtests. A list of formatted AI engagement scripts makes lighter work of such engagements. As always, I appreciate any feedback to assist in this matter. NT

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05/11/2025 at 10:05 PM #246979 quote

NeoTrader
Participant

New

Hi there, After a few weeks of looking at various posts, the created indicators and the like, there seems to be a severance of the coding language. True, there is a list of codes used that relate to the ProBacktest module: https://www.prorealcode.com/documentation/category/probacktest/. But, not all of the coding language used in the ProBuilder glossary is usable when creating code for backtesting purposes (ProBacktest)!! This also explains why AI has issues with coding specific outcomes, even when the coding glossaries (ProBuilder & ProBacktest) and other support documentation is correctly uploaded to a localised AI SLM/LLM! The results using any standard AI’s are also mismatched, too a far greater degree. The question is… Is there a list that makes clear the code that can be used when coding for backtests? This would so useful when learning how to utilise the ProRealTime Platform, when backtesting single indicators and also multiples of. It would also help any newcomers to make use of backtest templates, where a trained AI model would then be engaged to make changes to the variables and more importantly, swap out indicators to test the optimisation ranges. The more accurate the list of code specifically designed for the ProBacktest module, the more advantageous this would be, to train the AI model more distinctly and more accurately. The advantage of this, is after the AI model creates the basic backtest templates are formulated, the AI model can then be engaged to deep think (thinking outside of the box), to either confirm or ideally change our thinking to produce more accurate backtests. A list of formatted AI engagement scripts makes lighter work of such engagements. As always, I appreciate any feedback to assist in this matter. NT

05/12/2025 at 1:10 AM #246980 quote

PeterSt
Participant

Master

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. Peter
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05/12/2025 at 9:15 AM #246985 quote

GraHal
Participant

Legend

PeterSt wrote:
PRT does not own a web site itself
You must mean something different than the words above state? https://www.prorealtime.com/en/
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05/12/2025 at 10:12 AM #246990 quote
NeoTrader
Participant

New
PeterSt wrote:
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. Peter
Well Peter, That is indeed a very much appreciated heads up of the state of PRT affairs, and its fundamentals – I thank you for making the situation, and the foundation of PRT Platform as clear as possible. The fundamental challenge using AIM like ChatGPT, etc, is the historical context. Most if not all, even with performance updates are preloaded with data some 2 to 3 years previous. Even if the AIM can access the internet, there is still the case of code segregation of that which is for the ProBacktest module. As for training an AIM SLM/LLM, is a lot simpler than of late. Take a peek at Langflow or even Flowise (Pref). These GUI interface design platforms, make the building of a learning AI more likely (That is the AIM is fully aware of said system rules, and its interaction with code glossaries and the like). The main issue, in this case, is the differentiation of the code related to ProBacktest (PBT) and the ProBuilder Code (PBC). 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:
1. Request the AIM SLM to define said code (Using defined instruction templates).
2. User applies and tests said code on the PRT Platform.
3. User reports back to AIM SLM, using a defined feedback loop; As an example:
  1. +1 = Well done, code is working as defined.
  2. -1 = Code fail with explicit reasoning (AIM would store and relate to this memory during each coding session).
  3. 0 = Working, but the output is not strictly correct.
The issue isn’t in working with or building the AIM, the fundamental of a AIM SLM, is its processing of data: known as garbage in = garbage out or good intel in = good intel out. The AIM working model, and its ability to produce the correct code output, (That is for the PBT) is all bound by ‘feeding’ the AIM with the correct code in the first place. Hence, my post to ascertain such code. The question is, using an AIM SLM, which is coded to learn (Machine Learning > ML (Python)); just how far can the current code be pushed, to produce backtests, live order processes, that are ‘out of the box’ thinking? More so, to keep, or to ensure this ‘Trading Product’ is at the edge of its game. The application of AI, especially AIM ML is essential to its progress, as many coders are discovering. ML AIM have made promising out bound steps, where we are shown potential avenues of change, of engagement to the betterment of outputs and the utilisation of said foundation code requirements. I do so hope, that someone within the realms of the PRT Platform, can produce and share such code that is only for the ProBacktest module, as this would indeed open up so many possibilities for the platform, the code, and all of its users, established or new. NT.
05/12/2025 at 10:14 AM #246992 quote

NeoTrader
Participant

New

GraHal wrote:

PeterSt wrote:
PRT does not own a web site itself
You must mean something different than the words above state? https://www.prorealtime.com/en/
Hi GraHal, I am not sure of your reply, or your link to said PRT site. Would you kindly elaborate? My thanks NT

05/12/2025 at 10:59 AM #246995 quote

GraHal
Participant

Legend

If you click on the link I posted then you will open the ProRealTime website (that Peter inferred doesn’t exist). For the link to work (for you) you may need to change the /en at the end of the link url to your Nationality.

05/12/2025 at 11:24 AM #246997 quote

JS
Participant

Master

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”)

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05/12/2025 at 11:27 AM #246998 quote

PeterSt
Participant

Master

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 ?
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05/12/2025 at 12:36 PM #247000 quote

NeoTrader
Participant

New

JS wrote:
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”)
Hey JS, Yes indeed, I have been working through said library, along with the glossaries, and the excel sheet also. Yes, some of the codes are tagged, some, but not all, and that forms the kink in the code chain that I am requiring such infill. True, the library does have subsets, but, these is not a sub-set for backtesting codes (Unless, I am missing something?) Please do send any useful links, or images to assist, your input is much appreciated. NT.

05/12/2025 at 12:39 PM #247001 quote

NeoTrader
Participant

New

PeterSt Sorry, I replied to your post, but didn’t use your name tag…. Please do read my comments above, With thanks NT.

05/12/2025 at 1:35 PM #247009 quote
PeterSt
Participant

Master
Hi NT – a lot to discuss and interpret, but this seems to be a nice hook for now :

NeoTrader wrote:
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 …
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05/12/2025 at 1:46 PM #247010 quote

JC_Bywan
Moderator

Master

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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05/12/2025 at 3:35 PM #247017 quote
NeoTrader
Participant

New
JC_Bywan wrote:

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.
Hey JC_Bywan I prefer to work backwards, getting the backtesting of the indicator settings as close as possible, so the output is revealing the best performance output. As said before, I plug these values into an algorithm with other indicators for a green and red light trade entry system. Yep, I have been through the library and its subsets, and I have to say, it is the differentiation of the code that I need to see, that is the code that is used in the ProBacktest module, which consists of:
1. The ProBacktest code module (and)
2. Some of the foundation code from the ProBuilder module.
Is there a good reason why there isn’t a list of the said code to hand? This does make the learning process troublesome, and long winded when the code entirety is not available or forthcoming. I send a request to the programming side of the PRT Platform. Thanks for your replies… NT
05/12/2025 at 3:47 PM #247018 quote

NeoTrader
Participant

New

Hi PeterSt, Would you mind, and kindly reframe your message. I am not sure what you are stating, so it is likely I am missing the poignant matters you state. That would be much appreciated. My warmest regards NT

05/12/2025 at 4:09 PM #247019 quote

druby
Participant

Junior

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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