Backtesting: Range optimisation code….
Hi there.
New to ProRealTime and ProBuilder Code also.
Fairly dexterous with AI (15 months), and other codes, Excel Formulae & VBA, Python…
I typically create a template (Excel > NotePad), putting the bones on the code together, and run it past an AI (Using a functional method, to engage the AI).
Enclosed is the template in two sections, this serves well to an AI model for coding assistance.
Section [1] is background reference only info.
Section [2[ are the component names and values that need coding (ProBuilder Code).
I would appreciate an correctional guidance, to assist in my joining the dots learning process, so please, do advise.
I tend to make code simple, yet effective.
This code for review:
A random indicator being range tested, to find the best performance parameters.
ATR stop loss
The template and my annotated code should make clear my objectives – if not, hit me back, and I’ll fill-in any gaps
I am not sure what the request means:
Use the ‘Insert PRT Code’ button ???
I have visual or text options !?!?
// ========================================================================
// STRATEGY: DMI-ADX Crossover Trading Backtest
// AUTHOR: Cody AI
// DATE: Thu.01.May.2025
// VERSION: 1.0
// ========================================================================
// ========================================
// 1. INDICATOR SELECTION FROM PRT LIBRARY
// ========================================
// DMI with default periods
// ATR for stop loss calculation
// ============================================
// 2. INPUTS TO SET VIA PRT BACKTEST INTERFACE
// ============================================
RiskPercent = 5
PipValue = 0.0001
PositionSize = 10
// ==============================
// 3. VARIABLES USED IN THE CODE
// ==============================
DMIperiod = 14
ATRperiod = 14
ATRmultiplier = 2.5
R1start = 1
R1stop = 20
R1step = 1
// =======================
// 4. CODING THE BACKTEST
// =======================
// INDICATOR CALCULATIONS
// ———————-
DIplus = DIPLUS[DMIperiod]
DIminus = DIMINUS[DMIperiod]
ATR = ATR[ATRperiod]
// TRADE ENTRY EXIT LOGIC (CONDITIONS)
// ————————————
LongEntrySignal = CROSSOVER(DIplus, DIminus)
ShortEntrySignal = CROSSOVER(DIminus, DIplus)
LongExitSignal = CROSSUNDER(DIplus, DIminus)
ShortExitSignal = CROSSUNDER(DIminus, DIplus)
// STOP LOSS CALCULATION USING ATR
// ——————————–
StopLossDistance = ATR * ATRmultiplier
LongStopLoss = CLOSE – StopLossDistance
ShortStopLoss = CLOSE + StopLossDistance
// LONG POSITION LOGIC
// ——————–
IF LongEntrySignal AND NOT ISLONG() THEN
BUY PositionSize SHARES AT MARKET
SELL PositionSize SHARES ON STOP AT LongStopLoss
// Draw up arrow for buy signal
DRAWARROWUP(BARINDEX, LOW – (ATR * 0.5)) COLOURED(0, 255, 0)
ENDIF
// SHORT POSITION LOGIC
// ——————–
IF ShortEntrySignal AND NOT ISSHORT() THEN
SELLSHORT PositionSize SHARES AT MARKET
BUYTOCOVER PositionSize SHARES ON STOP AT ShortStopLoss
// Draw down arrow for sell signal
DRAWARROWDOWN(BARINDEX, HIGH + (ATR * 0.5)) COLOURED(255, 0, 0)
ENDIF
// EXIT LONG POSITION ON SIGNAL/TRIGGER
// ————————————
IF ISLONG() AND LongExitSignal THEN
SELL AT MARKET
ENDIF
// EXIT SHORT POSITION ON SIGNAL/TRIGGER
// ————————————–
IF ISSHORT() AND ShortExitSignal THEN
BUYTOCOVER AT MARKET
ENDIF
// DISPLAY STOP LOSS LEVELS WITH COLORED BACKGROUND
// ———————————————–
// Color the background when in a position to show stop loss zones
IF ISLONG() THEN
COLORBETWEEN(CLOSE, LongStopLoss, “lightred”)
ENDIF
IF ISSHORT() THEN
COLORBETWEEN(CLOSE, ShortStopLoss, “lightblue”)
ENDIF
// END
// ========================================================================
// END OF STRATEGY CODE
Thank you in anticipation of any assistance.
NT.
Background
I am also going through the videos:
https://www.prorealcode.com/programming-with-prorealtime/
1. Training program – Introduction to programming with ProRealTime
2. ProRealTime – Advanced programming
These are helpful as a foundation to my learning.
And I have printed out, and currently annotating the PBC manual.
This is my workbook when going through the videos.
