ProBacktest and drawing on the charts

• 05/12/2025 at 10:18 PM #247023
  NeoTrader

  Hi there.

  I am either making a classic syntax error here or I am missing a piece of the code puzzle!….
  Backtesting only.

  I am looking for a visual line between the trade entry bar and the trade exit bar (all entered trades).
  Long trade entry/exit = green line
  Short trade entry/exit = red line
  The line needs to remain on the chart, for a visual evaluation of the backtest process.

  // ======================================================================== // STRATEGY: DMI-ADX Crossover with Stop Loss + Opposite Signal Exit // ======================================================================== // BT-DMI-testV3.0.3viasupport // === INPUTS === myDMIperiod = myDMIperiod // 10 // optimize from 1 to 20 via PRT Platform myATRperiod = 14 myATRmultiplier = 2.5 myRiskPercent = 5 // Risk percentage (5%) myInitialBalance = 100000 // Starting capital myADXThreshold = 20 // Minimum ADX value for trend strength confirmation // === INDICATORS === myDIplus = DIPLUS[myDMIperiod] myDIminus = DIMINUS[myDMIperiod] myADX = ADX[myDMIperiod] myATR = AVERAGETRUERANGE[myATRperiod] // === SIGNALS === // Basic DMI crossover signals - SAME BAR ENTRY myLongSignal = myDIplus CROSSES OVER myDIminus myShortSignal = myDIminus CROSSES OVER myDIplus // ADX trend strength filter myADXStrong = myADX > myADXThreshold // Final signals with filter applied myLongSignal = myLongSignal AND myADXStrong myShortSignal = myShortSignal AND myADXStrong // === STOP LOSS DISTANCE === myStopLossDistance = myATR * myATRmultiplier // === RISK MANAGEMENT === // Initialize account balance tracking ONCE myCurrentBalance = myInitialBalance ONCE myPreviousEquity = myInitialBalance ONCE myProfitLoss = 0 // Update account balance based on closed positions IF BarsSince(LongOnMarket) = 0 OR BarsSince(ShortOnMarket) = 0 THEN // New position opened myPreviousEquity = myCurrentBalance ENDIF // If position was closed on previous bar, update the balance IF (LongOnMarket[1] AND NOT LongOnMarket) OR (ShortOnMarket[1] AND NOT ShortOnMarket) THEN // Calculate profit/loss from the closed position IF LongOnMarket[1] THEN myProfitLoss = (close[1] - POSITIONPRICE[1]) * COUNTOFPOSITION[1] ELSE myProfitLoss = (POSITIONPRICE[1] - close[1]) * ABS(COUNTOFPOSITION[1]) ENDIF // Update current balance myCurrentBalance = myCurrentBalance + myProfitLoss ENDIF // Calculate position size based on risk myRiskAmount = myCurrentBalance * (myRiskPercent / 100) // Calculate position size based on stop loss distance IF myStopLossDistance > 0 THEN myRiskBasedPositionSize = ROUND(myRiskAmount / myStopLossDistance) // Ensure minimum position size of 1 IF myRiskBasedPositionSize < 1 THEN myRiskBasedPositionSize = 1 ENDIF ELSE myRiskBasedPositionSize = 1 ENDIF // === STATE FLAGS === // Initialize these variables only once to maintain state between bars ONCE myReverseToLong = 0 ONCE myReverseToShort = 0 ONCE myEntryPrice = 0 ONCE myLongStopLevel = 0 ONCE myShortStopLevel = 0 ONCE myLongEntryBar = 0 ONCE myShortEntryBar = 0 // === POSITION MANAGEMENT === IF LongOnMarket THEN // Store entry price when entering a position IF BarsSince(LongOnMarket) = 0 THEN myEntryPrice = close myLongStopLevel = myEntryPrice - myStopLossDistance myLongEntryBar = BarIndex ENDIF // 1. Check stop loss IF low <= (myEntryPrice - myStopLossDistance) THEN SELL AT MARKET DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) myLongStopLevel = undefined ELSE // 2. Check for reversal IF myShortSignal THEN SELL AT MARKET DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) myReverseToShort = 1 myLongStopLevel = undefined ENDIF ENDIF ENDIF IF ShortOnMarket THEN // Store entry price when entering a position IF BarsSince(ShortOnMarket) = 0 THEN myEntryPrice = close myShortStopLevel = myEntryPrice + myStopLossDistance myShortEntryBar = BarIndex ENDIF // 1. Check stop loss IF high >= (myEntryPrice + myStopLossDistance) THEN EXITSHORT AT MARKET DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) myShortStopLevel = undefined ELSE // 2. Check for reversal IF myLongSignal THEN EXITSHORT AT MARKET DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) myReverseToLong = 1 myShortStopLevel = undefined ENDIF ENDIF ENDIF // === ENTRY WHEN FLAT === IF NOT LongOnMarket AND NOT ShortOnMarket THEN IF myReverseToLong THEN BUY myRiskBasedPositionSize SHARES AT MARKET myReverseToLong = 0 ELSE IF myReverseToShort THEN SELLSHORT myRiskBasedPositionSize SHARES AT MARKET myReverseToShort = 0 ELSE IF myLongSignal THEN BUY myRiskBasedPositionSize SHARES AT MARKET ELSE IF myShortSignal THEN SELLSHORT myRiskBasedPositionSize SHARES AT MARKET ENDIF ENDIF ENDIF ENDIF ENDIF // === VISUALIZATION USING DRAWSEGMENT === // Draw active stop loss lines while positions are open IF LongOnMarket THEN DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) ENDIF IF ShortOnMarket THEN DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) ENDIF // === PRINT TRADE INFORMATION === // Display trade information in a table for debugging PRINT myEntryPrice AS "Entry Price" COLOURED(255,255,255) FILLCOLOR(0,0,128) PRINT myLongStopLevel AS "Long Stop" COLOURED(255,255,255) FILLCOLOR(0,128,0) PRINT myShortStopLevel AS "Short Stop" COLOURED(255,255,255) FILLCOLOR(128,0,0) PRINT myRiskBasedPositionSize AS "Position Size" COLOURED(255,255,255) FILLCOLOR(0,0,128) PRINT myCurrentBalance AS "Account Balance" COLOURED(255,255,255) FILLCOLOR(0,0,128) // Signal visualization variable IF myLongSignal THEN mySignalVisualization = 1 ELSIF myShortSignal THEN mySignalVisualization = -1 ELSE mySignalVisualization = 0 ENDIF // graph mySignalVisualization

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  // ======================================================================== // STRATEGY: DMI-ADX Crossover with Stop Loss + Opposite Signal Exit // ======================================================================== // BT-DMI-testV3.0.3viasupport   // === INPUTS === myDMIperiod = myDMIperiod // 10 // optimize from 1 to 20 via PRT Platform myATRperiod = 14 myATRmultiplier = 2.5 myRiskPercent = 5 // Risk percentage (5%) myInitialBalance = 100000 // Starting capital myADXThreshold = 20 // Minimum ADX value for trend strength confirmation   // === INDICATORS === myDIplus = DIPLUS[myDMIperiod] myDIminus = DIMINUS[myDMIperiod] myADX = ADX[myDMIperiod] myATR = AVERAGETRUERANGE[myATRperiod]   // === SIGNALS === // Basic DMI crossover signals - SAME BAR ENTRY myLongSignal = myDIplus CROSSES OVER myDIminus myShortSignal = myDIminus CROSSES OVER myDIplus   // ADX trend strength filter myADXStrong = myADX > myADXThreshold   // Final signals with filter applied myLongSignal = myLongSignal AND myADXStrong myShortSignal = myShortSignal AND myADXStrong   // === STOP LOSS DISTANCE === myStopLossDistance = myATR * myATRmultiplier   // === RISK MANAGEMENT === // Initialize account balance tracking ONCE myCurrentBalance = myInitialBalance ONCE myPreviousEquity = myInitialBalance ONCE myProfitLoss = 0   // Update account balance based on closed positions IF BarsSince(LongOnMarket) = 0 OR BarsSince(ShortOnMarket) = 0 THEN // New position opened myPreviousEquity = myCurrentBalance ENDIF   // If position was closed on previous bar, update the balance IF (LongOnMarket[1] AND NOT LongOnMarket) OR (ShortOnMarket[1] AND NOT ShortOnMarket) THEN // Calculate profit/loss from the closed position IF LongOnMarket[1] THEN myProfitLoss = (close[1] - POSITIONPRICE[1]) * COUNTOFPOSITION[1] ELSE myProfitLoss = (POSITIONPRICE[1] - close[1]) * ABS(COUNTOFPOSITION[1]) ENDIF      // Update current balance myCurrentBalance = myCurrentBalance + myProfitLoss ENDIF   // Calculate position size based on risk myRiskAmount = myCurrentBalance * (myRiskPercent / 100)   // Calculate position size based on stop loss distance IF myStopLossDistance > 0 THEN myRiskBasedPositionSize = ROUND(myRiskAmount / myStopLossDistance) // Ensure minimum position size of 1 IF myRiskBasedPositionSize < 1 THEN myRiskBasedPositionSize = 1 ENDIF ELSE myRiskBasedPositionSize = 1 ENDIF   // === STATE FLAGS === // Initialize these variables only once to maintain state between bars ONCE myReverseToLong = 0 ONCE myReverseToShort = 0 ONCE myEntryPrice = 0 ONCE myLongStopLevel = 0 ONCE myShortStopLevel = 0 ONCE myLongEntryBar = 0 ONCE myShortEntryBar = 0   // === POSITION MANAGEMENT === IF LongOnMarket THEN // Store entry price when entering a position IF BarsSince(LongOnMarket) = 0 THEN myEntryPrice = close myLongStopLevel = myEntryPrice - myStopLossDistance myLongEntryBar = BarIndex ENDIF      // 1. Check stop loss IF low <= (myEntryPrice - myStopLossDistance) THEN SELL AT MARKET DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) myLongStopLevel = undefined ELSE // 2. Check for reversal IF myShortSignal THEN SELL AT MARKET DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) myReverseToShort = 1 myLongStopLevel = undefined ENDIF ENDIF ENDIF   IF ShortOnMarket THEN // Store entry price when entering a position IF BarsSince(ShortOnMarket) = 0 THEN myEntryPrice = close myShortStopLevel = myEntryPrice + myStopLossDistance myShortEntryBar = BarIndex ENDIF      // 1. Check stop loss IF high >= (myEntryPrice + myStopLossDistance) THEN EXITSHORT AT MARKET DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) myShortStopLevel = undefined ELSE // 2. Check for reversal IF myLongSignal THEN EXITSHORT AT MARKET DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) myReverseToLong = 1 myShortStopLevel = undefined ENDIF ENDIF ENDIF   // === ENTRY WHEN FLAT === IF NOT LongOnMarket AND NOT ShortOnMarket THEN IF myReverseToLong THEN BUY myRiskBasedPositionSize SHARES AT MARKET myReverseToLong = 0 ELSE IF myReverseToShort THEN SELLSHORT myRiskBasedPositionSize SHARES AT MARKET myReverseToShort = 0 ELSE IF myLongSignal THEN BUY myRiskBasedPositionSize SHARES AT MARKET ELSE IF myShortSignal THEN SELLSHORT myRiskBasedPositionSize SHARES AT MARKET ENDIF ENDIF ENDIF ENDIF ENDIF   // === VISUALIZATION USING DRAWSEGMENT === // Draw active stop loss lines while positions are open IF LongOnMarket THEN DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) ENDIF   IF ShortOnMarket THEN DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) ENDIF   // === PRINT TRADE INFORMATION === // Display trade information in a table for debugging PRINT myEntryPrice AS "Entry Price" COLOURED(255,255,255) FILLCOLOR(0,0,128) PRINT myLongStopLevel AS "Long Stop" COLOURED(255,255,255) FILLCOLOR(0,128,0) PRINT myShortStopLevel AS "Short Stop" COLOURED(255,255,255) FILLCOLOR(128,0,0) PRINT myRiskBasedPositionSize AS "Position Size" COLOURED(255,255,255) FILLCOLOR(0,0,128) PRINT myCurrentBalance AS "Account Balance" COLOURED(255,255,255) FILLCOLOR(0,0,128)   // Signal visualization variable IF myLongSignal THEN mySignalVisualization = 1 ELSIF myShortSignal THEN mySignalVisualization = -1 ELSE mySignalVisualization = 0 ENDIF   // graph mySignalVisualization

  There are syntax errors on the DRAWSEGMENT x2 and the ENDIF !!!

  I cant see why the error occur?
  As always, any code guidance is much appreciated.

  With thanks,
  NT

  

  NeoTrader

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  05/12/2025 at 11:12 PM #247024
  PeterSt

  DrawSegment is a command for an Indicator. And you apply this to Strategy Code. That implies a Syntax Error.
  Sorry …
  🙂

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  PeterSt

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  05/12/2025 at 11:33 PM #247025
  JS

  In ProBackTest/ProOrder, graphical instructions are not allowed. For debugging purposes, you can use “Graph” (to visualize variable values in a separate window), “GraphOnPrice” (to display variable values on the price chart), and “Print” (to output variable values in a tabular format) within ProBackTest.
  When the system is uploaded to the PRT servers (Live), the entire code must be “clean” — meaning it must not include any use of “Graph”, “GraphOnPrice”, or “Print”.

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  JS

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  05/13/2025 at 1:38 PM #247056
  NeoTrader

  JS wrote:

  In ProBackTest/ProOrder, graphical instructions are not allowed….

  Hey JS, or perhaps if anyone else can assist ☺️

  Thank you very much for the clarification.

  Would you kindly show me how to add said graph text to the code, so that it displays (on the stop loss line), the level applied (as the stop loss level).
  Ideally the stop loss value would be placed on the trade entry bar (See attached with ‘*’ ).

  With thanks in anticipation.

  NT

   

  

  NeoTrader

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  05/13/2025 at 4:52 PM #247065
  robertogozzi

  Append these lines using GraphOnPrice to your code:

  GraphOnPrice ShortStop coloured("Red") GraphOnPrice LongStop coloured("Green")

  1 2	GraphOnPrice ShortStop coloured("Red") GraphOnPrice LongStop  coloured("Green")

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  robertogozzi

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  05/13/2025 at 5:33 PM #247068
  NeoTrader

  robertogozzi wrote:

  // === VISUALIZATION USING DRAWSEGMENT === // Draw active stop loss lines while positions are open IF LongOnMarket THEN DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) ENDIF   IF ShortOnMarket THEN DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) ENDIF   // === PRINT TRADE INFORMATION ===

  Do i replace this code with yours Roberto?

  // === VISUALIZATION USING DRAWSEGMENT ===

  // Draw active stop loss lines while positions are open

  IF LongOnMarket THEN

  DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0)

  ENDIF

  IF ShortOnMarket THEN

  DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0)

  ENDIF

  // === PRINT TRADE INFORMATION ===

  Just checking, as I am not sure on the code refactoring…

  

  NeoTrader

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  05/13/2025 at 5:59 PM #247074
  robertogozzi

  There you go:

  // === VISUALIZATION USING DRAWSEGMENT === // Draw active stop loss lines while positions are open IF LongOnMarket THEN //DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) ENDIF IF ShortOnMarket THEN //DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) ENDIF // === PRINT TRADE INFORMATION === GraphOnPrice myShortStopLevel coloured("Red") GraphOnPrice myLongStopLevel coloured("Green")

  1 2 3 4 5 6 7 8 9 10 11

  // === VISUALIZATION USING DRAWSEGMENT === // Draw active stop loss lines while positions are open IF LongOnMarket THEN    //DRAWSEGMENT(myLongEntryBar, myLongStopLevel, BarIndex, myLongStopLevel) COLOURED(0,255,0) ENDIF IF ShortOnMarket THEN    //DRAWSEGMENT(myShortEntryBar, myShortStopLevel, BarIndex, myShortStopLevel) COLOURED(255,0,0) ENDIF // === PRINT TRADE INFORMATION === GraphOnPrice myShortStopLevel coloured("Red") GraphOnPrice myLongStopLevel  coloured("Green")

   

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  robertogozzi

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  05/13/2025 at 6:42 PM #247077
  NeoTrader

  robertogozzi wrote:

  // === VISUALIZATION USING DRAWSEGMENT ===

  Hey robertogozzi
  Just checking…
  The code works… but, it does not display the stop loss ‘level’, currently….

  Originally, I was asking for:

  Would you kindly show me how to add said graph text to the code, so that it displays (on the stop loss line), the stop loss level.
  Ideally the stop loss value would be placed on the trade entry bar (See attached with ‘*’ ).

  I hope that is of use, can you kindly show me the code needed to place said stop loss level.

  That would be much appreciated.

  NT

  

  NeoTrader

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  05/13/2025 at 8:26 PM #247083
  druby

  There no way to display text on the graph in back-test. The only way to associate text with a line is via the AS”label” command after the GRAPH variable.

  This only shows up in the cursor info box with open; close, etc.

  If the variable has a logical name like  ‘longStoploss’ then you don’t need the AS “” since the variable name is shown as default and says it all.

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  druby

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  05/13/2025 at 9:19 PM #247084
  NeoTrader

  druby wrote:

  There no way to display text on the graph in back-test….

  Hey  druby,

  Thanks for following up with this….
  I am a little confused right now, having applied the code suggested….

  The stop loss line as is, is workable (Given the backtest code limitations).

  So, I understand, you are saying, that I cannot apply the stop loss ‘level’ (value) to the chart, as per my attached image?

  The name is not needed, just the value of the stop loss level on the bar where there is a trade entry…

   

  Just when I think I am getting to understand the probacktest code, I get another curve ball lol….

  The working code is attached in txt file (which works well for coding)

  Aside, I do appreciate your follow-up help on this….

  my kindest regards,

  NT

   

  

  NeoTrader

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