Using AI to generate strategies

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  • #243111 quote
    JoshPhoenix
    Participant
    New

    I’m trying to use Grok AI to generate basic strategies.

     

    The prompt is: ”

    write me an algo that opens a trade 1 hour after market open. if the first hourly candle closes positive, open a long trade of one contract. close the position at market close of the day.”

    I’m getting an error on Line 1.

    It’s returned this, does anyone know what needs to be added to remediate the error?

    // Define constants
    MARKET_OPEN_HOUR = 010000 // Market opens at 9 AM local time (adjust for DST)
    MARKET_CLOSE_HOUR = 070000 // Market closes at 4 PM local time (adjust for DST)
    TRADE_SIZE = 1 // One contract
    
    // Function to determine if DST is in effect. This is a simplified version.
    FUNCTION IsDST()
    // This is a very basic approximation. For USA:
    // DST starts on the second Sunday in March and ends on the first Sunday in November
    month = MONTHOFYEAR
    dayOfWeek = DAYOFWEEK
    dayOfMonth = DAYOFMONTH
        
    IF month > 3 AND month < 11 THEN
    RETURN TRUE // DST from April to October
    ELSEIF month = 3 THEN
    RETURN dayOfWeek = 0 AND dayOfMonth >= 8 AND dayOfMonth - dayOfWeek <= 14 // Second Sunday in March
    ELSEIF month = 11 THEN
    RETURN dayOfWeek = 0 AND dayOfMonth < 7 // First Sunday in November
    ELSE
    RETURN FALSE
    END
    END
    
    // Adjust market hours for DST
    IF IsDST() THEN
    MARKET_OPEN_HOUR = MARKET_OPEN_HOUR + 1
    MARKET_CLOSE_HOUR = MARKET_CLOSE_HOUR + 1
    END
    
    // Trading logic
    IF DAYOFWEEK != 6 AND DAYOFWEEK != 0 THEN // Avoid trading on weekend (Saturday=6, Sunday=0)
    IF HOUR = MARKET_OPEN_HOUR AND MINUTE = 0 THEN
    // Wait for one hour after market open
    DELAY(3600) // Delay for one hour in seconds
    IF CLOSE[1] > OPEN[1] THEN // Check if the first hourly candle (after delay) closed positive
    // Using the new 'TRADE' keyword introduced in v12 for trading operations
    TRADE("BUY", TRADE_SIZE, CLOSE)
    END
    END
    
    // Close position at market close
    IF HOUR = MARKET_CLOSE_HOUR AND MINUTE = 0 THEN
    // Using the new 'TRADE' keyword for closing positions
    TRADE("SELL", TRADE_SIZE, CLOSE)
    END
    END
    #243112 quote
    fifi743
    Participant
    Master

    line 7 functions or calls to functions do not exist with PRT

    Iván González thanked this post
    #243114 quote
    GraHal
    Participant
    Master

    Your prompt did not refer to PRT, try again and state strategy to run on ProRealTime Platform.

    Your code above contains several errors (will not work on PRT) so best solution is to do above.

    Iván González thanked this post
    #243123 quote
    Iván González
    Moderator
    Master

    Hi!
    Currently, the AI is not capable of creating good code for Probuilder. For python it works very well, but not for Prorealtime.
    The only option to have some “luck” with the results is to give the AI a coding example. Even then, it will still give errors.
    good luck 🙂

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Using AI to generate strategies


ProOrder: Automated Strategies & Backtesting

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This topic contains 3 replies,
has 4 voices, and was last updated by Iván González
1 year ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/27/2025
Status: Active
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