Create strategies codes with ChatGPT for ProRealTime

Nicolas · Fri, 12 May 2023 09:43:27 +0000

This topic will focus on the programming assistance that ChatGPT IA can give us. I use ChatGPT almost daily, it works very well. Here is an interesting first prompt that give good results: I need some help generating codes for the trading platform ProRealTime. Its programming language is ProBuilder (also known as ProRealCode). Variables names can only contain letters and numbers and always starting with a letter. Do not use underscore for variables names. Variables names are not case sensitive. Variables can’t be set UNDEFINED, a null value is 0. Instructions are reserved keywords and can’t be used for variables names. _To set a pending buy stop order at price X, price must be below the price X, use the instruction: BUY AT X STOP _To add a trailing stop of X points, use the instruction: SET STOP PTRAILING X _The upper bollinger band of period X and deviation Y is calculated with the instruction: AVERAGE[X]+STD[X]*Y _To get the point value in money use the constant: POINTVALUE _To get the point size use the constant: POINTSIZE _To get the average price of current positions use: POSITIONPRICE _To get profit in money of current positions use this snippet: floatingprofit = (((close-positionprice)*pointvalue)*countofposition)/pointsize //actual trade gains _ Equal comparison is made with a single equal character. example of prompt: _ code a strategy that: buy when supertrend cross under the price and sellshort when supertrend cross over, takeprofit is 50 points and stoploss is 25 points. The resulting code is below: defparam cumulateOrders = false // Setting the parameters for the supertrend indicator Length = 14 Multiplier = 3 indicator1 = supertrend[Multiplier,Length] if close crosses over indicator1 then buy at market endif if close crosses under indicator1 then sellshort at market endif set target pprofit 50 set stop ploss 25 Now let’s start programming, answer “YES” and nothing else if you are ready and wait for my next prompt. With more hindsight and experience, I know today that to make him realize codes for ProRealTime is possible, if you use the right keywords, the right instructions, what we call a “prompt”. With a lot of trial and error, I managed to create a “specification” (the initial prompt above) that allows to fix some programming errors that it could commit after a request (see more explanation in the following post). PREREQUISITE: Subscription to ChatGPT PLUS (v4) to get relevant results (currently 20$/month). This version being much more powerful, results obtained with an earlier version will not be integrated in our prompts searches. If you want, let’s all try to create a coherent set of commands and prompts to allow the community to benefit from it, and then to collaborate as well, creating a virtuous circle of knowledge for this new fabulous subject that is generative AI, and associated with our favorite trading platform! 🙂 PLEASE RESPECT THE LANGUAGE OF THE TOPIC: all discussions should be written in English, posts in other languages will be deleted.

This topic has 76 replies, 18 voices, and was last updated 4 months ago by GraHal.

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05/25/2023 at 9:53 AM #215156

PeterSt

I thought that it was the idea to : together teach ChatGPT to work with Probuilder. This starts with the things you taught it, to be available to me. But it isn’t ?

Shouldn’t this have worked ?

PS: code a strategy that: buy at market on new downtrend detection of ALPHATREND indicator, after 3 successive green bars

ChatGPT (4)

Here’s a basic example of how you might write this strategy in ProRealTime. However, it should be noted that the AlphaTrend Indicator isn’t a built-in indicator in the ProRealTime platform (as of my last training data cut-off in September 2021). You might have a custom code for AlphaTrend indicator, or it might have been added after my last update.

Here’s the code considering you have a custom function called “AlphaTrend” which returns 1 for uptrend and -1 for downtrend:

DEFPARAM FlatAfter = 235959 // Stops trading before midnight
DEFPARAM CumulateOrders = False // Allows multiple simultaneous positions in the same direction

// Define the AlphaTrend function (replace this with your actual AlphaTrend function)
// AlphaTrend() = ...

// Count consecutive green bars
GreenBars = 0
FOR i = 1 TO 3
    IF close[i] > open[i]
        GreenBars = GreenBars + 1
    ELSE
        BREAK
    ENDIF
NEXT

// Buy condition
IF AlphaTrend() = -1 AND GreenBars = 3
    BUY 1 CONTRACT AT MARKET
ENDIF

// Exit conditions
// You should define your exit conditions, whether it's based on a stop loss, take profit, time exit, or any other criteria.
// As an example, a simple exit on AlphaTrend uptrend:
IF AlphaTrend() = 1 THEN
    SELL AT MARKET
ENDIF

DEFPARAM FlatAfter = 235959 // Stops trading before midnight

DEFPARAM CumulateOrders = False // Allows multiple simultaneous positions in the same direction

// Define the AlphaTrend function (replace this with your actual AlphaTrend function)

// AlphaTrend() = ...

// Count consecutive green bars

GreenBars = 0

FOR i = 1 TO 3

IF close[i] > open[i]

GreenBars = GreenBars + 1

ELSE

BREAK

ENDIF

// Buy condition

IF AlphaTrend() = -1 AND GreenBars = 3

BUY 1 CONTRACT AT MARKET

ENDIF

// Exit conditions

// You should define your exit conditions, whether it's based on a stop loss, take profit, time exit, or any other criteria.

// As an example, a simple exit on AlphaTrend uptrend:

IF AlphaTrend() = 1 THEN

SELL AT MARKET

ENDIF

Please replace the AlphaTrend() function with the correct code for the AlphaTrend indicator you have.

Please note this is a simple strategy and does not include comprehensive risk management, like a stop-loss or take-profit level. Always backtest your strategies before trading live.

Again, I would like it to work.

Never mind the attachment.

PeterSt

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05/25/2023 at 10:09 AM #215159

pableitor

I just used the prompt from the first post by Nicolas with the free version Chat GPT 3.5 and then used my own prompt in my msg above and it wrote the code just like that with comments and description.

I’m not an expert but if there was a way to send the prorealtime user manual and instruction set to chatgpt, maybe the results would be more accurate.

pableitor

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05/25/2023 at 12:51 PM #215160

Nicolas

@peterst

The code you got seems very correct!
However, you can see that it tries to create a function, something that does not exist yet in PRT (under preparation).
So ChatGPT considers that a function in PRT secretes: FunctionName() and this is where we need to stop it and start it again, adding new information in the general prompt I gave at the beginning of the topic. The idea is to create <all together> a global prompt by adding the new information to it so that it doesn’t make this kind of error anymore.
I hope I was clearer this time 🙂

Nicolas

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05/25/2023 at 12:53 PM #215161

Nicolas

pableitor wrote:

I’m not an expert but if there was a way to send the prorealtime user manual and instruction set to chatgpt, maybe the results would be more accurate.

In my opinion, version 4 is sufficient without having to explain everything to him again, which would be a lot of work.
I have already tried to re-explain some instructions to him (which he was already using correctly) and the result was bad.
So I consider that the best we can do is to fill in his gaps by adding all the possible info in the general prompt I shared at the beginning of the topic.

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upupandaway

Nicolas

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05/25/2023 at 12:54 PM #215162

PeterSt

Hi Nicolas,

I understand. But I thought that you had given it the Alphatrend signal code ? Am I wrong with this ?

PeterSt

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05/25/2023 at 12:56 PM #215163

Nicolas

Yes I gave it to him in my own session! Chat sessions are private and you don’t learn ChatGPT through chat! Imagine if someone told him that Michael Jackson was an astronaut, millions of users would be affected by this false information! It’s Bad and Dangerous!

Nicolas

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05/25/2023 at 1:05 PM #215165

PeterSt

Nicolas wrote:

I have already tried to re-explain some instructions to him (which he was already using correctly) and the result was bad.

FYI : I am using it (v3 !) for the past week on two other languages, say in order to convert the one language the other. I know both languages very well.
The commands I give it are the most complex I can think of and not a single answer was wrong. But “worse” : it comes up with solutions I can’t think of myself.

I am sure it is all about the knowledge of the programming language and I can’t think of anything else than that the thing knows the full language description of the languages of concern. In that regard, handing it the manual – as per @pableitor’s idea – is the idea I had myself too. But how to hand that ? For starters it doesn’t want to read behind internet links.
Plus I still can’t prove that it explicitly learns. Instead it always comes up with it’s most actual knowledge of September 2021.

They key is in the fashion of asking the questions. I think I became more polite because of this. Hahaha.

PeterSt

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05/25/2023 at 1:08 PM #215166

PeterSt

Nicolas wrote:

Yes I gave it to him in my own session! Chat sessions are private and you don’t learn ChatGPT through chat! Imagine if someone told him that Michael Jackson was an astronaut, millions of users would be affected by this false information! It’s Bad and Dangerous!

Aha, so now we agree. And of course !!

But then again : I thought it was your idea to – as a community – teach ChatGPT together how to deal with the PRT language ?!? … ok, misunderstanding then.
And Yes, what I teach it privately is remembered.

PeterSt

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05/25/2023 at 1:54 PM #215168

Nicolas

In the upcoming days I will restart working on this and share also my prompt to let him create indicators, but I will open a more specific thread for them considering this large subject!

Nicolas

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05/25/2023 at 2:42 PM #215174

GraHal

PeterSt wrote:

And Yes, what I teach it privately is remembered.

You quoted ChatGPT as saying below so how can what you teach it be remembered?

Only by including / sending / referring to a set of instructions each time?

GPT-4 :

As an AI model, I don’t have the ability to remember specific interactions or instructions from previous conversations. Each conversation with me doesn’t have a memory of past sessions. I don’t store personal data from the questions you ask me unless explicitly provided in the course of our conversation. As soon as the conversation ends, I forget it.

So if your colleagues gave instructions to me in a different session or version, I won’t be able to recall or refer to those instructions in our current conversation. This is part of OpenAI’s commitment to privacy and data security.

If you need to follow up on a previous topic or set of instructions, you would need to provide the relevant information again in our current conversation. I’m here to help answer questions and provide information based on the data I was trained on up until September 2021.

GraHal

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05/25/2023 at 4:51 PM #215177

PeterSt

Per session, it does. A session is to be regarded as a chat. With a new chat (you can create as many as you like) it won’t know about the other chats. So would I refer to an other chat, it says it can’t do that.

Now knowing this, read the text you quoted (I quoted) again. :-). I suppose it will be clear then ?

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GraHal

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05/25/2023 at 4:56 PM #215178

Nicolas

Each chat is a new session with ChatGPT. So understand it doesn’t know what you talked about in another discussion even if it was with your own same account.

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GraHal

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05/30/2023 at 12:39 PM #215435

TraderGlyn

Thanks, very excited to see this thread, it was just what I’ve been waiting and hoping for.

Bard.google.com is Google’s version of AI and free for all to use. However, when asked it claims to know probuilder language but the results appear incorrect and incomplete

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GraHal

TraderGlyn

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05/30/2023 at 12:44 PM #215438

GraHal

TraderGlyn it be good to start a new Topic for Bard.google.com coded Algo’s etc?

Have you got an Algo you can post (in a new Topic), it be very interesting to see the results from google AI?

GraHal

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05/30/2023 at 12:48 PM #215440

Nicolas

FYI, Bard is still not available for some countries (France included..).

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GraHal

Nicolas

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