Help with ChatGPT coding please

Melchizedek · Fri, 19 Jul 2024 18:09:22 +0000

Hi, I sparred with ChatGPT on this but it couldnt help me. It suggested the below code, but no matter how much I asked it to adjust the code it didnt help. I got an error message on the line concerning “position_size_percent” (line 4), “entry_dates” (line 6), and “profit_treshold” (line 8). So basically I want to create a code that says BUY or SELL at certain dates in the future, with adjusting trailing stop losses and also adjusting for volatility. Assistance would be greatly appreciated:) // Parameters DEFPARAM CumulateOrders = False // Position size percentage POSITION_SIZE_PERCENT = 5.0 // 5% of the total capital // List of dates to go long (in YYYYMMDD format) ENTRY_DATES = [20240801, 20240901, 20241001, 20241101, 20241201] // Constants for profit thresholds and trailing stops PROFIT_THRESHOLD_1 = 0.5 // Profit threshold of 0.5% PROFIT_THRESHOLD_2 = 1.0 // Profit threshold of 1% PROFIT_THRESHOLD_3 = 1.5 // Profit threshold of 1.5% PROFIT_THRESHOLD_4 = 3.0 // Profit threshold of 3% INITIAL_TRAILING_STOP_PERCENT = 2.0 // Initial trailing stop of 2% TRAILING_STOP_1_PERCENT = 1.5 // Trailing stop of 1.5% TRAILING_STOP_2_PERCENT = 1.0 // Trailing stop of 1% TRAILING_STOP_3_PERCENT = 0.75 // Trailing stop of 0.75% TRAILING_STOP_4_PERCENT = 0.5 // Trailing stop of 0.5% // Variables var trailing_stop = 0.0 var entry_price = 0.0 var contracts_to_trade = 0 // Calculate the last 10 days historical volatility historical_volatility = Std[10](Close) // Adjust position size and trailing stop loss based on historical volatility adjusted_position_size_percent = POSITION_SIZE_PERCENT * (historical_volatility / 0.01) // Assuming 0.01 as a reference volatility adjusted_initial_trailing_stop = INITIAL_TRAILING_STOP_PERCENT * (historical_volatility / 0.01) // Conditions to enter long positions IF NOT LongOnMarket THEN FOR i = 0 TO (ArraySize(ENTRY_DATES) – 1) DO IF (Date = ENTRY_DATES[i] AND IntradayBarIndex = IntradayBarIndexMax) THEN // Calculate the number of contracts to trade contracts_to_trade = (adjusted_position_size_percent * StrategyAccountEquity) / Close contracts_to_trade = Round(contracts_to_trade) // Ensure it’s an integer value entry_price = Close trailing_stop = adjusted_initial_trailing_stop BUY contracts_to_trade CONTRACTS AT MARKET BREAK // Exit loop once position is opened ENDIF NEXT ENDIF // Conditions to exit long positions IF LongOnMarket THEN // Calculate the current profit percentage current_profit = (Close – entry_price) / entry_price * 100 // Adjust the trailing stop based on profit thresholds IF current_profit >= PROFIT_THRESHOLD_4 THEN trailing_stop = TRAILING_STOP_4_PERCENT * (historical_volatility / 0.01) ELSIF current_profit >= PROFIT_THRESHOLD_3 THEN trailing_stop = TRAILING_STOP_3_PERCENT * (historical_volatility / 0.01) ELSIF current_profit >= PROFIT_THRESHOLD_2 THEN trailing_stop = TRAILING_STOP_2_PERCENT * (historical_volatility / 0.01) ELSIF current_profit >= PROFIT_THRESHOLD_1 THEN trailing_stop = TRAILING_STOP_1_PERCENT * (historical_volatility / 0.01) ELSE trailing_stop = adjusted_initial_trailing_stop ENDIF // Set the trailing stop price trailing_stop_price = entry_price * (1 – trailing_stop / 100) // If the current price falls below the trailing stop price, close the position IF Close <= trailing_stop_price THEN SELL AT MARKET ENDIF ENDIF

This topic has 19 replies, 4 voices, and was last updated 4 months ago by GraHal.

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07/20/2024 at 2:28 PM #235571

GraHal

I now think what I said above was rubbish!!! 😀

Of course on your 4 dates there will be a time of 160000.

If a date does not include a time (i.e. not a full date time group) does PRT assume a time of 000000 or 000001 or whatever … does anybody know?

GraHal
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07/20/2024 at 2:40 PM #235572

GraHal

Yes that is it … if you put your time at 000000 then 2 trades are opened!

The last trade stays open from Dec 23 to current so it is open all through any dates (in 2024) you include which are later than date the trade opened.

Right … I can get on with my outside jobs now! 😉

GraHal
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07/20/2024 at 7:11 PM #235577

GraHal

Disregard most of what I said in the my last 2 or 3 posts.

If you run the last System you posted (including Time = 160000) but run on 10K bars then 15k bars then 25k bars then 50k bars then 100k bars … you will see that 5 trades could be opened (to Aug 23) by your System.

The trade opened in Dec 2023 stays open throughout 2024 and so the 2 dates you show in your code in 2024 cannot take a trade because you use If Not Longonmarket.

Delete If Not Longonmarket and make DEFPARAM CumulateOrders = True (not False as currently) and attached is the result … 5 trades opened.

GraHal
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07/21/2024 at 12:21 PM #235590

Melchizedek

Thanks a lot. However, its still not working my side…

Im entering the prorealtime platform via IG. Could that have something to do with it?

Anyway, I have asked Prorealtime for assistance.

Melchizedek
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07/21/2024 at 1:24 PM #235592

GraHal

I am also with IG so that is one factor eliminated.

Did you do what I suggested above? You can see my results as evidence your code works so you must be something different than I did?

Have you deleted Not Longonmarket and made cumulativeorders = True

From my screenshot, I note that I ran your code on DJI, 1 Hour TF and 200k bars … are you doing exactly the same?

GraHal
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