Since I purchased my new macbook pro It does not back up with my time machine.

Try these tips:

If you can't back up or restore your Mac using Time Machine - Apple Support

You need to be more specific. Have you opened the Time Machine app and gone through the setup process. If so, what happened? Are you saying that it is setup but is not working? If that is the case, go back and recheck what you did. You must establish a specific schedule for backups to occur.

I will repeat what I said above. Please provide us with some specifics to evaluate and respond to. Unless we understand what is happening, there is nothing we can offer.