DVAN Back Testing & Signal Testing


I have a question relating to back testing and signal testing.


DVAN offer the trend signals in the package. Is there a way to backtest these results. When in the backtest manager I can only select a script to backtest from and the DVAN trend signal option is not on offer. Is it purely a manual task using the training manager, to backtest the XAO for 20-30 years?

Hi Jonathan,

For the Buy signal use this:


Note that the ‘==’ is used to define equality, and a value of 1 is the value of a true signal. For a sell use:


You can see how the above match up to the tool when used in a Show Bar:


Thanks kindly for your support here~ When using the script in backtester it returns no results. Can you confirm I have set up the script correctly?

Thanks Jonathan. I think it’s because you have a Initial Balance of $20,0000 with a max trade of 5%, ie $1,000 but the index is valued in the 5000s, so no trades are possible.

If you change the starting capital to something higher eg $1,000,000 then you will see results as you will be able to invest 1,000,000 * 0.05 = $50,000 per trade.