DVAN Back Testing & Signal Testing

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This topic contains 3 replies, has 2 voices, and was last updated by Darren Darren 9 months, 1 week ago.

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  • #44443

    Jonathan
    • Topics: 14
    • Replies: 13
    • Posts: 27

     Hello,

    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?

    #44447
    Darren
    Darren
    • Topics: 28
    • Replies: 145
    • Posts: 173

    Hi Jonathan,

    For the Buy signal use this:

    DVANTRENDSIG(DEFAULT=Buy) == 1

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

    DVANTRENDSIG(DEFAULT=Sell) == 1

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

    Capture

    #44451

    Jonathan
    • Topics: 14
    • Replies: 13
    • Posts: 27

    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?    

    • This reply was modified 9 months, 1 week ago by  Jonathan.
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    #44479
    Darren
    Darren
    • Topics: 28
    • Replies: 145
    • Posts: 173

    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.

    • This reply was modified 9 months, 1 week ago by Darren Darren.
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