My System - My trades.

chintan786

Well-Known Member
Dear @extremist Ji, Since you had pioneered VKSL code. i request your help for the purpose of backtesting kindly add buy/sell, cover/short condition into the same.
code mention below:

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

_SECTION_BEGIN("VKSLline V 1.01");

n=Day() != Ref(Day(), -1);

a=LowestSince(n,V);
hh=ValueWhen(V==a,H);
ll=ValueWhen(V==a,L);

hr = ValueWhen(V==a,Hour());
mn = ValueWhen(V==a,Minute());
e36 = EMA(C,36);

res=Max(e36,hh);
sup=Min(e36,ll);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
tsl=IIf(avn==1,sup,res);
col = IIf(avn==1,colorGreen,colorRed);

Plot(tsl,"\nVKSL ",col,styleThick);

y=5;
PlotOHLC(y,Y+10,y,y,"",col,styleOwnScale|styleNoLabel|styleCloud,0,200,0,-5);


_SECTION_END();


_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
 

chintan786

Well-Known Member
you still believe this topic and the thread owner sir?
If you asking to me than here are my observations based on backrests I ran:
1. Vksl indicator with MACD of same is better indicator.
2. OBV is more or less irrelevant. U can form Ur bias based on that but don't trade solemnly on that. Let it sink with VKSL as well before trade.
3. Most important missing link in this method is LVN. which ami can't produce. U need Ninjatrader for that. I combined both to get some picture clearity.
4. Those who have fundas correct for this method can survive nd can make good money as well. But don't use same rules for all scrips. This works better with high beta scrips like BN
 
If you asking to me than here are my observations based on backrests I ran:
1. Vksl indicator with MACD of same is better indicator.
2. OBV is more or less irrelevant. U can form Ur bias based on that but don't trade solemnly on that. Let it sink with VKSL as well before trade.
3. Most important missing link in this method is LVN. which ami can't produce. U need Ninjatrader for that. I combined both to get some picture clearity.
4. Those who have fundas correct for this method can survive nd can make good money as well. But don't use same rules for all scrips. This works better with high beta scrips like BN
What is VKSL indicator ? Googled it but didn't find any useful info.
 

chintan786

Well-Known Member
If you asking to me than here are my observations based on backrests I ran:
1. Vksl indicator with MACD of same is better indicator.
2. OBV is more or less irrelevant. U can form Ur bias based on that but don't trade solemnly on that. Let it sink with VKSL as well before trade.
3. Most important missing link in this method is LVN. which ami can't produce. U need Ninjatrader for that. I combined both to get some picture clearity.
4. Those who have fundas correct for this method can survive nd can make good money as well. But don't use same rules for all scrips. This works better with high beta scrips like BN
Today is Best Example day showing VKSL works better then OBV. OBV legged in today's rally.
 
Dear @extremist Ji, Since you had pioneered VKSL code. i request your help for the purpose of backtesting kindly add buy/sell, cover/short condition into the same.
code mention below:

SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );

_SECTION_BEGIN("VKSLline V 1.01");

n=Day() != Ref(Day(), -1);

a=LowestSince(n,V);
hh=ValueWhen(V==a,H);
ll=ValueWhen(V==a,L);

hr = ValueWhen(V==a,Hour());
mn = ValueWhen(V==a,Minute());
e36 = EMA(C,36);

res=Max(e36,hh);
sup=Min(e36,ll);
avd=IIf(C>Ref(res,-1),1,IIf(C<Ref(sup,-1),-1,0));
avn=ValueWhen(avd!=0,avd,1);
tsl=IIf(avn==1,sup,res);
col = IIf(avn==1,colorGreen,colorRed);

Plot(tsl,"\nVKSL ",col,styleThick);

y=5;
PlotOHLC(y,Y+10,y,y,"",col,styleOwnScale|styleNoLabel|styleCloud,0,200,0,-5);


_SECTION_END();


_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();

Hello Chintan

Try this
Change this line
Code:
a=LowestSince(n,V);
to

Code:
a=HighestSince(n,V);

.
 

Similar threads