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Old 02-12-2008, 06:57 PM
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VSA - No Demand/No Supply & Squats

A special thanks to PivotProfiler for providing the code for VT, unfortunately I volunteered to translate it into Tradestation. Three weeks later and I'm finally finished. Apologies for the delay but Tradestation doesn't allow future referencing which the code did, so I had to individually make it backwards compatible.

For example VT code :

c>ref(c,+3) had to become c[3]>c in EasyLanguage............. ....and doing this for over 150 plots...

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By SBGTrading on 03-11-2008, 01:29 PM
Re: VSA - No Demand/No Supply & Squats

Hi Blu-Ray,
I was looking through the code and I think I found a possible mistake. Can you verify for Plot21 and Plot22 in the file "VSA No Demand No Supply.txt". Both "if" statements for those plots contain the condition: (H[3]-L[3])<(H[3]-L[3]) which will always be evaluated as FALSE. Perhaps this is a typo???

Thanks,
Ben

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Here you go Leonid, I've attached two text files, just from my observation, the majority of the signals fired are the NoDem/Supp 3 and 14.
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  #21 (permalink)  
By Blu-Ray on 03-12-2008, 05:34 AM
Re: VSA - No Demand/No Supply & Squats

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Hi Blu-Ray,
I was looking through the code and I think I found a possible mistake. Can you verify for Plot21 and Plot22 in the file "VSA No Demand No Supply.txt". Both "if" statements for those plots contain the condition: (H[3]-L[3])<(H[3]-L[3]) which will always be evaluated as FALSE. Perhaps this is a typo???

Thanks,
Ben

Thanks Ben for pointing that out, yes it is a mistake

the code should read " (H[3]-L[3])<(H[4]-L[4]) ".

I've attached the modified ELD ( Hopefully James or a Mod could move it to the front page )

Thanks again

Blu-Ray
Attached Files
File Type: eld VSA_NODEM_NOSUPP.ELD (29.7 KB, 41 views)
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  #22 (permalink)  
By cosmic on 03-12-2008, 06:32 AM
Re: VSA - No Demand/No Supply & Squats

thanks blu-ray & ben for fixing this.

did anybody experiment with vsa patterns in a neural net like neuroshell?

good trades,
cosmic
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  #23 (permalink)  
By Soultrader on 03-12-2008, 07:34 AM
Re: VSA - No Demand/No Supply & Squats

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Thanks Ben for pointing that out, yes it is a mistake

the code should read " (H[3]-L[3])<(H[4]-L[4]) ".

I've attached the modified ELD ( Hopefully James or a Mod could move it to the front page )

Thanks again

Blu-Ray
Fixed. Thanks.
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  #24 (permalink)  
By januson on 03-12-2008, 12:17 PM
Re: VSA - No Demand/No Supply & Squats

thrunner-> You are absolutely right, it was a scaling issue this time
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