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1 is easy. 2, not so much. There are two complications...first, there are an unlimited number of CLVNs, there may be 1 or 1000 depending on the period of time you're profiling. Second, the time you're testing may not coincide with the time you're profiling, so loading proper data for computation of nodes would be tricky.
What you could do is manually sett the CLVN prices into V# variables (maybe the nearest 20), and then use some extensive RTL to test for price going thru a node (AND (HI >= V#3 AND LO <= V#3)). Just not an easy thing to do due to the variability of the number of nodes. Testing for something like crossing the DVPOC is obviously much easier as there is only one value each bar.
I was thinking of backtesting from the swing high of 10/07 to the swing low of 3/09. Maybe there would be a way to add in data to the composite as the backtest moved forward in the backtest? The CLVN sensitivity would be at 10. Do you have any script that I might use? THank you!
