BE36 DEPARTS VNY AND INITIATES OWN COURSE CHANGE WHEN VNY ATCT DOES NOT ISSUE ON-COURSE TURN PRIOR TO COM XFER TO SCT.

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I WAS ISSUED THE CANOGA 8 DEP ON THE GND; BUT ON TAKING OFF THE TWR SAID HE WOULD CALL THE R XWIND TURN CALLED FOR IN THE DEP PROC. HE NEVER DID; AND I WAS HANDED OFF TO A VERY BUSY DEP FREQ. AS I WAITED TO CHK IN; I WAS GETTING CLOSER AND CLOSER TO THE SANTA MONICA MOUNTAINS; SO I ELECTED TO START THE TURN TO INTERCEPT THE GORMAN 142 DEG RADIAL AS IN THE DEP PROC. I FINALLY WAS ABLE TO CHK IN AND THERE WAS NO FURTHER COMMENT FROM THE CTLR; SO I BELIEVED I WAS DOING THE PROPER THING BY RESUMING THE DEP PROC. BUT WHEN I TURNED NORTHWESTWARD ONTO THE RADIAL; THE CTLR TOLD ME TO MAKE AN IMMEDIATE TURN SBOUND. SHE BELIEVED I WAS STILL ON A VECTOR YET NONE HAD BEEN ISSUED TO ME. SUGGESTIONS TO AVOID THIS IN THE FUTURE: 1) DON'T ISSUE A DEP PROC WHEN IT'S OBVIOUS TO THE CTLRS THAT IT WON'T BE USED AND IN FACT ITS USE WOULD LEAD TO A TFC CONFLICT. 2) TWR SHOULD REITERATE ON THE HDOF THAT THE TURN WOULD STILL BE CALLED BY THE NEXT CTLR. IN RETROSPECT; I SHOULD HAVE INCLUDED THIS IN MY INITIAL CALL TO THE DEP CTLR; BUT HER FREQ WAS REALLY BUSY.