AGGRO VOL IMB Trading Guide

The Aggressor Volume Imbalance is a quantitative technical analysis tool. Aggressor Volume Imbalance Ported from local Node.js version (aggro_vol_imbalance_local.js) Logic:

What does the indicator show?

• Market Structure & Momentum: Visualizes prevailing trend directions and key reversal zones.
• BUY / SELL Signals: Highlights confirmed entry and exit opportunities based on quantitative rules.
• Dynamic Boundaries: Provides adaptive levels for managing trade risk and reward expectations.

Key Settings

• Imbalance Level (%) (imbalanceLevel): Controls the calculation period and sensitivity for market detection.
• Show Background (showFill): Controls the calculation period and sensitivity for market detection.
• Imbalance % (imbalance): Controls the calculation period and sensitivity for market detection.
• Imbalance % (imbalance): Controls the calculation period and sensitivity for market detection.
• Buy Threshold (buyLevel): Controls the calculation period and sensitivity for market detection.
• Sell Threshold (sellLevel): Controls the calculation period and sensitivity for market detection.

How to use Strategy Parameters (Condition Source)

Within the Strategy Tester module, this indicator can be used both as a direct signal source and as a market-state filter.

1. Signal Events

• buySignal - Fires when a bullish market condition is confirmed.
• sellSignal - Fires when a bearish market condition is confirmed.
• signalDir - Outputs 1 for bullish, -1 for bearish, and 0 when neutral.

2. Filters and Trade Levels

• imbalanceLevel - Imbalance Level (%) value used for structural qualification or thresholds.
• showFill - Show Background value used for structural qualification or thresholds.
• imbalance - Imbalance % value used for structural qualification or thresholds.
• imbalance - Imbalance % value used for structural qualification or thresholds.
• buyLevel - Buy Threshold value used for structural qualification or thresholds.
• sellLevel - Sell Threshold value used for structural qualification or thresholds.

Strategy Example: Enter Long when buySignal is true and trendFilter == 1, ensuring trades align with dominant momentum.