ROLLING VOLUME IMBALANCE Trading Guide

The Rolling Volume Imbalance is a quantitative technical analysis tool. Rolling Volume Imbalance (RVI) A premium technical indicator that: 1. Classifies Buy/Sell volume per-candle (taker volume or price action split).

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

• Lookback Period (lookback): Controls the calculation period and sensitivity for market detection.
• RVI Smoothing Period (smoothPeriod): Controls the calculation period and sensitivity for market detection.
• Signal Period (signalPeriod): Controls the calculation period and sensitivity for market detection.
• Threshold Level (%) (threshold): Controls the calculation period and sensitivity for market detection.
• Use Volume Weighting (useWeight): Controls the calculation period and sensitivity for market detection.
• Normalization Period (normPeriod): Controls the calculation period and sensitivity for market detection.
• RVI Line (rviLine): Controls the calculation period and sensitivity for market detection.
• Signal Line (signalLine): Controls the calculation period and sensitivity for market detection.
• Bullish Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Bullish Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Bearish Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Bearish Weak (histBearWeak): Controls the calculation period and sensitivity for market detection.
• Choppy/Flat (histChoppy): Controls the calculation period and sensitivity for market detection.
• Zero Line (zeroLine): Controls the calculation period and sensitivity for market detection.
• Threshold Lines (thresholdLines): Controls the calculation period and sensitivity for market detection.
• RVI (rvi): Controls the calculation period and sensitivity for market detection.
• Signal (signal): Controls the calculation period and sensitivity for market detection.
• Histogram (hist): Controls the calculation period and sensitivity for market detection.
• RVI Value (rvi): Controls the calculation period and sensitivity for market detection.
• Signal Value (signal): Controls the calculation period and sensitivity for market detection.
• Histogram Value (hist): Controls the calculation period and sensitivity for market detection.
• Relative Volume (relVol): Controls the calculation period and sensitivity for market detection.
• Histogram Bullish Strong (Bright Green) (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Bullish Weak (Dark Green) (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Histogram Bearish Strong (Bright Red) (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Bearish Weak (Dark Red) (histBearWeak): Controls the calculation period and sensitivity for market detection.
• Histogram Choppy/Flat (Gray) (histChoppy): 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

• histBullStrong - Histogram Bullish Strong (Bright Green) event signal.
• histBullWeak - Histogram Bullish Weak (Dark Green) event signal.
• histBearStrong - Histogram Bearish Strong (Bright Red) event signal.
• histBearWeak - Histogram Bearish Weak (Dark Red) event signal.
• histChoppy - Histogram Choppy/Flat (Gray) event signal.

2. Filters and Trade Levels

• lookback - Lookback Period value used for structural qualification or thresholds.
• smoothPeriod - RVI Smoothing Period value used for structural qualification or thresholds.
• signalPeriod - Signal Period value used for structural qualification or thresholds.
• threshold - Threshold Level (%) value used for structural qualification or thresholds.
• useWeight - Use Volume Weighting value used for structural qualification or thresholds.
• normPeriod - Normalization Period value used for structural qualification or thresholds.
• rvi - RVI value used for structural qualification or thresholds.
• signal - Signal value used for structural qualification or thresholds.
• hist - Histogram value used for structural qualification or thresholds.
• rvi - RVI Value value used for structural qualification or thresholds.
• signal - Signal Value value used for structural qualification or thresholds.
• hist - Histogram Value value used for structural qualification or thresholds.
• relVol - Relative Volume value used for structural qualification or thresholds.

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