ROLLING VOLUME IMBALANCE Guia de trading

The Rolling Volume Imbalance es una herramienta cuantitativa de análisis técnico. Rolling Volume Imbalance (RVI) A premium technical indicator that: 1. Classifies Buy/Sell volume per-candle (taker volume or price action split).

¿Qué muestra el indicador?

• Estructura del mercado e impulso: Visualiza la dirección de la tendencia dominante y zonas clave de reversión.
• Señales COMPRA / VENTA: Muestra puntos de entrada y salida confirmados según reglas cuantitativas.
• Límites dinámicos: Proporciona niveles adaptativos para gestionar el riesgo y beneficio de las operaciones.

Ajustes clave

• Período de análisis (lookback): Controls the calculation period and sensitivity for market detection.
• RVI Smoothing Período (smoothPeríodo): Controls the calculation period and sensitivity for market detection.
• Signal Período (signalPeríodo): Controls the calculation period and sensitivity for market detection.
• Umbral 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 Período (normPeríodo): 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.
• Alcista Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Alcista Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Bajista Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Bajista 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.
• Umbral 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 Alcista Strong (Bright Green) (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Alcista Weak (Dark Green) (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Histogram Bajista Strong (Bright Red) (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Bajista 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.

Cómo usar los parámetros de estrategia (Condition Source)

Dentro del módulo Strategy Tester, este indicador se puede utilizar tanto como fuente directa de señales como filtro del estado del mercado.

1. Eventos de señal

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

2. Filtros y niveles de trading

• lookback - Período de análisis value used for structural qualification or thresholds.
• smoothPeríodo - RVI Smoothing Período value used for structural qualification or thresholds.
• signalPeríodo - Signal Período value used for structural qualification or thresholds.
• threshold - Umbral Level (%) value used for structural qualification or thresholds.
• useWeight - Use Volume Weighting value used for structural qualification or thresholds.
• normPeríodo - Normalization Período 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.

Ejemplo de estrategia: Entrar en Long cuando buySignal es true y trendFilter == 1, asegurando que las operaciones se alineen con el impulso principal.