ROLLING VOLUME IMBALANCE Guia de trading

The Rolling Volume Imbalance é uma ferramenta quantitativa de análise técnica. Rolling Volume Imbalance (RVI) A premium technical indicator that: 1. Classifies Buy/Sell volume per-candle (taker volume or price action split).

O que o indicador mostra?

• Estrutura de mercado e momento: Visualiza direções de tendência predominantes e zonas de reversão chave.
• Sinais COMPRA / VENDA: Destaca oportunidades de entrada e saída confirmadas com base em regras quantitativas.
• Limites dinâmicos: Fornece níveis adaptativos para gerenciar risco e metas de negociação.

Configurações principais

• Período de análise (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.
• Limiar 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.
• Alta (Bullish) Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Alta (Bullish) Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Baixa (Bearish) Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Baixa (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.
• Limiar 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 Alta (Bullish) Strong (Bright Green) (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Alta (Bullish) Weak (Dark Green) (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Histogram Baixa (Bearish) Strong (Bright Red) (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Baixa (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.

Como usar parâmetros de estratégia (Condition Source)

No módulo Strategy Tester, este indicador pode ser usado tanto como fonte direta de sinal quanto como filtro de estado de mercado.

1. Eventos de sinal

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

2. Filtros e níveis de negociação

• lookback - Período de análise 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 - Limiar 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.

Exemplo de estratégia: Entrar em Long quando buySignal for true e trendFilter == 1, garantindo alinhamento com a tendência principal.