ROLLING VOLUME IMBALANCE Гайд по трейдингу

The Rolling Volume Imbalance — это квантитативный инструмент технического анализа. Rolling Volume Imbalance (RVI) A premium technical indicator that: 1. Classifies Buy/Sell volume per-candle (taker volume or price action split).

Что показывает индикатор?

• Структура рынка и импульс: Визуализирует преобладающие направления тренда и ключевые зоны разворота.
• Сигналы ПОКУПКА / ПРОДАЖА: Отмечает подтвержденные точки входа и выхода на основе алгоритмических правил.
• Динамические границы: Предоставляет адаптивные уровни для управления рисками и целями сделки.

Ключевые настройки

• Период анализа (lookback): Controls the calculation period and sensitivity for market detection.
• RVI Smoothing Период (smoothПериод): Controls the calculation period and sensitivity for market detection.
• Signal Период (signalПериод): Controls the calculation period and sensitivity for market detection.
• Порог 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 Период (normПериод): 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.
• Бычий Strong (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Бычий Weak (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Медвежий Strong (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Медвежий 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.
• Порог 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 Бычий Strong (Bright Green) (histBullStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Бычий Weak (Dark Green) (histBullWeak): Controls the calculation period and sensitivity for market detection.
• Histogram Медвежий Strong (Bright Red) (histBearStrong): Controls the calculation period and sensitivity for market detection.
• Histogram Медвежий 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.

Как использовать параметры стратегии (Condition Source)

В модуле Strategy Tester этот индикатор можно использовать как прямой источник сигналов, так и в качестве фильтра состояния рынка.

1. События сигналов

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

2. Фильтры и торговые уровни

• lookback - Период анализа value used for structural qualification or thresholds.
• smoothПериод - RVI Smoothing Период value used for structural qualification or thresholds.
• signalПериод - Signal Период value used for structural qualification or thresholds.
• threshold - Порог Level (%) value used for structural qualification or thresholds.
• useWeight - Use Volume Weighting value used for structural qualification or thresholds.
• normПериод - Normalization Период 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.

Пример стратегии: Вход в лонг, когда buySignal == true и trendFilter == 1, что гарантирует соответствие сделок основному импульсу рынка.