VOLATILITY REGIME FILTER Guia de trading

The Volatility Regime Filter es una herramienta cuantitativa de análisis técnico. Volatility Regime Filter (VRF) Meta-filter indicator that identifies the current market volatility regime. Does NOT generate trade signals on its own — designed to FILTER signals

¿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

• ATR Longitud (atrLen): Controls the calculation period and sensitivity for market detection.
• Price EMA Longitud (emaLen): Controls the calculation period and sensitivity for market detection.
• Percentile Lookback (lookback): Controls the calculation period and sensitivity for market detection.
• Signal EMA Longitud (signalLen): Controls the calculation period and sensitivity for market detection.
• Low Vol Umbral (lowThresh): Controls the calculation period and sensitivity for market detection.
• High Vol Umbral (highThresh): Controls the calculation period and sensitivity for market detection.
• Show Signal Line (showSignal): Controls the calculation period and sensitivity for market detection.
• Show Regime Zones (showZones): Controls the calculation period and sensitivity for market detection.
• Show Regime Labels (showLabels): Controls the calculation period and sensitivity for market detection.
• Signal EMA 2 Longitud (ema2Len): Controls the calculation period and sensitivity for market detection.
• Directional Efficiency Longitud (trendLen): Controls the calculation period and sensitivity for market detection.
• Flat Efficiency Umbral (flatEfficiencyThresh): Controls the calculation period and sensitivity for market detection.
• Vol Score Line (scoreLine): Controls the calculation period and sensitivity for market detection.
• Signal Line (signalLine): Controls the calculation period and sensitivity for market detection.
• Signal EMA 2 Line (ema2Line): Controls the calculation period and sensitivity for market detection.
• Low Vol Bars (lowVol): Controls the calculation period and sensitivity for market detection.
• Normal Vol Bars (normalVol): Controls the calculation period and sensitivity for market detection.
• High Vol Bars (highVol): Controls the calculation period and sensitivity for market detection.
• Low Zone Fill (lowZoneFill): Controls the calculation period and sensitivity for market detection.
• High Zone Fill (highZoneFill): Controls the calculation period and sensitivity for market detection.
• Low Umbral (lowThreshLine): Controls the calculation period and sensitivity for market detection.
• High Umbral (highThreshLine): Controls the calculation period and sensitivity for market detection.
• Regime Up Marker (regimeUp): Controls the calculation period and sensitivity for market detection.
• Regime Down Marker (regimeDown): Controls the calculation period and sensitivity for market detection.
• Vol Score (volScore): Controls the calculation period and sensitivity for market detection.
• Hidden Vol (_volScore): Controls the calculation period and sensitivity for market detection.
• Signal (smoothScore): Controls the calculation period and sensitivity for market detection.
• Signal EMA 2 (ema2Score): Controls the calculation period and sensitivity for market detection.
• Norm ATR (normAtr): Controls the calculation period and sensitivity for market detection.
• Directional Efficiency (trendEfficiency): Controls the calculation period and sensitivity for market detection.
• Regime (1/2/3) (regime): Controls the calculation period and sensitivity for market detection.
• Volatility Score (volScore): Controls the calculation period and sensitivity for market detection.
• Smooth Signal (smoothScore): Controls the calculation period and sensitivity for market detection.
• Signal EMA 2 (ema2Score): Controls the calculation period and sensitivity for market detection.
• Directional Efficiency (trendEfficiency): Controls the calculation period and sensitivity for market detection.
• Regime Level (regime): Controls the calculation period and sensitivity for market detection.
• Is Low Volatility (isLowVol): Controls the calculation period and sensitivity for market detection.
• Is Normal Volatility (isNormalVol): Controls the calculation period and sensitivity for market detection.
• Is Directional (isDirectional): Controls the calculation period and sensitivity for market detection.
• Is High Volatility (isHighVol): Controls the calculation period and sensitivity for market detection.
• Vol Regime Increase (regimeChangeUp): Controls the calculation period and sensitivity for market detection.
• Vol Regime Decrease (regimeChangeDown): Controls the calculation period and sensitivity for market detection.
• Vol Expanding (volExpanding): Controls the calculation period and sensitivity for market detection.
• Vol Contracting (volContracting): 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

• isLowVol - Is Low Volatility event signal.
• isNormalVol - Is Normal Volatility event signal.
• isDirectional - Is Directional event signal.
• isHighVol - Is High Volatility event signal.
• regimeChangeUp - Vol Regime Increase event signal.
• regimeChangeDown - Vol Regime Decrease event signal.
• volExpanding - Vol Expanding event signal.
• volContracting - Vol Contracting event signal.

2. Filtros y niveles de trading

• atrLen - ATR Longitud value used for structural qualification or thresholds.
• emaLen - Price EMA Longitud value used for structural qualification or thresholds.
• lookback - Percentile Lookback value used for structural qualification or thresholds.
• signalLen - Signal EMA Longitud value used for structural qualification or thresholds.
• lowThresh - Low Vol Umbral value used for structural qualification or thresholds.
• highThresh - High Vol Umbral value used for structural qualification or thresholds.
• showSignal - Show Signal Line value used for structural qualification or thresholds.
• showZones - Show Regime Zones value used for structural qualification or thresholds.
• showLabels - Show Regime Labels value used for structural qualification or thresholds.
• ema2Len - Signal EMA 2 Longitud value used for structural qualification or thresholds.
• trendLen - Directional Efficiency Longitud value used for structural qualification or thresholds.
• flatEfficiencyThresh - Flat Efficiency Umbral value used for structural qualification or thresholds.
• volScore - Vol Score value used for structural qualification or thresholds.
• _volScore - Hidden Vol value used for structural qualification or thresholds.
• smoothScore - Signal value used for structural qualification or thresholds.
• ema2Score - Signal EMA 2 value used for structural qualification or thresholds.
• normAtr - Norm ATR value used for structural qualification or thresholds.
• trendEfficiency - Directional Efficiency value used for structural qualification or thresholds.
• regime - Regime (1/2/3) value used for structural qualification or thresholds.
• volScore - Volatility Score value used for structural qualification or thresholds.
• smoothScore - Smooth Signal value used for structural qualification or thresholds.
• ema2Score - Signal EMA 2 value used for structural qualification or thresholds.
• trendEfficiency - Directional Efficiency value used for structural qualification or thresholds.
• regime - Regime Level 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.