VOLATILITY REGIME FILTER Guia de trading

The Volatility Regime Filter é uma ferramenta quantitativa de análise técnica. 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

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

• ATR Comprimento (atrLen): Controls the calculation period and sensitivity for market detection.
• Price EMA Comprimento (emaLen): Controls the calculation period and sensitivity for market detection.
• Percentile Lookback (lookback): Controls the calculation period and sensitivity for market detection.
• Signal EMA Comprimento (signalLen): Controls the calculation period and sensitivity for market detection.
• Low Vol Limiar (lowThresh): Controls the calculation period and sensitivity for market detection.
• High Vol Limiar (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 Comprimento (ema2Len): Controls the calculation period and sensitivity for market detection.
• Directional Efficiency Comprimento (trendLen): Controls the calculation period and sensitivity for market detection.
• Flat Efficiency Limiar (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 Limiar (lowThreshLine): Controls the calculation period and sensitivity for market detection.
• High Limiar (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.

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

• 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 e níveis de negociação

• atrLen - ATR Comprimento value used for structural qualification or thresholds.
• emaLen - Price EMA Comprimento value used for structural qualification or thresholds.
• lookback - Percentile Lookback value used for structural qualification or thresholds.
• signalLen - Signal EMA Comprimento value used for structural qualification or thresholds.
• lowThresh - Low Vol Limiar value used for structural qualification or thresholds.
• highThresh - High Vol Limiar 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 Comprimento value used for structural qualification or thresholds.
• trendLen - Directional Efficiency Comprimento value used for structural qualification or thresholds.
• flatEfficiencyThresh - Flat Efficiency Limiar 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.

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