The all-Roma identity is denoted by the term "romipen" (romanipen, romipe, romimo, cikánstvo) - "gypsyhood" and reinforced by a slogan: "Sem (hem, isem) Roma sam" ("we are of course Roma", ie. we are not gadže).

Source and further reading:
ROMBASE © by Milena Hübschmannová 2002
Mirga, Andrzej. 1987. “The Category of Romanipen and the ethnic boundaries of Gypsies”, in: Ethnologia Polona 13: 243-255.