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CRMO
CRMO is a composite momentum/factor oscillator that blends single-asset momentum (Micro), multi-factor market context (Macro), and optional on-chain gating into one stable, ±100-scaled signal. It includes non-repaint HTF aggregation and three signal modes (Zero, Bands, Fast/Slow).
1) What it does (Overview)
Micro (rk/σ→φ·g): Sharpe-like momentum (k-bar return / conditional vol), EWMA (Half-life) or EMA-Var volatility, robust winsor, liquidity φ (Amihud; Rolling/Diurnal), regime g (logσ z→logistic).
Macro (Factor Basket): Daily HTF ROC→Z for BTC.D (inv), ETH.D, OTHERS.D, TOTAL2, TOTAL3, ETHBTC, DXY (inv), VIX (inv), US10Y (inv), SPX, XAU, IWM / IWM:SPX; correlation-weighted vs BTC/ETH refs (|ρ|^p, shrinkage) and L1-normalized. Uses non-repaint HTF calls.
On-chain Gate (optional): SOPR & MVRV on D/W/M, Conservative / Balanced / Weighted modes, with fail-open and floor permeability.
Blend: Macro × (φ·g) × on-chain weight, dynamic amplitude normalization, Softsign / IFT (tanh) squash → single CRMO oscillator.
Signals: “Zero”, “Bands”, or “Fast/Slow” (EMA cross).
2) Highlights
Volatility-robust reading: Half-life EWMA + robust winsor reduce outlier whipsaws.
Liquidity & regime awareness: φ·g gate lowers low-quality entries in thin or stressed regimes.
Factor-aware context: Classic macro/crypto factors improve directional filtering.
On-chain integration: SOPR/MVRV for cycle-aware permeability.
Non-repaint HTF: Confirmed bar aggregation for reliability.
3) Key Inputs
Source mode: Micro / Macro / Blend
Micro: momentum length (k), log-returns, pre-smoothing, vol method (EWMA half-life / EMA-Var), robust winsor (k & window), φ mode (Rolling/Diurnal), regime (logσ), squash (Softsign/IFT), smoothing & scaling.
Macro: HTF (default D), ROC / z lengths, corr-weights (αBTC, |ρ|^p, shrinkage), factor toggles/weights.
On-chain: Mode, SOPR/MVRV symbols, TF (D/W/M), fail-open, floor & smoothing.
Blend: Dynamic amplitude parameters (ampLen/EMA, ampK).
Signals: Mode (Zero / Bands / Fast-Slow), band levels, fast/slow EMAs.
4) How to use
Trend filter: In Macro or Blend, read CRMO vs the 0-line (above = risk-on momentum bias, below = risk-off).
Triggers:
Zero: 0-crossings.
Bands: OB/OS band crosses (defaults ±60; tune per symbol).
Fast/Slow: Fast EMA crossing Slow EMA for entries/exits.
MTF practice: Keep Macro HTF at D while trading lower chart TFs to retain non-repaint higher-timeframe context.
Gate logic: In Blend, φ·g and on-chain weights can reduce false positives in choppy/illiquid phases.
5) Alerts
Use the built-in alertcondition()s for isBuy / isSell.
Example messages:
“CRMO Buy — {{ticker}} ({{interval}})”
“CRMO Sell — {{ticker}} ({{interval}})”
6) Suggested defaults
Macro HTF: D
Micro vol: EWMA Half-life ≈ 65
Winsor: Robust, k ≈ 2.5
Signals: Fast/Slow (5/9) or Zero for trend-following
Blend: Enabled; ampLen 64 / ampEMA 21; IFT β ≈ 1.1
7) Notes & limitations
Oscillators can remain OB/OS during strong trends; use with trend context—no tops/bottoms guaranteed. (General oscillator behavior—cf. RSI)
External factor/on-chain feeds may lag or be unavailable at times.
No financial advice. Past performance ≠ future results. Respect TradingView House Rules (no ads, no misleading claims, use platform language).
8) Tags / Category
Tags: momentum, oscillator, macro, factor, regime, liquidity, SOPR, MVRV, BTC.D, DXY, VIX, risk filter, non-repaint, composite
1) What it does (Overview)
Micro (rk/σ→φ·g): Sharpe-like momentum (k-bar return / conditional vol), EWMA (Half-life) or EMA-Var volatility, robust winsor, liquidity φ (Amihud; Rolling/Diurnal), regime g (logσ z→logistic).
Macro (Factor Basket): Daily HTF ROC→Z for BTC.D (inv), ETH.D, OTHERS.D, TOTAL2, TOTAL3, ETHBTC, DXY (inv), VIX (inv), US10Y (inv), SPX, XAU, IWM / IWM:SPX; correlation-weighted vs BTC/ETH refs (|ρ|^p, shrinkage) and L1-normalized. Uses non-repaint HTF calls.
On-chain Gate (optional): SOPR & MVRV on D/W/M, Conservative / Balanced / Weighted modes, with fail-open and floor permeability.
Blend: Macro × (φ·g) × on-chain weight, dynamic amplitude normalization, Softsign / IFT (tanh) squash → single CRMO oscillator.
Signals: “Zero”, “Bands”, or “Fast/Slow” (EMA cross).
2) Highlights
Volatility-robust reading: Half-life EWMA + robust winsor reduce outlier whipsaws.
Liquidity & regime awareness: φ·g gate lowers low-quality entries in thin or stressed regimes.
Factor-aware context: Classic macro/crypto factors improve directional filtering.
On-chain integration: SOPR/MVRV for cycle-aware permeability.
Non-repaint HTF: Confirmed bar aggregation for reliability.
3) Key Inputs
Source mode: Micro / Macro / Blend
Micro: momentum length (k), log-returns, pre-smoothing, vol method (EWMA half-life / EMA-Var), robust winsor (k & window), φ mode (Rolling/Diurnal), regime (logσ), squash (Softsign/IFT), smoothing & scaling.
Macro: HTF (default D), ROC / z lengths, corr-weights (αBTC, |ρ|^p, shrinkage), factor toggles/weights.
On-chain: Mode, SOPR/MVRV symbols, TF (D/W/M), fail-open, floor & smoothing.
Blend: Dynamic amplitude parameters (ampLen/EMA, ampK).
Signals: Mode (Zero / Bands / Fast-Slow), band levels, fast/slow EMAs.
4) How to use
Trend filter: In Macro or Blend, read CRMO vs the 0-line (above = risk-on momentum bias, below = risk-off).
Triggers:
Zero: 0-crossings.
Bands: OB/OS band crosses (defaults ±60; tune per symbol).
Fast/Slow: Fast EMA crossing Slow EMA for entries/exits.
MTF practice: Keep Macro HTF at D while trading lower chart TFs to retain non-repaint higher-timeframe context.
Gate logic: In Blend, φ·g and on-chain weights can reduce false positives in choppy/illiquid phases.
5) Alerts
Use the built-in alertcondition()s for isBuy / isSell.
Example messages:
“CRMO Buy — {{ticker}} ({{interval}})”
“CRMO Sell — {{ticker}} ({{interval}})”
6) Suggested defaults
Macro HTF: D
Micro vol: EWMA Half-life ≈ 65
Winsor: Robust, k ≈ 2.5
Signals: Fast/Slow (5/9) or Zero for trend-following
Blend: Enabled; ampLen 64 / ampEMA 21; IFT β ≈ 1.1
7) Notes & limitations
Oscillators can remain OB/OS during strong trends; use with trend context—no tops/bottoms guaranteed. (General oscillator behavior—cf. RSI)
External factor/on-chain feeds may lag or be unavailable at times.
No financial advice. Past performance ≠ future results. Respect TradingView House Rules (no ads, no misleading claims, use platform language).
8) Tags / Category
Tags: momentum, oscillator, macro, factor, regime, liquidity, SOPR, MVRV, BTC.D, DXY, VIX, risk filter, non-repaint, composite
نص برمجي محمي
تم نشر هذا النص البرمجي كمصدر مغلق. ومع ذلك، يمكنك استخدامه بحرية ودون أي قيود - تعرف على المزيد هنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي محمي
تم نشر هذا النص البرمجي كمصدر مغلق. ومع ذلك، يمكنك استخدامه بحرية ودون أي قيود - تعرف على المزيد هنا.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.