PROTECTED SOURCE SCRIPT
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
Script protegido
Esse script é publicada como código fechado. No entanto, você pode usar ele livremente e sem nenhuma limitação – saiba mais aqui.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script protegido
Esse script é publicada como código fechado. No entanto, você pode usar ele livremente e sem nenhuma limitação – saiba mais aqui.
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.