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Composite Institutional Momentum Oscillator [CMO]
📊 Composite Institutional Momentum Oscillator [CMO]
The Composite Institutional Momentum Oscillator (CMO) is an advanced, volume-weighted momentum oscillator originally engineered for Bitcoin and Crypto markets, yet fully optimized to perform seamlessly across all asset classes and sectors—including Stocks, Forex, Indices, and Commodities. 📈
By pairing short-term price velocity with synthetic order flow delta, volume absorption metrics, and multi-timeframe alignment, CMO filters out market noise to isolate true institutional positioning and trend expansion regardless of the traded asset. 🔥
🔍 How Order Flow & Absorption Work Across Markets
Because traditional Pine Script environment variables process completed transactions bar-by-bar rather than raw Level 2 limit order books, CMO utilizes robust algorithmic estimations derived from volume and intra-bar price action:
* ⚡ Synthetic Volume Delta Estimate: Approximates aggressive market buying versus market selling pressure per bar based on the close position within the high-low candle range ($\text{bullVol} \text{ vs. } \text{bearVol}$).
* 🛡️ Stealth Absorption Detection: Identifies hidden limit-order wall absorption by tracking Volume Efficiency ($\frac{\text{Volume}}{\text{Candle Range}}$). Abnormally high volume occurring inside narrow price ranges flags institutional limit orders absorbing aggressive market flow without letting price slip.
⭐ Key Features
* 🌐 Universal Multi-Asset Optimization: Engineered around Bitcoin's high volatility dynamics, making it exceptionally sharp at detecting momentum shifts in standard equities, forex pairs, and commodities.
* ⚖️ Order Flow & Stealth Absorption Weighting: Dynamically scales momentum signals using synthetic delta and volume efficiency ratios to capture true institutional effort.
* 🚀 Dual-WMA Velocity Core: Combines fast and slow Weighted Moving Average calculations to capture responsive directional changes while reducing false breakout signals during sideways consolidation.
* ⚓ Normalized CIMA Anchor: Anchors momentum against a long-term macro cost basis (510-period default) scaled by rolling standard deviation.
* 🎯 Liquidity Sweep Detection: Automatically flags potential institutional stop-hunts when price temporarily breaches macro high/low boundaries before reclaiming them.
* 🧠 Synthetic Fear & Greed Index: Computes a real-time 0–100 market sentiment score integrating volatility ratios, relative momentum positioning, and standard 14-period RSI metrics.
* 🖥️ On-Chart Status Dashboard: Provides an active HUD readout of macro trend alignment, micro trend bias, local momentum phase, and real-time sentiment metrics.
💡 Trading Guidance (Crypto, Stocks, Forex & Commodities)
* 🟢 Bullish / Bearish Expansion: A CMO line breach above +1.0 (or below -1.0) alongside daily MTF alignment confirms high-probability institutional trend expansion.
* 🔄 Accumulation / Distribution: Oscillations between 0.05 and 1.0 signal controlled accumulation phases, while values between -0.05 and -1.0 indicate steady distribution.
* 🧹 Liquidity Sweeps: Highlighted markers identify rapid false breaches of macro highs/lows, offering high-reward mean-reversion entries in the direction of the higher-timeframe trend.
* ⚠️ Extreme Sentiment Reversals: Fear & Greed index values above 75 (Extreme Greed) or below 25 (Extreme Fear) alert traders to overextended leverage and imminent pullback potential.
⚙️ Input Settings
Parameter Default Description
MTF Trend Filter Frame 1440 (1D) Higher timeframe resolution used to establish macro directional trend bias.
Price Source ohlc4 Calculation source for momentum and volume algorithms.
Macro Baseline Lookback 510 Lookback period for institutional cost basis and standard deviation bounds.
Micro Baseline Lookback 63 Slow period for dual-WMA velocity calculations.
CMO Length 12 Fast period for dual-WMA velocity calculations.
Enable Order Flow Delta True Toggles synthetic volume delta weighting in composite momentum formulas.
Enable Stealth Absorption True Toggles volume efficiency weighting to detect hidden limit order absorption.
The Composite Institutional Momentum Oscillator (CMO) is an advanced, volume-weighted momentum oscillator originally engineered for Bitcoin and Crypto markets, yet fully optimized to perform seamlessly across all asset classes and sectors—including Stocks, Forex, Indices, and Commodities. 📈
By pairing short-term price velocity with synthetic order flow delta, volume absorption metrics, and multi-timeframe alignment, CMO filters out market noise to isolate true institutional positioning and trend expansion regardless of the traded asset. 🔥
🔍 How Order Flow & Absorption Work Across Markets
Because traditional Pine Script environment variables process completed transactions bar-by-bar rather than raw Level 2 limit order books, CMO utilizes robust algorithmic estimations derived from volume and intra-bar price action:
* ⚡ Synthetic Volume Delta Estimate: Approximates aggressive market buying versus market selling pressure per bar based on the close position within the high-low candle range ($\text{bullVol} \text{ vs. } \text{bearVol}$).
* 🛡️ Stealth Absorption Detection: Identifies hidden limit-order wall absorption by tracking Volume Efficiency ($\frac{\text{Volume}}{\text{Candle Range}}$). Abnormally high volume occurring inside narrow price ranges flags institutional limit orders absorbing aggressive market flow without letting price slip.
⭐ Key Features
* 🌐 Universal Multi-Asset Optimization: Engineered around Bitcoin's high volatility dynamics, making it exceptionally sharp at detecting momentum shifts in standard equities, forex pairs, and commodities.
* ⚖️ Order Flow & Stealth Absorption Weighting: Dynamically scales momentum signals using synthetic delta and volume efficiency ratios to capture true institutional effort.
* 🚀 Dual-WMA Velocity Core: Combines fast and slow Weighted Moving Average calculations to capture responsive directional changes while reducing false breakout signals during sideways consolidation.
* ⚓ Normalized CIMA Anchor: Anchors momentum against a long-term macro cost basis (510-period default) scaled by rolling standard deviation.
* 🎯 Liquidity Sweep Detection: Automatically flags potential institutional stop-hunts when price temporarily breaches macro high/low boundaries before reclaiming them.
* 🧠 Synthetic Fear & Greed Index: Computes a real-time 0–100 market sentiment score integrating volatility ratios, relative momentum positioning, and standard 14-period RSI metrics.
* 🖥️ On-Chart Status Dashboard: Provides an active HUD readout of macro trend alignment, micro trend bias, local momentum phase, and real-time sentiment metrics.
💡 Trading Guidance (Crypto, Stocks, Forex & Commodities)
* 🟢 Bullish / Bearish Expansion: A CMO line breach above +1.0 (or below -1.0) alongside daily MTF alignment confirms high-probability institutional trend expansion.
* 🔄 Accumulation / Distribution: Oscillations between 0.05 and 1.0 signal controlled accumulation phases, while values between -0.05 and -1.0 indicate steady distribution.
* 🧹 Liquidity Sweeps: Highlighted markers identify rapid false breaches of macro highs/lows, offering high-reward mean-reversion entries in the direction of the higher-timeframe trend.
* ⚠️ Extreme Sentiment Reversals: Fear & Greed index values above 75 (Extreme Greed) or below 25 (Extreme Fear) alert traders to overextended leverage and imminent pullback potential.
⚙️ Input Settings
Parameter Default Description
MTF Trend Filter Frame 1440 (1D) Higher timeframe resolution used to establish macro directional trend bias.
Price Source ohlc4 Calculation source for momentum and volume algorithms.
Macro Baseline Lookback 510 Lookback period for institutional cost basis and standard deviation bounds.
Micro Baseline Lookback 63 Slow period for dual-WMA velocity calculations.
CMO Length 12 Fast period for dual-WMA velocity calculations.
Enable Order Flow Delta True Toggles synthetic volume delta weighting in composite momentum formulas.
Enable Stealth Absorption True Toggles volume efficiency weighting to detect hidden limit order absorption.
Phát hành các Ghi chú
🚀 Composite Institutional Momentum Oscillator (CMO) — Update Overview-This update introduces major enhancements to institutional state-tracking, sentiment integration, and workspace customization within the dynamic dashboard table, all while maintaining a clean, functional workspace for analyzing macro price action.
-🛠️ Core Engine Mechanics & Features
1. Two-Phase Institutional Accumulation Reclaim
The hallmark feature of this update is a two-step state-tracking algorithm designed to identify the exact window where institutional absorption locks in following a market purge:
* Phase 1 (Capitulation Lock): The instant momentum drops below the -1.0 lower bound into deep discount territory, the script automatically arm-locks an internal capitulation flag.
* Phase 2 (The Reclaim Trigger): As momentum recovers and crosses back above -1.0, the status table immediately flips to ACCUMULATION RECLAIM in Dark Orange, paired with (PROBABLE BASE) in Gold. This confirms that panic selling has abated and a structural floor is actively forming.
-2. Buffett Valuation Meter & Sentiment Integration
* Powered by synthetic Fear & Greed and structural divergence metrics, the Buffett Valuation Meter tracks market extremes in real-time.
* It dynamically displays classic value states and rules of discipline directly in the dashboard—such as "EXTREME FEAR: BE GREEDY (DEEP VALUE)", "FAT PITCH ACCUMULATION ZONE", and "MR. MARKET EUPHORIC (TAKE PROFITS)"—giving you a direct read on macro valuation.
-3. Customizable Dashboard Table Toggles
* The 4-column dynamic status table comes with complete toggle controls right inside the indicator settings.
* You can individually turn components on or off depending on your preference, choosing whether to display the Buffett Valuation Meter, Fear & Greed Index, Macro Baseline (510), Micro Baseline (63), or the Momentum Phase.
-4. Upgraded Consolidation Phase & Visual Polish
* Consolidation Phase: As the structural floor builds and momentum moves above 0.05, the phase transitions into CONSOLIDATION in Blue, paired with (CONTINUATION / REVERSAL) in bright Magenta to highlight tight range-bound coiling before a breakout.
* Compact Header: The indicator header short title is simplified to CMO for a minimalist chart layout.
-📌 Note for Users: Asset Class & Timeframe Focus
This indicator architecture—specifically calibrated with the 510 Macro / 63 Micro baselines and the 1440m (24H) Timeframe Lock—was built and optimized specifically for Bitcoin, crypto market cycles, and macro structural price action.
While fine-tuned out of the box for macro crypto behavior, all lookback periods, timeframe locks, order flow delta inputs, and display options are fully customizable in the script settings to accommodate equities, commodities, or shorter intraday trading preferences.
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Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.