RSIOMA-CMF Structural Momentum Hybrid

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Commodities · Timeframes: H1, H4, D1

Thesis

The hypothesis is that market momentum is only exploitable when price interacts with structural low-volume nodes (Demand/Supply) while being backed by institutional volume (CMF) and trending significantly above random noise (RWI). The use of RSIOMA provides a 'true' trend baseline that standard RSI cannot, while the S&D component identifies where institutional limit orders are likely clustered. By entering at these clusters in the direction of the smooth trend, we achieve a structural edge.

Components

• RSIOMA (RSI of Moving Average) (regime) — Sets the primary trend regime; the double smoothing filters out minor noise that would trigger false CMF signals.
• Chaikin Money Flow (CMF) (direction) — Validates the regime by ensuring price movement is backed by actual volume accumulation or distribution.
• Dynamic Supply and Demand Zones [AlgoAlpha] (entry) — Identifies structural inefficiencies (Low Volume Nodes) within the trend regime for high-concurrency entry points.
• Relative Strength Index (Standard) (exit) — Provides an objective exhaustion signal to capture mean-reversion profits before a trend correction.
• GHOST OrderFlow Dashboard — DerivEAPro v10 (risk) — Determines position sizing and stop-loss placement based on the momentum angle theta.
• Random Walk Index (RWI BTF) (volatility_filter) — Filters out 'random walk' price action where the price displacement does not exceed standard volatility.

Known failure conditions

• Persistent low-volume environments where CMF oscillates around zero, causing trade paralysis.
• Structural shifts where Supply/Demand zones are breached instantly due to fundamental news (slippage on LVNs).
• Failure of the GHOST external data stream causing default position sizes to be used inappropriately.

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