Canonical Momenta Indicator [T1][T69]

📌 Overview
The Canonical Momenta Indicator [T1][T69] models trend pressure using a Lagrangian-based momentum engine combined with reflexivity theory to detect bursts in price movement influenced by herd behavior and volume acceleration.

🧠 Features

• Lagrangian-based kinetic model combining velocity and acceleration
  
• Reflexivity burst detection with directional scoring
  
• Adaptive momentum-weighted output (adaptiveCMI)
  
• Buy 🐋 / Sell 🐻 labels when reflexivity confirms direction
  
• Fully parameterized for customization
  

⚙️ How to Use

• This indicator helps traders:
  
• Detect reflexive bursts in market activity driven by sharp price movement + volume spikes
  
• Capture herd-driven directional moves early.
  
• Gauge market pressure using a kinetic-potential energy model.
  

Suggested signals:
🐋 Reflexive Up: Strong bullish momentum spike confirmed by volume and positive lagrangian pressure
🐻 Reflexive Down: Strong bearish dump confirmed by volume and negative lagrangian burst

🔧 Configuration
MA Lookback Length - Smoothing for baseline price & energy calculation
Reflexivity Momentum Threshold - Price momentum trigger for burst detection
Reflexivity Lookback - Period over which bursts are counted
Reflexivity Window - Minimum burst sum to trigger signal label
Volume Spike Threshold - % above average volume to qualify as burst

📊 Behavior Description
The indicator computes a Lagrangian energy:

• Kinetic Energy = (velocity² + 0.5 * acceleration²)
  
• Potential Energy = deviation from moving average (distance²)
  
• Lagrangian = Potential − Kinetic (higher = overextension)
  

Then, reflexive bursts are triggered when:

• Price is rising or falling over short window (burstMvmnt)
  
• Volume is above average by a user-defined multiple
  

Each bar gets a burst score:

• +1 for up-burst
  
• −1 for down-burst
  
• 0 otherwise
  

⚠️ Risk Profile Based on Lookback Settings
Risk Level | Description | Recommended Lookback
🟥 High | Extremely sensitive to bursts, prone to false signals | 7–10
🟨 Moderate | Balanced reflexivity with trend confirmation | 11–20
🟩 Low | Filters out most noise, slower to react | 21+

🧪 Advanced Tips

• Combine with moving average slope for trend filtering
  
• Use divergence between adaptiveCMI and price to detect exhaustion
  
• Works well in crypto, commodities, and volatile assets
  

⚠️ Limitations

• Sensitive to high volatility noise if volMult is too low
  
• Designed for higher timeframes (1H, 4H, Daily) for reliability
  
• Doesn’t confirm direction in sideways markets — pair with other filters
  

📝 Disclaimer
This tool is provided for educational and informational purposes. Always do your own backtesting and use proper risk management.