CPX
Campaign Presence Index
ORIGINALComposite StatePANE
Metaorder-footprint posterior: smoothed signed flow, flow autocorrelation, VWAP-side persistence and participation fused into one signed ribbon — with onset markers and the completion signature (the moment the flow stops).
Inputs
| Label | Kind | Default | Range |
|---|---|---|---|
| Volume Baseline | int | 50 | 10–200 |
| Imbalance MAD Window | int | 100 | 20–500 |
| Flow Autocorrelation Window | int | 100 | 30–500 |
| VWAP Persistence Window | int | 40 | 10–200 |
| Min Engaged Run | int | 20 | 5–100 |
| Normalization Window | int | 250 | 50–2000 |
Plots
| Label | Kind | Color |
|---|---|---|
| Campaign Posterior | fill | up |
| Campaign Footprint | line | #e8b93e |
| Campaign Onset (buy) | marker | up |
| Campaign Onset (sell) | marker | down |
| Completion Signature | marker | #f0f3fa |
ORIGINAL RESEARCH
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