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REMS 'Fugue State' Enhanced Candles

REMS Fugue is a full-spectrum directional and structural bias engine built around the philosophy of REMS Core 4 confirmation framework, four synchronized components:

RSI momentum structure

EMA trend positioning

MACD directional pressure

Stochastic state bias

Signals are generated through a participation-based voting model. Rather than reacting to isolated indicator crosses, Fugue requires a defined percentage of active components to align before resolving long or short bias. This reduces noise and improves structural consistency.

Structural & Volatility Integration

Beyond directional alignment, Fugue incorporates advanced environmental gating:

VWAP participation bias for institutional flow alignment

Bollinger Band structure filtering for volatility expansion and compression control

These additional layers help Filter out low-quality signals in ranging markets, align trades with broader participation flows, and improve selectivity during high-volatility phases

릴리즈 노트

Update Adds
- additional MA options
- component weighting
- optional VWAP component weighting
- additional Bollinger Band types
- Quick reference table

Modifications to deference component logic

릴리즈 노트

Added MACD Slope mode. Detects recent momentum of MACD based on recent lookback bars.

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