feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

Complete thin Dx-composition wrapper indicators with full test coverage:

- PlusDi/MinusDi: Directional Indicator wrappers (DiPlus/DiMinus from Dx)
- PlusDm/MinusDm: Directional Movement wrappers (DmPlus/DmMinus from Dx)
- Individual validation tests per indicator directory (TALib, Skender, bounds)
- Combined unit tests (DiDm.Tests.cs) and validation tests (DiDm.Validation.Tests.cs)
- Quantower wrappers + tests for all 4 indicators
- PineScript v6 implementations with compensated RMA
- Normalized .md documentation for all indicators and categories
- 182 tests passing, 0 failures
This commit is contained in:
Miha Kralj
2026-03-11 20:21:52 -07:00
parent 56b86bebfb
commit 33d20f2a18
437 changed files with 4589 additions and 2792 deletions
+2 -37
View File
@@ -1,5 +1,7 @@
# DECAYCHANNEL: Decay Min-Max Channel
> *Extremes that decay over time give recent boundaries more weight, fading yesterday's peaks gradually.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -79,43 +81,6 @@ $$\text{decayRate}(T) = 1 - e^{-\lambda T} = 1 - e^{-\ln 2} = 0.5$$
After $2T$ bars: 75% decay. After $3T$ bars: 87.5% decay.
### Pseudo-code
```
function DECAYCHANNEL(high, low, period):
validate: period > 0
lambda = ln(2) / period
// Scan buffer for Donchian bounds
periodMax = max(high_buffer over period)
periodMin = min(low_buffer over period)
periodAvg = avg(midpoints over period)
// Snap or age
if high ≥ currentMax:
currentMax = high; ageMax = 0
else:
ageMax += 1
if low ≤ currentMin:
currentMin = low; ageMin = 0
else:
ageMin += 1
// Decay toward midpoint
midpoint = (currentMax + currentMin) / 2
maxDecay = 1 - exp(-lambda * ageMax)
minDecay = 1 - exp(-lambda * ageMin)
currentMax -= maxDecay * (currentMax - midpoint)
currentMin -= minDecay * (currentMin - midpoint)
// Clamp to Donchian bounds
currentMax = min(currentMax, periodMax)
currentMin = max(currentMin, periodMin)
return [currentMax, currentMin]
```
### Output Interpretation
| Output | Description |