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 -27
View File
@@ -1,5 +1,7 @@
# KCHANNEL: Keltner Channel
> *Keltner wraps an EMA in ATR-scaled bands — a volatility envelope that responds to both trend and range.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -81,33 +83,6 @@ $O(1)$ per bar: one EMA update, one True Range computation, one RMA update, and
| Gap sensitivity | Yes (via TR) | Yes (via TR) | No |
| Distribution assumption | None | None | Gaussian |
### Pseudo-code
```
function KCHANNEL(source, high, low, close, period, multiplier):
validate: period > 0, multiplier > 0
// EMA center line (with warmup compensation)
alpha = 2 / (period + 1)
raw_ema = alpha * source + (1-alpha) * raw_ema
weight = alpha + (1-alpha) * weight
ema = raw_ema / weight
// ATR (Wilder's RMA with warmup)
tr = max(high - low, |high - prev_close|, |low - prev_close|)
prev_close = close
raw_rma = (raw_rma * (period-1) + tr) / period
e *= (1 - 1/period)
atr = e > ε ? raw_rma / (1-e) : raw_rma
// Bands
width = multiplier * atr
upper = ema + width
lower = ema - width
return [ema, upper, lower]
```
### Output Interpretation
| Output | Description |