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 -45
View File
@@ -1,5 +1,7 @@
# STARCHANNEL: Stoller Average Range Channel
> *Stoller channels use ATR to build a corridor around the average — a volatility-aware boundary for range traders.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -90,51 +92,6 @@ Streaming: $O(1)$ per bar. The SMA uses a running sum with circular buffer (add
| $k$ | multiplier | 2.0 | $> 0$ | ATR multiplier for band width |
| $n_{\text{atr}}$ | atr_length | 0 | $\geq 0$ | Separate ATR period (0 = same as SMA period) |
### Pseudo-code
```
function starchannel(source[], high[], low[], close[], period, multiplier, atr_length):
effective_atr = atr_length > 0 ? atr_length : period
alpha = 1.0 / effective_atr
buf = circular_buffer(period)
sum = 0.0
count = 0
raw_rma = 0.0
e = 1.0 // warmup compensator
prevClose = close[0]
EPSILON = 1e-10
for each bar t:
// SMA via running sum
if buf.is_full:
sum -= buf.oldest
count -= 1
buf.add(source[t])
sum += source[t]
count += 1
middle = sum / count
// True Range
tr = max(high[t] - low[t],
abs(high[t] - prevClose),
abs(low[t] - prevClose))
prevClose = close[t]
// RMA with warmup compensator
raw_rma = (raw_rma * (effective_atr - 1) + tr) / effective_atr
e = (1 - alpha) * e
atr = e > EPSILON ? raw_rma / (1 - e) : raw_rma
// Bands
width = atr * multiplier
upper = middle + width
lower = middle - width
emit (middle, upper, lower)
```
### Output Interpretation
| Output | Interpretation |