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 -49
View File
@@ -1,5 +1,7 @@
# UCHANNEL: Ehlers Ultimate Channel
> *The ultimate channel uses Ehlers' signal processing to carve boundaries that track the market's hidden periodicity.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -108,55 +110,6 @@ $$
Frequency response: cutoff at approximately $f_c \approx 1/(2\pi n)$ cycles per bar; 12 dB/octave rolloff.
### Pseudo-code
```
function uchannel(close[], high[], low[], strPeriod, centerPeriod, multiplier):
// compute USF coefficients for STR
arg_s = sqrt(2) * pi / strPeriod
c2_s = 2 * exp(-arg_s) * cos(arg_s)
c3_s = -exp(-2 * arg_s)
c1_s = (1 + c2_s - c3_s) / 4
// compute USF coefficients for centerline
arg_c = sqrt(2) * pi / centerPeriod
c2_c = 2 * exp(-arg_c) * cos(arg_c)
c3_c = -exp(-2 * arg_c)
c1_c = (1 + c2_c - c3_c) / 4
usf_str = [NaN, NaN] // two-element state
usf_cen = [NaN, NaN]
for each bar t:
// True Range
th = max(high[t], close[t-1])
tl = min(low[t], close[t-1])
tr = th - tl
// USF for True Range → STR
if usf_str not initialized:
str_val = tr
else:
str_val = (1-c1_s)*tr + (2*c1_s-c2_s)*tr[t-1]
- (c1_s+c3_s)*tr[t-2]
+ c2_s*usf_str[0] + c3_s*usf_str[1]
usf_str = [str_val, usf_str[0]]
// USF for close → centerline
if usf_cen not initialized:
center = close[t]
else:
center = (1-c1_c)*close[t] + (2*c1_c-c2_c)*close[t-1]
- (c1_c+c3_c)*close[t-2]
+ c2_c*usf_cen[0] + c3_c*usf_cen[1]
usf_cen = [center, usf_cen[0]]
upper = center + multiplier * str_val
lower = center - multiplier * str_val
emit (upper, center, lower)
```
### UCHANNEL vs UBANDS
| Aspect | UBANDS | UCHANNEL |