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

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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
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lib/channels/vwapbands/vwapbands.md
+2 -42
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@@ -1,5 +1,7 @@
# VWAPBANDS: VWAP with Dual Standard Deviation Bands
> *VWAP anchored by dual deviation bands reveals where volume-weighted fair value ends and excess begins.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -86,48 +88,6 @@ Streaming: $O(1)$ per bar. Three additions to running sums, one division, one sq
|--------|------|---------|------------|-------------|
| $k$ | multiplier | 1.0 | $> 0$ | Scales the standard deviation for band width |
### Pseudo-code
```
function vwapbands(source[], volume[], reset[], multiplier):
sum_pv = 0, sum_vol = 0, sum_pv2 = 0, count = 0
for each bar t:
price = source[t]
vol = volume[t]
if reset[t]:
// session boundary: restart accumulation
if vol > 0:
sum_pv = price * vol
sum_vol = vol
sum_pv2 = price * price * vol
count = 1
else:
sum_pv = 0, sum_vol = 0, sum_pv2 = 0, count = 0
else:
if vol > 0:
sum_pv += price * vol
sum_vol += vol
sum_pv2 += price * price * vol
count += 1
vwap = sum_vol > 0 ? sum_pv / sum_vol : price
variance = 0
if sum_vol > 0 and count > 1:
variance = max(0, sum_pv2 / sum_vol - vwap * vwap)
stddev = sqrt(variance)
upper1 = vwap + multiplier * stddev
lower1 = vwap - multiplier * stddev
upper2 = vwap + 2 * multiplier * stddev
lower2 = vwap - 2 * multiplier * stddev
emit (vwap, upper1, lower1, upper2, lower2, stddev)
```
### Statistical Zone Interpretation
| Zone | Coverage | Interpretation |