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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/vwapsd/vwapsd.md
+2 -34
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@@ -1,5 +1,7 @@
# VWAPSD: VWAP with Standard Deviation Bands
> *Standard deviation bands around VWAP measure institutional consensus — proximity signals fair value, distance signals opportunity.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Channel |
@@ -84,40 +86,6 @@ Streaming: $O(1)$ per bar. Three additions to running sums, one division, one sq
|--------|------|---------|------------|-------------|
| $k$ | numDevs | 2.0 | $0.1$ – $5.0$ | Number of standard deviations for bands |
### Pseudo-code
```
function vwapsd(source[], volume[], reset[], numDevs):
sum_pv = 0, sum_vol = 0, sum_pv2 = 0
for each bar t:
price = source[t]
vol = volume[t]
if reset[t]:
if vol > 0:
sum_pv = price * vol
sum_vol = vol
sum_pv2 = price * price * vol
else:
sum_pv = 0, sum_vol = 0, sum_pv2 = 0
else:
if vol > 0:
sum_pv += price * vol
sum_vol += vol
sum_pv2 += price * price * vol
vwap = sum_vol > 0 ? sum_pv / sum_vol : price
variance = sum_vol > 0 ? sum_pv2 / sum_vol - vwap * vwap : 0
stddev = sqrt(max(0, variance))
upper = vwap + numDevs * stddev
lower = vwap - numDevs * stddev
emit (vwap, upper, lower)
```
### VWAPSD vs VWAPBANDS
| Aspect | VWAPSD | VWAPBANDS |