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 -42
View File
@@ -1,5 +1,7 @@
# CCOR: Ehlers Correlation Cycle
> *Correlation cycles reveal hidden periodicities by measuring how well price correlates with a rotating reference wave.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Cycle |
@@ -94,48 +96,6 @@ Where:
- Real: $y_k = \cos(2\pi k / N)$
- Imaginary: $y_k = -\sin(2\pi k / N)$
### Pseudo-code
```
function CCOR(source, period, threshold):
// Real correlation
Sx_r = Sy_r = Sxx_r = Sxy_r = Syy_r = 0
for k = 0 to period-1:
x = source[k]
y = cos(2π * k / period)
Sx_r += x; Sy_r += y
Sxx_r += x*x; Sxy_r += x*y; Syy_r += y*y
denom_r = (N*Sxx_r - Sx_r²) * (N*Syy_r - Sy_r²)
real = denom_r > 0 ? (N*Sxy_r - Sx_r*Sy_r) / √denom_r : 0
// Imaginary correlation (same accumulators for x, different y)
Sx_i = Sy_i = Sxx_i = Sxy_i = Syy_i = 0
for k = 0 to period-1:
x = source[k]
y = -sin(2π * k / period)
Sx_i += x; Sy_i += y
Sxx_i += x*x; Sxy_i += x*y; Syy_i += y*y
denom_i = (N*Sxx_i - Sx_i²) * (N*Syy_i - Sy_i²)
imag = denom_i > 0 ? (N*Sxy_i - Sx_i*Sy_i) / √denom_i : 0
// Phasor angle
angle = 0
if imag ≠ 0: angle = 90 + atan(real/imag) * (180/π)
if imag > 0: angle -= 180
// Monotonic constraint
angle = max(angle, prev_angle)
prev_angle = angle
// State detection
Δθ = |angle - saved_prev_angle|
state = 0
if Δθ < threshold and angle ≥ 0: state = +1
if Δθ < threshold and angle ≤ 0: state = -1
return [real, imag, angle, state]
```
### Output Interpretation
| Output | Range | Meaning |