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 -41
View File
@@ -1,5 +1,7 @@
# HT_DCPERIOD: Ehlers Hilbert Transform Dominant Cycle Period
> *The Hilbert Transform extracts the dominant cycle period by converting price into an analytic signal and measuring its phase rate.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Cycle |
@@ -68,47 +70,6 @@ $O(1)$ per bar. Fixed Hilbert cascade with circular buffers totaling approximate
The period range [6, 50] and all smoothing constants are fixed by the TA-Lib specification.
### Pseudo-code
```
function HT_DCPERIOD(source):
A ← 0.0962; B ← 0.5769
smoothBuf ← CircularBuffer(7)
detBuf, q1Buf, i1Buf ← CircularBuffers
I2 ← 0; Q2 ← 0
Re ← 0; Im ← 0
period ← 15 // initial estimate
for each price in source:
// Step 1: WMA smooth
smooth ← (4·price + 3·p[1] + 2·p[2] + p[3]) / 10
// Step 2: Hilbert FIR (adaptive to period)
adj ← A + B // coefficient adjustment
det ← adj·(smooth[0] - smooth[6]) + B·(smooth[2] - smooth[4])
Q1 ← adj·(det[0] - det[6]) + B·(det[2] - det[4])
I1 ← det[3]
jI ← adj·(I1[0] - I1[6]) + B·(I1[2] - I1[4])
jQ ← adj·(Q1[0] - Q1[6]) + B·(Q1[2] - Q1[4])
// Step 3: Phasor (EMA smoothed)
I2 ← 0.2·(I1 - jQ) + 0.8·I2
Q2 ← 0.2·(Q1 + jI) + 0.8·Q2
// Step 4: Homodyne discriminator
Re ← 0.2·(I2·I2_prev + Q2·Q2_prev) + 0.8·Re
Im ← 0.2·(I2·Q2_prev - Q2·I2_prev) + 0.8·Im
// Step 5: Period
if Im ≠ 0 and Re ≠ 0:
p ← 2π / atan(Im / Re)
p ← clamp(p, 6, 50)
period ← 0.33·p + 0.67·period
emit period
```
### Output Interpretation
| Output | Meaning |