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 -28
View File
@@ -1,5 +1,7 @@
# ADXR: Average Directional Movement Rating
> *ADXR smooths ADX over time, filtering out momentary strength spikes to reveal the underlying trend conviction.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -56,34 +58,6 @@ The $N-1$ lag (rather than $N$) matches TA-Lib's reference implementation exactl
The period controls both the internal ADX calculation and the historical lookback depth.
### Pseudo-code
```
Initialize:
adx = new Adx(period)
adxBuffer = RingBuffer(period)
bar_count = 0
On each bar (high, low, close, isNew):
if !isNew: restore previous state
// Full ADX pipeline
adxValue = adx.Update(high, low, close, isNew)
// Store in history
adxBuffer.Add(adxValue)
bar_count++
// ADXR = average of current and (N-1)-lagged ADX
if bar_count >= period:
historicalAdx = adxBuffer[0] // oldest value in buffer
ADXR = (adxValue + historicalAdx) / 2.0
else:
ADXR = adxValue // insufficient history
output = ADXR
```
### Lag Analysis
| Component | Lag Source |