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 -46
View File
@@ -1,5 +1,7 @@
# AMAT: Archer Moving Averages Trends
> *Archer's moving average trends compare fast and slow averages, signaling when short-term momentum confirms the longer-term direction.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -63,52 +65,6 @@ $$\text{Strength}_t = \frac{|\text{Fast}_t - \text{Slow}_t|}{\text{Slow}_t} \tim
| $N_f$ | fastPeriod | 10 | $N_f \geq 1$ |
| $N_s$ | slowPeriod | 50 | $N_s > N_f$ |
### Pseudo-code
```
Initialize:
α_fast = 2 / (fastPeriod + 1)
α_slow = 2 / (slowPeriod + 1)
ema_fast = ema_slow = 0
e_fast = e_slow = 1.0
prev_fast = prev_slow = 0
bar_count = 0
On each bar (price, isNew):
if !isNew: restore previous state
// EMA updates
ema_fast = FMA(ema_fast, 1 - α_fast, α_fast × price)
e_fast = e_fast × (1 - α_fast)
fast = ema_fast / (1 - e_fast)
ema_slow = FMA(ema_slow, 1 - α_slow, α_slow × price)
e_slow = e_slow × (1 - α_slow)
slow = ema_slow / (1 - e_slow)
// Direction detection
fastDir = fast > prev_fast ? +1 : fast < prev_fast ? -1 : 0
slowDir = slow > prev_slow ? +1 : slow < prev_slow ? -1 : 0
// Triple-confirmation
if fast > slow AND fastDir == +1 AND slowDir == +1:
trend = +1
else if fast < slow AND fastDir == -1 AND slowDir == -1:
trend = -1
else:
trend = 0
// Strength
strength = slow > 0 ? |fast - slow| / slow × 100 : 0
prev_fast = fast
prev_slow = slow
output:
Trend = trend // +1, -1, or 0
Strength = strength // percentage
```
### Period Selection Guidelines
| Use Case | Fast | Slow | Ratio |