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 -45
View File
@@ -1,5 +1,7 @@
# AROON: Aroon Indicator
> *Aroon measures how recently the highest high and lowest low occurred — recency as a proxy for trend vitality.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -62,51 +64,6 @@ Range: $[-100, +100]$.
|--------|-----------|---------|------------|
| $N$ | period | 25 | $N \geq 1$ |
### Pseudo-code
```
Initialize:
highBuf = RingBuffer(period + 1)
lowBuf = RingBuffer(period + 1)
bar_count = 0
On each bar (high, low, isNew):
if !isNew: restore previous state
highBuf.Add(high)
lowBuf.Add(low)
bar_count++
// Find index of highest high in buffer
maxIdx = 0
maxVal = -∞
for i = 0 to min(bar_count, period):
if highBuf[i] >= maxVal:
maxVal = highBuf[i]
maxIdx = i
// Find index of lowest low in buffer
minIdx = 0
minVal = +∞
for i = 0 to min(bar_count, period):
if lowBuf[i] <= minVal:
minVal = lowBuf[i]
minIdx = i
len = min(bar_count, period)
barsSinceHigh = len - maxIdx
barsSinceLow = len - minIdx
AroonUp = (len - barsSinceHigh) / len × 100
AroonDown = (len - barsSinceLow) / len × 100
AroonOsc = AroonUp - AroonDown
output:
Up = AroonUp
Down = AroonDown
Oscillator = AroonOsc
```
### Interpretation
| Condition | Signal |