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 -30
View File
@@ -1,5 +1,7 @@
# AROONOSC: Aroon Oscillator
> *The Aroon oscillator subtracts Aroon Down from Aroon Up, collapsing two timing signals into a single directional gauge.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -56,36 +58,6 @@ $$\text{AroonOsc} = \text{AroonUp} - \text{AroonDown}$$
|--------|-----------|---------|------------|
| $N$ | 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++
len = min(bar_count, period)
// Scan for extremes
maxIdx = index of maximum in highBuf over last (len + 1) entries
minIdx = index of minimum in lowBuf over last (len + 1) entries
barsSinceHigh = len - maxIdx
barsSinceLow = len - minIdx
AroonUp = (len - barsSinceHigh) / len × 100
AroonDown = (len - barsSinceLow) / len × 100
output = AroonUp - AroonDown
```
### Drift Immunity
Unlike EMA-based oscillators that accumulate rounding errors across thousands of bars, the Aroon Oscillator is computed fresh each bar from a finite window. There is no recursive state that can diverge. This makes it architecturally robust for long-running production systems where indicator drift is a concern.