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feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

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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
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lib/dynamics/impulse/Impulse.md
+2 -31
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@@ -1,5 +1,7 @@
# IMPULSE: Elder Impulse System
> *The Impulse System identifies inflection points where a trend speeds up or slows down.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -15,8 +17,6 @@
- Requires `Math.Max(emaPeriod, macdSlow) + macdSignal - 1` bars (default 34) of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The Impulse System identifies inflection points where a trend speeds up or slows down." -- Alexander Elder, *Come Into My Trading Room*
The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as bullish (+1), bearish (-1), or neutral (0). Both EMA slope and histogram slope must agree for a directional signal; disagreement forces neutral. The system functions as a permission filter rather than a signal generator, requiring 34 bars warmup and running at O(1) per bar through composition of two child indicators.
## Historical Context
@@ -80,35 +80,6 @@ Both child indicators must be warmed up and at least two comparison values must
| macdSlow | int | 26 | > macdFast | MACD slow EMA period |
| macdSignal | int | 9 | > 0 | MACD signal smoothing period |
### Pseudo-code
```
IMPULSE(close, emaPeriod=13, macdFast=12, macdSlow=26, macdSignal=9):
// Child indicator updates
ema_val = EMA.Update(close, emaPeriod)
macd_result = MACD.Update(close, macdFast, macdSlow, macdSignal)
hist_val = macd_result.Histogram
// Slope computation (requires previous values)
ema_slope = sign(ema_val - prev_ema)
hist_slope = sign(hist_val - prev_hist)
// Classification
if ema_slope > 0 AND hist_slope > 0:
signal = +1 // Bullish: both inertia and momentum rising
else if ema_slope < 0 AND hist_slope < 0:
signal = -1 // Bearish: both inertia and momentum falling
else:
signal = 0 // Neutral: disagreement between components
// State update
prev_ema = ema_val
prev_hist = hist_val
return signal
```
### Derivative Interpretation
The system combines two derivatives: