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 -29
View File
@@ -1,5 +1,7 @@
# QSTICK: Qstick Indicator
> *The average candlestick body reveals the market's true conviction.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -16,8 +18,6 @@
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The average candlestick body reveals the market's true conviction."
The Qstick indicator, developed by Tushar Chande, computes a moving average of the close-minus-open difference over a lookback period, quantifying whether bars are predominantly bullish or bearish. Positive values indicate closes above opens (buying pressure); negative values indicate closes below opens (selling pressure). It supports both SMA (O(N) space via ring buffer) and EMA (O(1) space) smoothing modes and requires TBar input for open/close access.
## Historical Context
@@ -61,33 +61,6 @@ EMA mode uses O(1) space but weights recent bars more heavily than SMA.
| period | int | 14 | > 0 | Lookback period for moving average |
| useEma | bool | false | — | Use EMA (true) or SMA (false) |
### Pseudo-code
```
QSTICK(bar, period=14, useEma=false):
diff = bar.Close - bar.Open
if useEma:
// EMA mode
alpha = 2.0 / (period + 1)
if count == 0:
ema_val = diff
else:
ema_val = FMA(alpha, diff - ema_val, ema_val) // alpha*(diff-ema)+ema
result = ema_val
else:
// SMA mode with ring buffer
if buffer is full:
running_sum -= buffer.oldest
buffer.add(diff)
running_sum += diff
result = running_sum / min(count, period)
return result
```
### Zero-Crossing Interpretation
| Condition | Meaning |