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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/super/Super.md
+2 -42
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@@ -1,5 +1,7 @@
# SUPER: SuperTrend
> *It's not an indicator; it's a trailing stop with a marketing budget.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Dynamic |
@@ -16,8 +18,6 @@
- Requires `> period + 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "It's not an indicator; it's a trailing stop with a marketing budget."
SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close price breakouts. A ratchet mechanism prevents the active band from moving against the trend, creating a step-like trailing stop that adapts to volatility. The indicator is a two-state machine (bullish/bearish) with O(1) per-bar updates and zero allocations in the hot path.
## Historical Context
@@ -74,46 +74,6 @@ The output is the active stop level. Crossing the active band flips the state.
| atrPeriod | int | 10 | > 0 | ATR lookback period |
| multiplier | double | 3.0 | > 0 | ATR multiplier for band width |
### Pseudo-code
```
SUPERTREND(bar, atrPeriod=10, multiplier=3.0):
// ATR update (Wilder's smoothing or SMA)
atr = ATR.Update(bar, atrPeriod)
// Basic bands
hl2 = (bar.High + bar.Low) / 2
upper_basic = hl2 + multiplier * atr
lower_basic = hl2 - multiplier * atr
// Ratchet: upper can only decrease, lower can only increase
if prev_close <= prev_upper_final:
upper_final = min(upper_basic, prev_upper_final)
else:
upper_final = upper_basic
if prev_close >= prev_lower_final:
lower_final = max(lower_basic, prev_lower_final)
else:
lower_final = lower_basic
// State machine transition
if bar.Close > upper_final:
is_bullish = true
else if bar.Close < lower_final:
is_bullish = false
// else: retain previous state (hysteresis)
// Output active stop level
if is_bullish:
supertrend = lower_final
else:
supertrend = upper_final
return supertrend
```
### Band Behavior by State
| State | Active Band | Ratchet Direction | Flip Condition |