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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/vhf/Vhf.md
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# VHF: Vertical Horizontal Filter
> *Before you ask which way the market is going, ask whether it is going anywhere at all. VHF answers the second question with a ratio and a ruler.*
| 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.
> "Before you ask which way the market is going, ask whether it is going anywhere at all. VHF answers the second question with a ratio and a ruler."
VHF (Vertical Horizontal Filter) measures trend strength by dividing the price range over $N$ periods by the total absolute bar-to-bar path distance over the same window. Created by Adam White and published in the August 1991 issue of *Futures* magazine, VHF produces a single positive value where higher readings indicate trending conditions and lower readings indicate choppy, range-bound markets. With the default period of 28, the indicator requires 29 close values for the first valid output. The core computation in streaming mode is O(1) per bar when implemented with deque-based min/max tracking and a running sum of absolute changes. No square roots, no exponentials, no recursion. VHF is one of the simplest and cheapest trend-strength classifiers available, requiring approximately 12 operations per bar at steady state.
## Historical Context