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
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# AGC: Ehlers Automatic Gain Control
> *The purpose of the AGC is to normalize the amplitude of any indicator to unity.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
@@ -16,8 +18,6 @@
- Requires `1` bar of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The purpose of the AGC is to normalize the amplitude of any indicator to unity." — John F. Ehlers, TASC January 2015
## Introduction
The Automatic Gain Control normalizes any oscillating signal to the \[-1, +1\] range through exponential peak tracking. Unlike fixed-window normalization (min-max scaling), AGC adapts continuously: the peak decays exponentially each bar and ratchets up instantly when the signal exceeds the current peak. The result is amplitude-independent comparison of filter outputs across instruments and timeframes. Ehlers introduced AGC as the final stage of his "Universal Oscillator" — a signal-processing chain that converts any price series into a bounded, zero-mean indicator suitable for threshold-based trading signals.