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 -2
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# ALAGUERRE: Ehlers Adaptive Laguerre Filter
> *The best filter is one that knows when to listen closely and when to smooth aggressively.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
@@ -17,8 +19,6 @@
- Requires `max(4, length)` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The best filter is one that knows when to listen closely and when to smooth aggressively." -- John F. Ehlers (paraphrased)
## Introduction
The Adaptive Laguerre Filter extends Ehlers' four-element all-pass cascade by replacing the fixed damping factor with a per-bar adaptive alpha derived from tracking-error normalization. When price diverges from the filter output (trending conditions), alpha increases toward 1 for faster tracking. When price stays near the filter output (ranging conditions), alpha decreases toward 0 for heavier smoothing. The adaptation mechanism uses a highest/lowest normalization of the absolute tracking error over a lookback window, followed by median smoothing to prevent whipsaw in the coefficient.