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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# BK: Baxter-King Band-Pass Filter
> *The business cycle is whatever remains after you strip away the trend and the noise. Baxter and King figured out the stripping.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
@@ -16,8 +18,6 @@
- Requires `2K+1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The business cycle is whatever remains after you strip away the trend and the noise. Baxter and King figured out the stripping."
The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncating the infinite sinc-like impulse response at lag $K$ and normalizing the weights to sum to zero. It extracts cyclical components with periodicities between $p_L$ (low) and $p_H$ (high) bars, rejecting both the DC trend and high-frequency noise. Output oscillates around zero with a fixed delay of $K$ bars.
## Historical Context