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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# BPF (Bandpass Filter)
> *Most market data is noise. A sliver is signal. The rest is just detailed evidence of human panic.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
@@ -16,8 +18,6 @@
- Requires `Math.Max(lowerPeriod, upperPeriod)` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Most market data is noise. A sliver is signal. The rest is just detailed evidence of human panic."
The **BPF** (BandPass Filter) is a second-order IIR architecture designed to surgically excise specific frequency components from a time series. By cascading a HighPass Filter (to reject trend) and a LowPass Filter (to reject noise), it isolates cyclic energy within a user-defined window. Unlike simple moving average crossovers which smear data, the BPF relies on Gaussian-based coefficients to achieve steeper roll-off with deterministic phase characteristics.
## Historical Context