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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# RLS: Recursive Least Squares Adaptive Filter
> *The man who has no patience has no wisdom.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
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- Requires `order + 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The man who has no patience has no wisdom." — but waiting is not the same as convergence. RLS converges where LMS merely approaches.
## Introduction
The Recursive Least Squares (RLS) adaptive filter is the Rolls-Royce of adaptive FIR filters. Where LMS crawls toward the Wiener solution one gradient step at a time, RLS arrives in approximately *order* iterations by maintaining an inverse correlation matrix $P$ that captures the full second-order statistics of the input signal. The trade-off is computational: $O(n^2)$ per bar versus LMS's $O(n)$, where $n$ is the filter order. For orders below 64, the convergence advantage typically outweighs the cost.