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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# WAVELET: Denoising Wavelet Filter
> *The wavelet transform is to the Fourier transform what a microscope is to a telescope: same math, different scale.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
@@ -18,8 +20,6 @@
- Requires `2^levels` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The wavelet transform is to the Fourier transform what a microscope is to a telescope: same math, different scale."
## Introduction
The Wavelet Denoising Filter applies an *à trous* (with holes) Haar wavelet decomposition with soft thresholding to remove high-frequency noise from price series while preserving trend structure and edges. Unlike classical low-pass filters that blur everything uniformly, wavelet denoising estimates the noise floor at each decomposition level via Median Absolute Deviation (MAD) and surgically removes only coefficients below the threshold. The result: noise reduction without the phase lag or overshoot penalty of IIR alternatives.