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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# Wiener Filter
> *The signal is the truth. The noise is just an opinion.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Filter |
@@ -17,8 +19,6 @@
- Requires `Math.Max(period, smoothPeriod)` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "The signal is the truth. The noise is just an opinion."
The Wiener Filter is an optimal linear filter that attempts to minimize the mean square error between the estimated random process and the desired process. In the context of technical analysis, it acts as an adaptive smoothing filter that adjusts its responsiveness based on the local statistical properties of the data (signal-to-noise ratio). When the signal variance is high relative to noise variance, the filter follows the input closely. When noise dominates, it smooths aggressively.
## Historical Context