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

lib/reversals/pivot/Pivot.md

@@ -1,5 +1,7 @@
 # PIVOT: Classic Pivot Points (Floor Trader Pivots)
 
+> *The floor traders had it figured out before the quants arrived. Three numbers from yesterday's bar, seven levels for today. No optimization, no curve fitting, no excuses.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Reversal                        |
@@ -16,8 +18,6 @@
 - Requires `2` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "The floor traders had it figured out before the quants arrived. Three numbers from yesterday's bar, seven levels for today. No optimization, no curve fitting, no excuses."
-
 Classic Pivot Points calculate seven horizontal support and resistance levels from the previous bar's high, low, and close. The central pivot point (PP) is the arithmetic mean of HLC; three resistance levels (R1-R3) and three support levels (S1-S3) are derived from PP and the prior bar's range. The formula has been in continuous use since the 1930s among floor traders at commodity exchanges. Zero parameters, zero lag, zero ambiguity.
 
 ## Historical Context