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/statistics/beta/Beta.md

@@ -1,5 +1,7 @@
 # Beta: Beta Coefficient
 
+> *Volatility is not risk. It's the price of admission.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Statistic                        |
@@ -16,8 +18,6 @@
 - Requires `period + 1` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "Volatility is not risk. It's the price of admission."
-
 Beta measures the volatility of an asset in relation to the overall market. It's the slope of the regression line between the asset's returns and the market's returns. A beta of 1.0 means the asset moves in lockstep with the market. A beta of 2.0 means the asset is twice as volatile as the market.
 
 ## Historical Context