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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# CORR: Pearson Correlation Coefficient
> *Correlation is not causation, but it sure is a hint. The market doesn't care why two instruments move together—only that they do, and whether that relationship will persist long enough for you to profit from it.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
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- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TradingView reference behavior and mathematical invariants.
> "Correlation is not causation, but it sure is a hint. The market doesn't care why two instruments move together—only that they do, and whether that relationship will persist long enough for you to profit from it."
The Pearson Correlation Coefficient measures the linear relationship between two variables, returning a value from -1 (perfect negative correlation) to +1 (perfect positive correlation). Zero indicates no linear relationship. This implementation uses running sums for O(1) streaming updates, making it suitable for real-time analysis of price relationships.
## Historical Context