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feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

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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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lib/statistics/covariance/Covariance.md
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@@ -1,5 +1,7 @@
# Covariance: Covariance
> *Correlation is just covariance normalized by standard deviation. But sometimes you want the raw, unadulterated relationship.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
@@ -16,8 +18,6 @@
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Correlation is just covariance normalized by standard deviation. But sometimes you want the raw, unadulterated relationship."
Covariance measures the joint variability of two random variables. It indicates the direction of the linear relationship between variables.
## Architecture & Physics