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/granger/Granger.md

@@ -1,5 +1,7 @@
 # GRANGER: Granger Causality F-Statistic
 
+> *Correlation is not causation, but Granger causality is not causation either. It is prediction.*
+
 | 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.
 
-> "Correlation is not causation, but Granger causality is not causation either. It is prediction." -- Clive Granger
-
 ## Introduction
 
 The Granger Causality test asks a precise, falsifiable question: does knowing the history of series X improve your ability to predict series Y, beyond what Y's own history already provides? The answer arrives as an F-statistic from comparing two OLS regression models. Higher F means X contains predictive information about Y that Y itself does not. This implementation uses lag-1, runs in O(1) streaming mode via running sums, and handles bar corrections for live trading.