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/hurst/Hurst.md

@@ -1,5 +1,7 @@
 # HURST: Hurst Exponent
 
+> *The past is not dead. In fact, it's not even past.*
+
 | 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.
 
-> "The past is not dead. In fact, it's not even past." — William Faulkner, and also every mean-reverting time series that refuses to forget.
-
 ## Introduction
 
 The Hurst Exponent ($H$) quantifies long-range dependence in a time series through Rescaled Range (R/S) analysis. Where autocorrelation decays and dies, the Hurst exponent measures the memory that persists across scales. $H > 0.5$ signals persistence (trending behavior), $H < 0.5$ signals anti-persistence (mean-reversion), and $H = 0.5$ represents the memoryless random walk that efficient market theorists insist you should believe in.