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/iqr/Iqr.md

@@ -1,5 +1,7 @@
 # IQR: Interquartile Range
 
+> *The median is the most important statistic, and the interquartile range is the second most important.*
+
 | 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.
 
-> "The median is the most important statistic, and the interquartile range is the second most important." — John Tukey
-
 ## Introduction
 
 The Interquartile Range measures the spread of the middle 50% of a sorted dataset within a rolling window. By subtracting the 25th percentile (Q1) from the 75th percentile (Q3), IQR provides a robust dispersion metric that ignores outliers in both tails. Unlike standard deviation, which squares deviations and amplifies extremes, IQR tells you how wide the "typical" price band actually is.