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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
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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/kurtosis/Kurtosis.md
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# KURTOSIS: Excess Kurtosis
> *Normal is getting dressed in clothes that you buy for work and driving through traffic in a car that you are still paying for, in order to get to the job you need to pay for the clothes and the car.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
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- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Normal is getting dressed in clothes that you buy for work and driving through traffic in a car that you are still paying for, in order to get to the job you need to pay for the clothes and the car." The fourth moment measures how far your returns deviate from that comforting fiction.
## Introduction
Kurtosis measures the **tailedness** of a probability distribution. Specifically, this implementation calculates *excess kurtosis*, which subtracts 3 from the raw kurtosis so that a normal distribution has excess kurtosis of zero. A positive value (leptokurtic) indicates fatter tails than normal, meaning more frequent extreme events. A negative value (platykurtic) indicates thinner tails, fewer surprises. Financial returns consistently exhibit positive excess kurtosis, which is why "once in a century" events happen every decade.