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/quantile/Quantile.md

@@ -1,5 +1,7 @@
 # QUANTILE: Rolling Quantile
 
+> *The quantile function is the inverse of the distribution function.*
+
 | 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 quantile function is the inverse of the distribution function." — Every probability textbook ever written, and yet somehow it still surprises people.
-
 ## Introduction
 
 The Rolling Quantile computes the value below which a given fraction of observations fall within a sliding window. It is mathematically identical to Percentile but uses the statistician's convention of q ∈ [0, 1] instead of the analyst's p ∈ [0, 100]. When q=0.5, it returns the median; q=0 gives the minimum; q=1 gives the maximum. The linear interpolation method matches Excel's PERCENTILE.INC and PineScript's `ta.percentile_linear_interpolation` conventions (Hyndman-Fan Method 7).