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
This commit is contained in:
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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# ZSCORE: Z-Score (Population Standard Score, also known as STANDARDIZE)
> *How far from normal is this?*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Statistic |
@@ -16,8 +18,6 @@
- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against manual computation, PineScript parity, and statistical invariants.
> "How far from normal is this?" — Every risk manager, every day.
## Introduction
The Z-Score measures how many population standard deviations a value lies from the rolling mean over a lookback window. ZSCORE is the canonical implementation for z-score standardization in QuanTAlib (the former Standardize indicator, which used sample standard deviation with N-1, has been consolidated into this indicator). ZSCORE uses population standard deviation, matching the PineScript `ta.zscore` convention. Output is unbounded, typically ranging from -3 to +3 for normally distributed data. A z-score of 0 means the value equals the window mean; ±2 flags statistical outliers at the 95% level.