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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# ZTEST: One-Sample t-Test Statistic
> *The purpose of hypothesis testing is not to prove what we believe, but to measure what we observe.*
| 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 testable statistical properties.
> "The purpose of hypothesis testing is not to prove what we believe, but to measure what we observe." — Adapted from R.A. Fisher
## Introduction
ZTEST computes the **one-sample t-statistic**, measuring how many standard errors the rolling sample mean deviates from a hypothesized population mean $\mu_0$. Despite the PineScript naming convention ("ZTEST"), this indicator computes a proper t-statistic using Bessel-corrected sample standard deviation with $N-1$ degrees of freedom. Values beyond $\pm 2.04$ (for $n=30$) indicate the sample mean differs from $\mu_0$ at the 95% confidence level; values beyond $\pm 2.75$ indicate 99% significance.