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
+2 -2
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@@ -1,5 +1,7 @@
# DWMA: Double Weighted Moving Average
> *If one WMA is good, two must be better. DWMA is for when you want your signal so smooth it looks like it's been sanded, polished, and waxed.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
@@ -17,8 +19,6 @@
- Requires `(period * 2) - 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "If one WMA is good, two must be better. DWMA is for when you want your signal so smooth it looks like it's been sanded, polished, and waxed."
DWMA (Double Weighted Moving Average) is exactly what it says on the tin: a Weighted Moving Average of a Weighted Moving Average. Unlike DEMA, which tries to *remove* lag, DWMA accepts lag as the price of admission for superior noise reduction. It produces a curve that is incredibly smooth, ideal for identifying long-term trends without getting faked out by market chop.
## Historical Context