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/trends_FIR/gwma/Gwma.md

@@ -1,5 +1,7 @@
 # GWMA: Gaussian-Weighted Moving Average
 
+> *The Gaussian distribution shows up everywhere from thermal noise to the central limit theorem. Using it to weight price data isn't magic; it's just applied statistics with a trading account.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Trend (FIR MA)                        |
@@ -17,8 +19,6 @@
 - Requires `period` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "The Gaussian distribution shows up everywhere from thermal noise to the central limit theorem. Using it to weight price data isn't magic; it's just applied statistics with a trading account."
-
 GWMA is a Finite Impulse Response (FIR) filter that applies a centered Gaussian window to price data. Unlike ALMA (which allows shifting the Gaussian peak via an offset parameter), GWMA centers the bell curve at the middle of the lookback window. The sigma parameter controls the width of the Gaussian, determining how sharply the weights decay from the center.
 
 ## Historical Context