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feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

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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
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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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lib/trends_FIR/ilrs/Ilrs.md
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# ILRS: Integral of Linear Regression Slope
> *John Ehlers took the slope of a regression line, integrated it, and got a smoother trend follower. Differentiate to find direction, integrate to find position. Calculus: still useful after 300 years.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (FIR MA) |
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- Requires `period` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "John Ehlers took the slope of a regression line, integrated it, and got a smoother trend follower. Differentiate to find direction, integrate to find position. Calculus: still useful after 300 years."
ILRS computes the linear regression slope over a rolling window, then accumulates it via discrete integration (running sum) to reconstruct a smoothed price-level signal. By differentiating (slope extraction) and reintegrating, ILRS acts as a low-pass filter that preserves trend direction while suppressing high-frequency noise more aggressively than LSMA. The integration step introduces a natural momentum quality: the output continues rising even as slope magnitude diminishes, making ILRS particularly effective for trend-following systems that need early exit signals based on slope deceleration.
## Historical Context