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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
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@@ -1,5 +1,7 @@
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# NLMA: Non-Lag Moving Average
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> *Igorad at TrendLaboratory built a two-phase FIR kernel that uses five times more taps than the period parameter suggests. The extra taps carry negative weights that actively cancel group delay. Most 'non-lag' indicators are marketing. This one is signal processing.*
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Trend (FIR MA) |
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@@ -17,8 +19,6 @@
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- Requires 1 bar of warmup before first valid output (IsHot = true).
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- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
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> "Igorad at TrendLaboratory built a two-phase FIR kernel that uses five times more taps than the period parameter suggests. The extra taps carry negative weights that actively cancel group delay. Most 'non-lag' indicators are marketing. This one is signal processing."
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NLMA uses a two-phase damped cosine kernel with $5P - 1$ taps (where $P$ is the user period). Phase 1 builds the initial sweep; Phase 2 extends it through multiple cosine cycles. The kernel's negative weights in the mid-section subtract lagged price components, reducing group delay well below what a positive-only SMA of the same length achieves. Normalization by the signed weight sum preserves DC gain of 1.0. The result is a trend-following filter with moderate overshoot but substantially less lag than conventional moving averages.
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## Historical Context
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@@ -134,46 +134,6 @@ The signed-sum normalization guarantees unit DC gain regardless of the weight di
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| Phase | $P - 1$ | derived | Boundary between Phase 1 and Phase 2 |
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| Coeff | $3\pi$ | fixed | Gain decay rate in Phase 2 |
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### Pseudo-code (streaming)
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```text
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// Constants
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Cycle = 4
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Phase = period - 1
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Coeff = 3 * PI
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flen = 5 * period - 1
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// Precompute weights once
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wsum = 0
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for i = 0 to flen-1:
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if i <= Phase - 1:
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t = i / (Phase - 1)
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else:
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t = 1.0 + (i - Phase + 1) * (2*Cycle - 1) / (Cycle * period - 1)
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if t <= 0.5:
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g = 1.0
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else:
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g = 1.0 / (Coeff * t + 1)
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w[i] = g * cos(PI * t)
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wsum += w[i]
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// Per bar: insert into circular buffer of size flen
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buffer[head] = price
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head = (head + 1) % flen
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// Warmup: return price when count < flen
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if count < flen: return price
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// Full convolution
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sum = 0
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for k = 0 to flen-1:
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sum += buffer[(head+k) % flen] * w[flen-1-k]
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return sum / wsum
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```
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## Performance Profile
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### Operation Count (Streaming Mode)
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