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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
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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lib/trends_FIR/parzen/Parzen.md
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# PARZEN: Parzen (de la Vallée-Poussin) Window Moving Average
> *Emanuel Parzen convolved two triangular windows and got a piecewise cubic with zero sidelobe discontinuity. When your window function is its own proof of smoothness, the spectral leakage has nowhere to hide.*
| 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.
> "Emanuel Parzen convolved two triangular windows and got a piecewise cubic with zero sidelobe discontinuity. When your window function is its own proof of smoothness, the spectral leakage has nowhere to hide."
PARZEN applies the Parzen (de la Vallée-Poussin) window function as FIR filter weights, producing a moving average with exceptional sidelobe suppression ($-24$ dB/octave rolloff) and a smooth bell-shaped kernel. The Parzen window is the self-convolution of two triangular (Bartlett) windows at half-length, which guarantees continuous first and second derivatives at all points. This makes it one of the few windows whose frequency response has no discontinuities in its first three derivatives, yielding the fastest sidelobe decay rate among common windows without requiring the computational cost of Bessel functions (Kaiser) or specialized polynomials (Henderson).
## Historical Context