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/pma/Pma.md

@@ -1,5 +1,7 @@
 # PMA: Predictive Moving Average
 
+> *John Ehlers looked at WMA's lag and said: 'What if we just extrapolated it away?' The result is a moving average that actually tries to predict where price is going, not where it has been.*
+
 | 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.
 
-> "John Ehlers looked at WMA's lag and said: 'What if we just extrapolated it away?' The result is a moving average that actually tries to predict where price is going, not where it has been."
-
 PMA (Predictive Moving Average) is a lag-cancellation filter that uses linear extrapolation of dual WMA (Weighted Moving Average) cascades to predict price direction. It produces two outputs: the PMA line (extrapolated trend) and a Trigger line for crossover signals. Default period is 7 per Ehlers' original specification.
 
 ## Historical Context