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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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# RWMA: Range Weighted Moving Average
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> *Most averages weight by position: recent bars matter more. RWMA weights by volatility: volatile bars matter more. The market spoke loudest when the range was widest, so listen to those bars.*
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| Property | Value |
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| ---------------- | -------------------------------- |
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| **Category** | Trend (FIR MA) |
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- Requires `> period` bars 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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> "Most averages weight by position: recent bars matter more. RWMA weights by volatility: volatile bars matter more. The market spoke loudest when the range was widest, so listen to those bars."
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RWMA weights each bar's contribution to the average by its price range (high minus low), giving greater influence to volatile bars and less to narrow-range, indecisive bars. The logic: a bar with a large range represents stronger price discovery and carries more informational content than a low-range doji. This produces a moving average that gravitates toward prices established during high-activity periods, naturally incorporating volatility as a relevance signal without requiring a separate volatility indicator.
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## Historical Context
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