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
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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# SGMA: Savitzky-Golay Moving Average
> *Least-squares polynomial fitting has been solving signal processing problems since 1964. That most traders still use medieval averaging techniques says more about the industry than the math.*
| 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.
> "Least-squares polynomial fitting has been solving signal processing problems since 1964. That most traders still use medieval averaging techniques says more about the industry than the math."
SGMA is a Finite Impulse Response (FIR) filter that uses polynomial fitting to smooth data while preserving higher moments (peaks, valleys, and inflection points). Unlike the Simple Moving Average (which flattens everything) or the Exponential Moving Average (which introduces phase lag), SGMA uses polynomial weighting to maintain the original signal's shape characteristics.
## Historical Context / The Standard