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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
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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/sp15/Sp15.md
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# SP15: Spencer 15-Point Moving Average
> *John Spencer designed 15 weights that zero out quarterly and quintile seasonality from economic data. Eighty years later, statisticians still reach for them when they need a quick seasonal adjustment that does not require the German engineering of X-13ARIMA.*
| 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.
> "John Spencer designed 15 weights that zero out quarterly and quintile seasonality from economic data. Eighty years later, statisticians still reach for them when they need a quick seasonal adjustment that does not require the German engineering of X-13ARIMA."
SP15 is a fixed-coefficient symmetric FIR filter with 15 weights: $[-3, -6, -5, 3, 21, 46, 67, 74, 67, 46, 21, 3, -5, -6, -3]$ divided by 320. The weights were designed by John Spencer to have zero frequency response at periods 4 and 5 (frequencies $2\pi/4$ and $2\pi/5$), making the filter effective at removing quarterly and quintile seasonal components from economic time series. The negative edge weights provide bandpass-like characteristics, and the fixed design requires no parameters beyond the source series.
## Historical Context