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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/swma/Swma.md
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# SWMA: Symmetric Weighted Moving Average
> *Take the SMA of an SMA and you get a triangular filter. It is the simplest possible smoothing kernel that has zero phase distortion and no frequency-domain discontinuities. Sometimes simple is exactly what you need.*
| 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.
> "Take the SMA of an SMA and you get a triangular filter. It is the simplest possible smoothing kernel that has zero phase distortion and no frequency-domain discontinuities. Sometimes simple is exactly what you need."
SWMA applies triangular (symmetric) weights that peak at the center of the window and taper linearly to the edges. For period $N$, the weight at position $i$ is $w(i) = (N/2 + 1) - |i - N/2|$, producing a tent-shaped kernel. This is mathematically equivalent to convolving two rectangular windows (SMA of SMA), giving SWMA a frequency response that is the square of the SMA's sinc-like response. The result is smoother than SMA with better sidelobe suppression, at the cost of slightly more lag.
## Historical Context