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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_IIR/ahrens/Ahrens.md
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# AHRENS: Ahrens Moving Average
> *Richard Ahrens looked at the EMA and thought: what if the correction term accounted for where the average was, not just where it is? The result is a self-referencing IIR filter that uses its own history as a stabilizer.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR 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.
> "Richard Ahrens looked at the EMA and thought: what if the correction term accounted for where the average was, not just where it is? The result is a self-referencing IIR filter that uses its own history as a stabilizer."
AHRENS is a recursive IIR filter that adjusts toward the source price minus the midpoint of its current and lagged (by one period) states. The formula $\text{AHRENS}_t = \text{AHRENS}_{t-1} + (\text{source} - \frac{\text{AHRENS}_{t-1} + \text{AHRENS}_{t-N}}{2}) / N$ creates a self-dampening feedback loop: the correction term shrinks as the current and lagged states converge, producing a smoother approach to equilibrium than a standard EMA with less tendency to overshoot on reversals.
## Historical Context