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
+2 -2
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@@ -1,5 +1,7 @@
# DSMA: Deviation-Scaled Moving Average
> *When the market screams, DSMA sprints. When it whispers, DSMA crawls. An adaptive moving average that lets volatility dictate the pace.*
| 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.
> "When the market screams, DSMA sprints. When it whispers, DSMA crawls. An adaptive moving average that lets volatility dictate the pace."
DSMA (Deviation-Scaled Moving Average) is a volatility-adaptive trend filter that combines a Super Smoother (2-pole Butterworth IIR filter) with RMS-based deviation scaling. Unlike fixed-period moving averages that treat all market conditions identically, DSMA adjusts its responsiveness based on measured volatility—accelerating when trends are strong and decelerating when prices consolidate.
## Historical Context