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

lib/trends_IIR/holt/Holt.md

@@ -1,5 +1,7 @@
 # HOLT: Holt Exponential Moving Average
 
+> *Single smoothing tracks level. Double smoothing tracks trend. The elegance is not in complexity but in the admission that yesterday's direction matters.*
+
 | 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.
 
-> "Single smoothing tracks level. Double smoothing tracks trend. The elegance is not in complexity but in the admission that yesterday's direction matters." — Charles C. Holt (1957)
-
 ## Overview
 
 Holt's exponential smoothing extends simple exponential smoothing (EMA) by adding a second equation that explicitly tracks the local trend. The result is a 1-step-ahead forecast that adapts to both the level and direction of the time series. When applied to financial data, HOLT produces a trend-following line that anticipates price continuation rather than merely reacting to it.