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
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# HTIT: Ehlers Hilbert Transform Instantaneous Trend (also known as HT_TRENDLINE)
> *John Ehlers brought rocket science to trading. Literally. HTIT uses signal processing to find the trend by removing the cycle. It's not smoothing; it's extraction.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Trend (IIR MA) |
@@ -18,8 +20,6 @@
- Requires `12` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "John Ehlers brought rocket science to trading. Literally. HTIT uses signal processing to find the trend by removing the cycle. It's not smoothing; it's extraction."
HTIT (Hilbert Transform Instantaneous Trend) is a trend-following indicator that doesn't rely on simple averaging. Instead, it uses the Hilbert Transform to measure the dominant cycle period of the market and then computes a trendline that filters out that specific cycle. It adapts to the market's rhythm rather than imposing a fixed period.
## Historical Context