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/hwma/Hwma.md

@@ -1,5 +1,7 @@
 # HWMA: Holt-Winters Moving Average
 
+> *Triple exponential smoothing: because sometimes tracking level, velocity, and acceleration is exactly what a price series needs—and sometimes it's overkill. Holt and Winters figured this out for inventory forecasting in the 1950s. Traders rediscovered it decades later.*
+
 | 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.
 
-> "Triple exponential smoothing: because sometimes tracking level, velocity, and acceleration is exactly what a price series needs—and sometimes it's overkill. Holt and Winters figured this out for inventory forecasting in the 1950s. Traders rediscovered it decades later."
-
 HWMA is an Infinite Impulse Response (IIR) filter that applies triple exponential smoothing with level (F), velocity (V), and acceleration (A) components. Unlike simple exponential smoothing which only tracks the current level, HWMA anticipates future values by extrapolating trend and trend changes.
 
 ## Historical Context