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/jma/Jma.md

@@ -1,5 +1,7 @@
 # JMA: Jurik Moving Average
 
+> *The spectral approach isn't marketing. It's the difference between guessing at volatility and measuring it.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Trend (IIR MA)                        |
@@ -17,8 +19,6 @@
 - Requires 1 bar of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "The spectral approach isn't marketing. It's the difference between guessing at volatility and measuring it."
-
 JMA (Jurik Moving Average) is Mark Jurik's flagship adaptive smoother, recovered through decompilation of his proprietary AmiBroker/MetaTrader binaries. Unlike forum-sourced approximations that use exponential volatility smoothing, this implementation maintains a 128-bar volatility distribution and applies percentile trimming to derive a robust reference. The result: identical behavior to Jurik's commercial software within floating-point tolerance, including spike rejection during 3-sigma events where approximations diverge by 3-4%.
 
 ## Historical Context