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/kama/Kama.md

@@ -1,5 +1,7 @@
 # KAMA: Kaufman's Adaptive Moving Average
 
+> *Perry Kaufman asked a simple question: 'Why should I use the same smoothing in a trending market as in a chopping market?' KAMA is the answer.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Trend (IIR MA)                        |
@@ -17,8 +19,6 @@
 - Requires `period + 1` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "Perry Kaufman asked a simple question: 'Why should I use the same smoothing in a trending market as in a chopping market?' KAMA is the answer."
-
 KAMA (Kaufman's Adaptive Moving Average) is an intelligent moving average that adjusts its smoothing speed based on market noise. When the price is moving steadily (high signal-to-noise ratio), KAMA speeds up to capture the trend. When the price is chopping sideways (low signal-to-noise ratio), KAMA slows down to filter out the noise.
 
 ## Historical Context