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feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

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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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lib/trends_IIR/lema/Lema.md
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# LEMA: Leader Exponential Moving Average
> *George Siligardos asked a simple question: what if you smoothed the EMA's own error and added it back? The answer is a moving average that leads price changes instead of lagging behind them. The error becomes the signal.*
| 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.
> "George Siligardos asked a simple question: what if you smoothed the EMA's own error and added it back? The answer is a moving average that leads price changes instead of lagging behind them. The error becomes the signal."
LEMA (Leader EMA) adds a smoothed error correction to the standard EMA, creating a moving average that anticipates price movement. The formula $\text{LEMA} = \text{EMA}(x, N) + \text{EMA}(x - \text{EMA}(x, N), N)$ decomposes price into a smooth component (EMA) and an error component (residual), then re-smooths the error and adds it back. The re-smoothed error represents the systematic part of the EMA's tracking deficit, and adding it back shifts the output toward where the next price is likely to be.
## Historical Context