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/mavp/Mavp.md

@@ -1,5 +1,7 @@
 # MAVP: Moving Average Variable Period
 
+> *You can't fix your moving average period because the market doesn't run at a fixed frequency. MAVP stops pretending it does.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Trend (IIR MA)                        |
@@ -16,8 +18,6 @@
 - Requires `maxPeriod` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "You can't fix your moving average period because the market doesn't run at a fixed frequency. MAVP stops pretending it does."
-
 ## Introduction
 
 MAVP applies an EMA-style exponential smoothing where the period -- and therefore the smoothing constant alpha -- changes on every bar. Each bar receives an externally supplied period value, clamped to [minPeriod, maxPeriod], producing `alpha = 2 / (period + 1)`. The result is a single-pass O(1) IIR filter with an adaptive warmup compensator that tracks the cumulative product of all per-bar `(1 - alpha)` values. With a fixed period MAVP reduces exactly to standard EMA (validated to 1e-9 tolerance against Skender and TA-Lib EMA). With a time-varying period series, it becomes a general-purpose adaptive smoother controlled entirely by external logic.