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
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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# QEMA: Quad Exponential Moving Average
> *Four EMAs walk into a bar. The first one's slow and thoughtful. The fourth one's practically twitching. Together, they somehow produce a signal that's both smooth and responsive. The bartender asks, 'How did you achieve zero lag?' They reply, 'Constrained quadratic optimization.' The bartender pours them a free drink.*
| 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.
> "Four EMAs walk into a bar. The first one's slow and thoughtful. The fourth one's practically twitching. Together, they somehow produce a signal that's both smooth and responsive. The bartender asks, 'How did you achieve zero lag?' They reply, 'Constrained quadratic optimization.' The bartender pours them a free drink."
QEMA (Quad Exponential Moving Average) is a zero-lag smoothing filter that cascades four EMAs with geometrically ramped alphas and combines them using minimum-energy weights. Unlike traditional multi-stage EMAs (DEMA, TEMA) that use fixed coefficients, QEMA solves for weights that explicitly eliminate DC lag while minimizing output variance. The result is a filter that tracks linear trends with zero group delay while suppressing high-frequency noise more effectively than standard EMA cascades.
## Historical Context