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/rma/Rma.md

@@ -1,5 +1,7 @@
 # RMA: Running Moving Average
 
+> *Wilder didn't like standard EMA weighting. He wanted history to decay slower. So he invented RMA, which is just EMA with a different alpha, confusing traders for 40 years.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Trend (IIR MA)                        |
@@ -17,8 +19,6 @@
 - Requires `ema.WarmupPeriod` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "Wilder didn't like standard EMA weighting. He wanted history to decay slower. So he invented RMA, which is just EMA with a different alpha, confusing traders for 40 years."
-
 The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J. Welles Wilder's most famous indicators: RSI, ATR, and ADX. It is functionally identical to an Exponential Moving Average (EMA), but with a smoothing factor ($\alpha$) of $1/N$ instead of $2/(N+1)$. This results in a longer "memory" and slower decay than a standard EMA of the same period.
 
 ## Historical Context