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/vama/Vama.md

@@ -1,5 +1,7 @@
 # VAMA: Volatility Adjusted Moving Average
 
+> *The market doesn't care about your moving average period. VAMA returns the favor by not caring about a fixed period either.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Trend (IIR MA)                        |
@@ -16,8 +18,6 @@
 - Requires 1 bar of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "The market doesn't care about your moving average period. VAMA returns the favor by not caring about a fixed period either."
-
 ## The Core Insight
 
 Most moving averages use a fixed lookback period. VAMA takes a different approach: it dynamically adjusts its effective period based on current market volatility relative to historical norms. When short-term volatility exceeds long-term volatility (high activity), VAMA shortens its period for faster response. When volatility contracts (quiet markets), it lengthens the period for smoother output.