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/volatility/adr/Adr.md

@@ -1,5 +1,7 @@
 # ADR: Average Daily Range
 
+> *The simplest measure is often the most useful. Why complicate what doesn't need complicating?*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Volatility                        |
@@ -16,8 +18,6 @@
 - Requires `ma.WarmupPeriod` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "The simplest measure is often the most useful. Why complicate what doesn't need complicating?"
-
 The Average Daily Range (ADR) measures the average distance between High and Low prices over a specified period. Unlike its cousin ATR, ADR ignores gaps entirely. It answers a straightforward question: "How much does this asset typically move within a single bar?"
 
 This simplicity is ADR's strength. When you don't care about overnight gaps—perhaps you're day trading or analyzing intraday bars—ADR gives you exactly what you need without the complexity of True Range calculations.