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feat(dynamics): add PlusDI, MinusDI, PlusDM, MinusDM indicators

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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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lib/volatility/bbwp/Bbwp.md
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# BBWP: Bollinger Band Width Percentile
> *Where does current volatility rank in the historical distribution? BBWP answers with a percentile.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volatility |
@@ -16,8 +18,6 @@
- Requires `period + lookback` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Where does current volatility rank in the historical distribution? BBWP answers with a percentile."
BBWP (Bollinger Band Width Percentile) measures where the current Bollinger Band Width falls within its historical distribution, expressing the result as a percentile rank between 0 and 1. Unlike BBWN which normalizes using min/max values, BBWP uses percentile ranking which is more robust to outliers.
## Historical Context