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/ccv/Ccv.md

@@ -1,5 +1,7 @@
 # CCV: Close-to-Close Volatility
 
+> *The simplest volatility measure is often the most robust—when all you have is closing prices, make the most of them.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Volatility                        |
@@ -16,8 +18,6 @@
 - Requires `period + 1` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "The simplest volatility measure is often the most robust—when all you have is closing prices, make the most of them."
-
 Close-to-Close Volatility (CCV) calculates the annualized standard deviation of logarithmic returns using only closing prices. This is the foundational volatility measure in quantitative finance, serving as a benchmark against which more sophisticated estimators are compared. The implementation supports three smoothing methods (SMA, EMA, WMA) and annualizes using the standard √252 factor for daily data.
 
 ## Historical Context