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
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
+2 -2
View File
@@ -1,5 +1,7 @@
# CVI: Chaikin's Volatility
> *Volatility expansion precedes major moves—when the trading range starts widening, pay attention.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volatility |
@@ -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.
> "Volatility expansion precedes major moves—when the trading range starts widening, pay attention."
Chaikin's Volatility (CVI) measures the rate of change of the EMA-smoothed high-low trading range. Unlike traditional volatility measures that focus on returns, CVI directly tracks the expansion and contraction of price ranges over time. A positive CVI indicates expanding volatility (wider trading ranges), while a negative CVI signals contracting volatility (narrower ranges). This makes CVI particularly useful for identifying breakout conditions and market transitions.
## Historical Context