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/hv/Hv.md

@@ -1,5 +1,7 @@
 # HV: Historical Volatility (Close-to-Close)
 
+> *The foundation of all volatility measures—simple, intuitive, and yet surprisingly informative when you understand what it's actually measuring.*
+
 | 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 foundation of all volatility measures—simple, intuitive, and yet surprisingly informative when you understand what it's actually measuring."
-
 Historical Volatility (HV), also known as close-to-close volatility or realized volatility, is the classical measure of price volatility using the standard deviation of logarithmic returns. First formalized in the early 20th century and central to the Black-Scholes option pricing model, HV remains the benchmark against which all other volatility estimators are compared. This implementation uses population standard deviation with a rolling window and optional annualization.
 
 ## Historical Context