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/rv/Rv.md

@@ -1,5 +1,7 @@
 # RV: Realized Volatility
 
+> *The sum of squared returns—a direct measure of how much the market actually moved, free from the assumptions embedded in standard deviation.*
+
 | 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.
 
-> "The sum of squared returns—a direct measure of how much the market actually moved, free from the assumptions embedded in standard deviation."
-
 Realized Volatility (RV) measures price volatility using the sum of squared logarithmic returns over a rolling window, then applying SMA smoothing for stability. Unlike traditional Historical Volatility (HV) which calculates standard deviation of returns, RV directly accumulates squared returns—the raw building blocks of variance—providing a more direct measure of realized price variation.
 
 ## Historical Context