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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/vov/Vov.md
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# VOV: Volatility of Volatility
> *When markets become uncertain about their own uncertainty, that's when things get interesting.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volatility |
@@ -16,8 +18,6 @@
- Requires `volatilityPeriod + vovPeriod - 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "When markets become uncertain about their own uncertainty, that's when things get interesting."
Volatility of Volatility (VOV) measures the standard deviation of volatility itself, quantifying how much volatility fluctuates over time. While standard volatility tells you how much prices move, VOV tells you how stable or unstable that movement pattern is. High VOV indicates volatility is erratic and unpredictable; low VOV suggests volatility is relatively stable and consistent.
## Historical Context