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/volume/cmf/Cmf.md

@@ -1,5 +1,7 @@
 # CMF: Chaikin Money Flow
 
+> *Money flow tells you what the big players are doing. CMF tells you if they're winning.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Volume                        |
@@ -16,8 +18,6 @@
 - Requires `> period` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "Money flow tells you what the big players are doing. CMF tells you if they're winning." — Marc Chaikin
-
 Chaikin Money Flow (CMF) is the normalized cousin of the Accumulation/Distribution Line. While ADL is cumulative and unbounded, CMF oscillates between -1 and +1, measuring the persistence of buying or selling pressure over a rolling window.
 
 The genius of CMF is that it answers not just "Are they buying?" but "Have they been buying *consistently*?" A CMF reading of +0.25 means 25% more money flow went into accumulation than distribution over the lookback period.