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/nvi/Nvi.md

@@ -1,5 +1,7 @@
 # NVI: Negative Volume Index
 
+> *Low volume suggests smart money is at work; high volume days are for the crowd.*
+
 | Property         | Value                            |
 | ---------------- | -------------------------------- |
 | **Category**     | Volume                        |
@@ -16,8 +18,6 @@
 - Requires `> 2` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
-> "Low volume suggests smart money is at work; high volume days are for the crowd." — Norman Fosback
-
 The Negative Volume Index tracks price changes exclusively on days when trading volume decreases compared to the previous day. The underlying theory: institutional investors—the "smart money"—prefer to accumulate or distribute positions during quiet, low-volume periods, while retail traders drive high-volume days with more emotional, less informed decisions.
 
 NVI essentially asks: "What are prices doing when the crowd isn't participating?" If NVI rises while volume falls, smart money may be quietly buying. If NVI falls on low volume, institutions might be exiting positions without attracting attention.