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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/volume/pvt/Pvt.md
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@@ -1,5 +1,7 @@
# PVT: Price Volume Trend
> *Volume tells you about the intensity of price moves, but PVT tells you what volume is actually accomplishing.*
| 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.
> "Volume tells you about the intensity of price moves, but PVT tells you what volume is actually accomplishing." — Unknown
Price Volume Trend refines the OBV concept by weighting volume according to the percentage price change rather than using an all-or-nothing approach. Where OBV assigns the entire bar's volume to either buyers or sellers, PVT scales the volume contribution by the relative price movement—a 1% move adds only 1% of volume to the running total.
This proportional weighting makes PVT more sensitive to the magnitude of price changes, not just their direction. A large price move with moderate volume registers more strongly than a tiny price move with massive volume—aligning the indicator more closely with price momentum.