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/tvi/Tvi.md

@@ -1,5 +1,7 @@
 # TVI: Trade Volume Index
 
+> *The direction of money flow matters more than the magnitude of price change.*
+
 | 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.
 
-> "The direction of money flow matters more than the magnitude of price change." — William Blau
-
 Trade Volume Index refines the relationship between price and volume by introducing a threshold filter. Unlike OBV which responds to any price change, TVI only changes direction when price movement exceeds a minimum tick threshold. This "sticky direction" behavior filters out noise from insignificant price fluctuations, allowing the indicator to better capture genuine accumulation and distribution.
 
 The insight behind TVI is that small price movements within the bid-ask spread or normal market noise shouldn't flip the volume attribution. Only when buyers or sellers demonstrate enough conviction to move price beyond a meaningful threshold should the volume be credited to that side.