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
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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# VA: Volume Accumulation
> *Volume tells you who's winning the argument between bulls and bears—VA keeps a running tally of the score.*
| Property | Value |
| ---------------- | -------------------------------- |
| **Category** | Volume |
@@ -16,8 +18,6 @@
- Requires `> 1` bars of warmup before first valid output (IsHot = true).
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
> "Volume tells you who's winning the argument between bulls and bears—VA keeps a running tally of the score." — Anonymous Trader
Volume Accumulation (VA) measures the cumulative flow of volume weighted by where price closes relative to the bar's midpoint. When price closes above the midpoint, volume is considered buying pressure; when below, selling pressure. The cumulative sum reveals the net directional conviction of market participants over time.
Unlike the Accumulation/Distribution Line (ADL) which uses the full bar range, VA simplifies to the midpoint—a cleaner measure that's less sensitive to extreme wicks. This makes VA particularly useful in markets prone to liquidity spikes that create artificial range extensions.