Enhance validation tests for various indicators with external library comparisons

- Added detailed comments explaining the validation limitations for MMA and ZLEMA due to differences in algorithm implementations.
- Implemented validation tests for True Range against TALib and Tulip, ensuring directional agreement.
- Updated Ulcer Index validation to clarify differences in algorithmic approaches between QuanTAlib and Skender.
- Enhanced Ease of Movement tests to verify directional agreement with Tulip's EMV, noting differences in volume scaling.
- Expanded Klinger Volume Oscillator tests to validate against Skender and Tulip, focusing on directional agreement across multiple period configurations.
- Improved Negative Volume Index tests to compare percentage changes with Tulip, addressing differences in starting values.
- Updated Positive Volume Index tests to validate against Tulip, emphasizing percentage change comparisons.
- Enhanced Williams Accumulation/Distribution tests to verify directional agreement with Tulip, highlighting formula differences.

lib/trends_IIR/mma/Mma.Validation.Tests.cs

@@ -4,6 +4,13 @@ namespace QuanTAlib.Tests;
 
 public class MmaValidationTests
 {
+    // Note: External library validation is not feasible for MMA:
+    // - MMA (Modified Moving Average) is a QuanTAlib-specific algorithm that blends SMA with
+    //   a weighted deviation component: output = SMA + weightedSum * 6/(count*(count+1)).
+    // - Skender's GetSmma() / Tulip's wilders = Wilder's smoothing (SMMA), a completely different algorithm.
+    // - TALib, OoplesFinance: No equivalent MMA implementation.
+    // Validated against independent reference implementation in tests below.
+
     [Fact]
     public void Mma_Streaming_MatchesReference()
     {

lib/trends_IIR/zlema/Zlema.Validation.Tests.cs

@@ -4,6 +4,14 @@ namespace QuanTAlib.Tests;
 
 public class ZlemaValidationTests
 {
+    // Note: External library validation is not feasible for ZLEMA:
+    // - Tulip: Uses SMA-seeded EMA initialization, producing a persistent offset vs QuanTAlib's
+    //   debiased warmup (diff ~0.009% at bar 200, does not converge). Algorithm variant.
+    // - Skender.Stock.Indicators: Does not have a ZLEMA implementation.
+    // - TALib: Does not have a ZLEMA function.
+    // - OoplesFinance: Does not have a ZLEMA implementation.
+    // Validated against independent reference implementation in tests below.
+
     [Fact]
     public void Zlema_Streaming_MatchesReference()
     {