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Miha Kralj 33d20f2a18 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

2026-03-11 20:21:52 -07:00

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Core

Price transforms and fundamental building blocks. These indicators compute derived prices from OHLCV bars and serve as inputs to higher-order indicators.

Indicators

Indicator	Full Name	Description
AVGPRICE	Average Price	(O+H+L+C) * 0.25 via FMA
MEDPRICE	Median Price	(H+L) * 0.5
MIDPOINT	Rolling Midpoint	(Max+Min) * 0.5 over lookback window
MIDPRICE	Mid Price	(Highest High + Lowest Low) * 0.5
MIDBODY	Open-Close Average	(O+C) * 0.5
TYPPRICE	Typical Price	(H+L+C) * OneThird via FMA
HA	Heikin-Ashi	Modified OHLC candles. Smoothed trend visualization. Output is TBar.
WCLPRICE	Weighted Close Price	(H+L+2C) * 0.25 via FMA

Architecture

All Core indicators share common traits:

Zero allocation in Update hot path
FMA optimization where applicable (Avgprice, Typprice, Wclprice)
Multiplication over division (0.25 instead of /4, OneThird instead of /3)
NaN/Infinity guard via last-valid-value substitution
Bar correction via isNew rollback pattern
Dual API with stateful Update + stateless static Calculate
SIMD batch via ReadOnlySpan<double> / Span<double> overloads

TBar-Based vs TValue-Based

Type	Indicators	Input
TBar	AVGPRICE, MEDPRICE, MIDPRICE, MIDBODY, TYPPRICE, WCLPRICE	OHLCV bars
TValue	MIDPOINT	Single value series

1.6 KiB Raw Blame History

Core

Indicators

Architecture

TBar-Based vs TValue-Based

1.6 KiB

Raw Blame History