docs: remove C# Implementation Considerations sections, clean up temp scripts, reorganize test files

- Remove 'C# Implementation Considerations' sections from 34 indicator .md files
- Delete 29 temp PowerShell scripts (_fix_mojibake.ps1, _hex_scan.ps1, etc.)
- Move test files into tests/ subdirectories for consistent project structure
- Add trader-focused bullet points to indicator documentation

lib/volatility/atr/Atr.md

@@ -215,79 +215,6 @@ var atr14 = new Atr(source, 14);
 // ATR updates automatically when bars are added to source
 ```
 
-## C# Implementation Considerations
-
-### Delegation to RMA
-
-ATR delegates smoothing to an internal RMA instance:
-
-```csharp
-private readonly Rma _rma;
-```
-
-This reuses RMA's warmup compensation and state management logic.
-
-### State Management
-
-```csharp
-private TBar _prevBar;          // Previous bar for TR calculation
-private bool _isInitialized;    // First bar flag
-```
-
-The implementation tracks the previous bar to compute True Range gaps. The `_isInitialized` flag handles the first-bar edge case where no previous close exists.
-
-### True Range Calculation
-
-```csharp
-[MethodImpl(MethodImplOptions.AggressiveInlining)]
-public TValue Update(TBar input, bool isNew = true)
-{
-    double tr;
-    if (!_isInitialized)
-    {
-        tr = input.High - input.Low;  // First bar: H-L only
-    }
-    else
-    {
-        double hl = input.High - input.Low;
-        double hpc = Math.Abs(input.High - _prevBar.Close);
-        double lpc = Math.Abs(input.Low - _prevBar.Close);
-        tr = Math.Max(hl, Math.Max(hpc, lpc));
-    }
-    // ... RMA smoothing ...
-}
-```
-
-### Batch True Range Calculation
-
-For TBarSeries input, TR is calculated for all bars first, then passed to RMA:
-
-```csharp
-private static TSeries CalculateTrueRange(TBarSeries source)
-{
-    // First bar: H - L
-    v.Add(source[0].High - source[0].Low);
-    
-    // Subsequent bars: max of three components
-    for (int i = 1; i < source.Count; i++)
-    {
-        double hl = bar.High - bar.Low;
-        double hpc = Math.Abs(bar.High - prevBar.Close);
-        double lpc = Math.Abs(bar.Low - prevBar.Close);
-        v.Add(Math.Max(hl, Math.Max(hpc, lpc)));
-    }
-}
-```
-
-### Memory Layout
-
-| Component | Size | Purpose |
-| :-------- | ---: | :------ |
-| `_rma` (Rma) | ~40 bytes | RMA smoothing state |
-| `_prevBar` (TBar) | 48 bytes | Previous bar for gap calculation |
-| `_isInitialized` | 1 byte | First bar flag |
-| **Total per instance** | **~90 bytes** | No period-dependent allocations |
-
 ## References
 
 - Wilder, J. W. (1978). *New Concepts in Technical Trading Systems*. Trend Research. Chapter: Average True Range.

lib/volatility/bbw/Bbw.md

@@ -219,50 +219,6 @@ var bbw = new Bbw(source, period: 20, multiplier: 2.0);
 // BBW updates automatically when prices are added to source
 ```
 
-## C# Implementation Considerations
-
-### Delegation to SMA and StdDev
-
-BBW composes two internal indicators:
-
-```csharp
-private readonly Sma _sma;
-private readonly Stddev _stddev;
-private readonly double _mult;
-```
-
-This reuses existing SMA and StdDev implementations with their warmup and state management.
-
-### Core Calculation
-
-```csharp
-[MethodImpl(MethodImplOptions.AggressiveInlining)]
-public TValue Update(TValue input, bool isNew = true)
-{
-    _sma.Update(input, isNew);
-    _stddev.Update(input, isNew);
-    
-    double smaValue = _sma.Last.Value;
-    double stdValue = _stddev.Last.Value;
-    
-    // Guard against division by zero
-    double bbw = smaValue > 0 ? (2.0 * _mult * stdValue) / smaValue : 0.0;
-    
-    return new TValue(input.Time, bbw);
-}
-```
-
-### Memory Layout
-
-| Component | Size | Purpose |
-| :-------- | ---: | :------ |
-| `_sma` (Sma) | ~48 + N×8 bytes | SMA with circular buffer |
-| `_stddev` (Stddev) | ~48 + N×8 bytes | StdDev with circular buffer |
-| `_mult` | 8 bytes | Multiplier constant |
-| **Total per instance** | **~104 + 2N×8 bytes** | Period-dependent |
-
-For default N=20: approximately 424 bytes per instance.
-
 ## References
 
 - Bollinger, J. (2001). *Bollinger on Bollinger Bands*. McGraw-Hill. (Original Bollinger Band methodology)