Add documentation links for various volatility indicators and channels

- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links.
- Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.

lib/trends_IIR/dema/dema.pine

@@ -4,7 +4,6 @@
 indicator("Double Exponential Moving Average (DEMA)", "DEMA", overlay=true)
 
 //@function Calculates DEMA using double exponential smoothing with compensator
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/dema.md
 //@param source Series to calculate DEMA from
 //@param period Lookback period for DEMA calculation
 //@param alpha Optional smoothing factor (overrides period if provided)

lib/trends_IIR/dsma/dsma.pine

@@ -4,7 +4,6 @@
 indicator("Deviation-Scaled Moving Average (DSMA)", "DSMA", overlay=true)
 
 //@function Calculates DSMA using standard deviation to scale the averaging factor
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/dsma.md
 //@param source Series to calculate DSMA from
 //@param period Length of the lookback period for both average and deviation calculation
 //@param scaleFactor Combined scaling/smoothing factor (0.01-0.9)

lib/trends_IIR/ema/ema.pine

@@ -4,7 +4,6 @@
 indicator("Exponential Moving Average (EMA)", "EMA", overlay=true)
 
 //@function Calculates EMA using exponential smoothing with compensator
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/ema.md
 //@param source Series to calculate EMA from
 //@param period Lookback period for EMA calculation
 //@param alpha Optional smoothing factor (overrides period if provided)

lib/trends_IIR/frama/frama.pine

@@ -3,13 +3,10 @@
 //@version=6
 indicator("Ehlers Fractal Adaptive Moving Average (FRAMA)", "FRAMA", overlay=true)
 
-// Ehlers FRAMA:
-// - N1/N2/N3 computed from High/Low ranges (NOT from src).
-// - Price being smoothed is HL2 ( (H+L)/2 ).
-// - alpha = exp(-4.6*(D-1)), clamped to [0.01, 1].
-// - Period forced to even, >= 2.
-// References match the classic Traders' Tips FRAMA definition.
-
+//@function Calculates Ehlers Fractal Adaptive Moving Average
+//@param period Lookback period (forced to even, >= 2)
+//@returns FRAMA value with fractal-adaptive smoothing
+//@optimized Uses fractal dimension for adaptive alpha with O(n) complexity per bar
 frama_strict(simple int period) =>
     int p  = math.max(2, period)
     int pe = (p % 2 == 0) ? p : (p + 1)

lib/trends_IIR/hema/hema.pine

@@ -1,6 +1,14 @@
+// The MIT License (MIT)
+// © mihakralj
 //@version=6
 indicator("HEMA (Exponential Hull Analog)", "HEMAx", overlay=true)
 
+//@function Calculates Hull Exponential Moving Average (EMA-domain HMA analog)
+//@param src Series to calculate HEMA from
+//@param N Period in half-life bars (>= 2)
+//@returns HEMA value with reduced lag
+//@optimized Uses cascaded EMA de-lag structure with O(1) complexity per bar
+
 // Half-life -> alpha (exponential definition)
 alphaFromHalfLife(float hl) =>
     hl := math.max(1.0, hl)

lib/trends_IIR/htit/htit.pine

@@ -4,7 +4,6 @@
 indicator("Hilbert Trendline (HTIT)", "HTIT", overlay=true)
 
 //@function Calculates the Hilbert Transform Instantaneous Trendline (HTIT)
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/htit.md
 //@param source Series to calculate HTIT from
 //@returns HTIT value using Hilbert Transform with adaptive period estimation
 //@optimized Uses Hilbert Transform quadrature components for O(1) complexity per bar

lib/trends_IIR/jma/jma.pine

@@ -4,7 +4,6 @@
 indicator("Jurik Moving Average", "JMA", overlay=true)
 
 //@function Spectrally correct JMA (decompiled-style, Kositsin/AmiBroker port)
-//@doc     Follows 10-bar local deviation + 128-sample volatility distribution
 //@param   source Series to calculate JMA from
 //@param   period Number of bars used in the calculation (>= 1)
 //@param   phase  Phase shift (-100 to 100). Negative = smoother, positive = more leading

lib/trends_IIR/kama/kama.pine

@@ -4,7 +4,6 @@
 indicator("Kaufman's Adaptive Moving Average (KAMA)", "KAMA", overlay=true)
 
 //@function Calculates KAMA using adaptive smoothing based on market volatility
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/kama.md
 //@param source Series to calculate KAMA from
 //@param period Length of the efficiency ratio lookback period
 //@param fast_alpha Fastest EMA constant (2/(2+1))

lib/trends_IIR/mama/mama.pine

@@ -4,7 +4,6 @@
 indicator("MESA Adaptive Moving Average (MAMA)", "MAMA", overlay=true)
 
 //@function Calculates MAMA and FAMA using Ehlers' MESA adaptive algorithm
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/mama.md
 //@param source Series to calculate MAMA from
 //@param fastLimit Maximum rate of adaptation (0.5 typical)
 //@param slowLimit Minimum rate of adaptation (0.05 typical)

lib/trends_IIR/mgdi/mgdi.pine

@@ -4,7 +4,6 @@
 indicator("McGinley Dynamic Indicator (MGDI)", "MGDI", overlay=true)
 
 //@function Calculates MGDI using dynamic factor based on price movement
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/mgdi.md
 //@param source Series to calculate MGDI from
 //@param period Lookback period for initial SMA value
 //@param factor McGinley factor (default 0.6)

lib/trends_IIR/qema/qema.pine

@@ -3,6 +3,12 @@
 //@version=6
 indicator("QEMA (OptA, progressive α, period-only)", "QEMA OptA", overlay=true)
 
+//@function Calculates Quad EMA with progressive alphas and Option A zero-lag weights
+//@param srcIn Series to calculate QEMA from
+//@param period Lookback period for alpha calculation (>= 1)
+//@returns QEMA value with minimized DC lag
+//@optimized Uses 4-stage cascaded EMA with optimal weights, O(1) complexity per bar
+
 // ---------- Inputs ----------
 i_period = input.int(15, "Period", minval=1)
 i_source = input.source(close, "Source")

lib/trends_IIR/rma/rma.pine

@@ -4,7 +4,6 @@
 indicator("Wilder's Moving Average (RMA)", "RMA", overlay=true)
 
 //@function Calculates Welles Wilder's Relative Moving Average (RMA/SMMA)
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/rma.md
 //@param source Series to calculate RMA from
 //@param period Smoothing period
 //@returns RMA value from first bar with proper compensation for early values

lib/trends_IIR/t3/t3.pine

@@ -4,7 +4,6 @@
 indicator("Tillson T3 Moving Average (T3)", "T3", overlay=true)
 
 //@function Calculates T3 using six EMAs with volume factor optimization
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/t3.md
 //@param source Series to calculate T3 from
 //@param period Smoothing period
 //@param v Volume factor controlling smoothing (default 0.7)

lib/trends_IIR/tema/tema.pine

@@ -4,7 +4,6 @@
 indicator("Triple Exponential Moving Average (TEMA)", "TEMA", overlay=true)
 
 //@function Calculates TEMA using triple exponential smoothing with compensator
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/tema.md
 //@param source Series to calculate TEMA from
 //@param period Lookback period for TEMA calculation
 //@param alpha Optional smoothing factor (overrides period if provided)

lib/trends_IIR/zldema/zldema.pine

@@ -4,7 +4,6 @@
 indicator("Zero-Lag Double EMA (ZLDEMA)", "ZLDEMA", overlay=true)
 
 //@function Calculates ZLDEMA using zero-lag price and double exponential smoothing with compensator
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/zldema.md
 //@param source Series to calculate ZLDEMA from
 //@param period Smoothing period
 //@param alpha Optional smoothing factor (overrides period if provided)

lib/trends_IIR/zlema/zlema.pine

@@ -4,7 +4,6 @@
 indicator("Zero-Lag EMA (ZLEMA)", "ZLEMA", overlay=true)
 
 //@function Calculates ZLEMA using zero-lag price and exponential smoothing with compensator
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/zlema.md
 //@param source Series to calculate ZLEMA from
 //@param period Smoothing period
 //@param alpha Optional smoothing factor (overrides period if provided)

lib/trends_IIR/zltema/zltema.pine

@@ -4,7 +4,6 @@
 indicator("Zero-Lag Triple EMA (ZLTEMA)", "ZLTEMA", overlay=true)
 
 //@function Calculates ZLTEMA using zero-lag price and triple exponential smoothing with compensator
-//@doc https://github.com/mihakralj/pinescript/blob/main/indicators/trends_IIR/zltema.md
 //@param source Series to calculate ZLTEMA from
 //@param period Smoothing period
 //@param alpha Optional smoothing factor (overrides period if provided)