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/volatility/jvolty/jvolty.pine

@@ -4,7 +4,6 @@
 indicator("Jurik Volatility", "Jvolty", overlay=false)
 
 //@function Jurik Volatility - extracted volatility component from JMA
-//@doc     Uses 10-bar local deviation + 128-sample trimmed mean distribution
 //@param   source Series to calculate Jvolty from
 //@param   period Number of bars used in the calculation (>= 1)
 //@returns Normalized volatility measure (1 = low volatility, logParam = high volatility)
@@ -139,4 +138,4 @@ jvolty_value = jvolty(i_source, i_period)
 
 // Plot
 plot(jvolty_value, "Jvolty", color=color.orange, linewidth=2)
-hline(1.0, "Min Volatility", color=color.gray, linestyle=hline.style_dotted)
+hline(1.0, "Min Volatility", color=color.gray, linestyle=hline.style_dotted)

lib/volatility/jvoltyn/jvoltyn.pine

@@ -1,9 +1,14 @@
-// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
-// © QuanTAlib - Normalized Jurik Volatility (JVOLTYN)
-
+// The MIT License (MIT)
+// © mihakralj
 //@version=6
 indicator("JVOLTYN - Normalized Jurik Volatility", shorttitle="JVOLTYN", overlay=false)
 
+//@function Calculates Normalized Jurik Volatility (0-100 scale)
+//@param period Number of bars used in the calculation (>= 2)
+//@param src Source series for volatility measurement
+//@returns Normalized volatility value (0 = low, 100 = high)
+//@optimized Uses adaptive bands with distribution-based normalization
+
 // Inputs
 period = input.int(14, "Period", minval=2)
 src = input.source(close, "Source")
@@ -120,4 +125,4 @@ hline(100, "Max Volatility", color=color.gray, linestyle=hline.style_dotted)
 bgcolor(jvoltyn < 25 ? color.new(color.green, 90) : 
         jvoltyn < 50 ? color.new(color.yellow, 90) :
         jvoltyn < 75 ? color.new(color.orange, 90) :
-        color.new(color.red, 90))
+        color.new(color.red, 90))

lib/volatility/rvi/rvi.pine

@@ -4,7 +4,6 @@
 indicator("Relative Volatility Index (RVI)", shorttitle="RVI", overlay=false)
 
 //@function Calculates the Relative Volatility Index (RVI).
-//@doc The logic of custom stddev and rma is now inlined within this function.
 //@param src The source series to calculate RVI from. Default is `close`.
 //@param stdevLength The lookback period for calculating the standard deviation of source prices. Default is 10.
 //@param rmaLength The lookback period for Wilder's smoothing (RMA) of the upward and downward standard deviations. Default is 14.

lib/volatility/tr/tr.pine

@@ -4,7 +4,7 @@
 indicator("True Range", "TR", overlay=false)
 
 //@function Calculates the True Range
-//@returns The True Range value for the current bar.
+//@returns True Range value for the current bar
 tr() =>
     float prevClose = nz(close[1], close)
     float tr1 = high - low

lib/volatility/vov/vov.pine

@@ -1,6 +1,6 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Volatility of Volatility (VOV)", shorttitle="VOV", format=format.price, precision=4, overlay=false)
 
 //@function Calculates the Volatility of Volatility (VOV) with embedded rolling standard deviation algorithms.

lib/volatility/vr/vr.pine

@@ -1,6 +1,6 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Volatility Ratio (VR)", shorttitle="VR", format=format.price, precision=2, overlay=false)
 
 //@function Calculates the Volatility Ratio (VR).
@@ -44,4 +44,4 @@ i_atrPeriod = input.int(14, title="ATR Period", minval=1, tooltip="The lookbook
 vrValue = vr(i_atrPeriod)
 
 // Plot
-plot(vrValue, title="VR", color=color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
+plot(vrValue, title="VR", color=color.yellow, linewidth=2)

lib/volatility/yzv/yzv.pine

@@ -1,13 +1,12 @@
 // The MIT License (MIT)
 // © mihakralj
-//@version=5
+//@version=6
 indicator("Yang-Zhang Volatility (YZV)", shorttitle="YZV", overlay=false)
 
-//@function Calculates Yang-Zhang Volatility (YZV).
-// YZV is a historical volatility measure that incorporates open, high, low, and close prices,
-// as well as overnight gaps. It uses a bias-corrected RMA for smoothing.
-// @param length The lookback period for smoothing the daily variance estimates. Must be > 0.
-// @returns float The Yang-Zhang Volatility value for the current bar.
+//@function Calculates Yang-Zhang Volatility (YZV)
+//@param length Lookback period for smoothing daily variance estimates (> 0)
+//@returns Yang-Zhang Volatility value for the current bar
+//@optimized Uses bias-corrected RMA with OHLC prices for O(1) complexity per bar
 yzv(int length) =>
     if length <= 0
         runtime.error("Length must be greater than 0 for YZV calculation.")
@@ -41,4 +40,4 @@ i_length = input.int(20, title="Length", minval=1, tooltip="The lookback period
 yzvValue = yzv(i_length)
 
 // Plot
-plot(yzvValue, title="YZV", color=color.new(color.yellow, 0, color=color.yellow, linewidth=2), linewidth=2)
+plot(yzvValue, title="YZV", color=color.yellow, linewidth=2)