doc headers

lib/reversals/pivotcam/Pivotcam.Validation.Tests.cs

@@ -1,6 +1,4 @@
 
-using OoplesFinance.StockIndicators;
-using OoplesFinance.StockIndicators.Models;
 // PIVOTCAM Validation Tests - Camarilla Pivot Points
 // Self-consistency validation across all API modes.
 //
@@ -275,23 +273,4 @@ public sealed class PivotcamValidationTests
         }
     }
 
-    [Fact(Skip = "Ooples pivot indicators group by calendar day — 500×1-min bars yields ~3 daily pivots. Requires daily OHLCV input; not comparable with intraday GBM data.")]
-    public void Pivotcam_MatchesOoples_Structural()
-    {
-        var gbm = new GBM(startPrice: 100.0, mu: 0.02, sigma: 0.15, seed: 42);
-        var bars = gbm.Fetch(500, DateTime.UtcNow.Ticks, TimeSpan.FromMinutes(1));
-        var ooplesData = bars.Select(b => new TickerData
-        {
-            Date = new DateTime(b.Time, DateTimeKind.Utc),
-            Open = b.Open,
-            High = b.High,
-            Low = b.Low,
-            Close = b.Close,
-            Volume = b.Volume
-        }).ToList();
-        var result = new StockData(ooplesData).CalculateCamarillaPivotPoints();
-        var values = result.OutputValues.Values.First();
-        int finiteCount = values.Count(v => double.IsFinite(v));
-        Assert.True(finiteCount > 100, $"Expected >100 finite values, got {finiteCount}");
-    }
 }

lib/reversals/pivotcam/Pivotcam.md

@@ -1,5 +1,22 @@
 # PIVOTCAM: Camarilla Pivot Points
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Reversal                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | None                      |
+| **Outputs**      | Single series (PIVOTCAM)                       |
+| **Output range** | Varies (see docs)                     |
+| **Warmup**       | `2` bars                          |
+
+### TL;DR
+
+- Camarilla Pivot Points calculate nine horizontal support and resistance levels from the previous bar's high, low, and close.
+- No configurable parameters; computation is stateless per bar.
+- Output range: Varies (see docs).
+- Requires `2` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "The Camarilla trader does not care where the market opens. The trader cares how far price strays from yesterday's close, and whether it returns."
 
 Camarilla Pivot Points calculate nine horizontal support and resistance levels from the previous bar's high, low, and close. Unlike classic floor trader pivots that radiate from the PP midpoint, Camarilla levels radiate symmetrically from the previous close using fixed fractions of the prior range. The R3/S3 levels serve as the primary mean-reversion zone; breakouts beyond R4/S4 signal trend continuation. Developed by Nick Scott in 1989 using bond market data, the equation was originally distributed as a shareware Excel plugin.