doc headers

lib/reversals/pivotdem/Pivotdem.Validation.Tests.cs

@@ -1,6 +1,4 @@
 
-using OoplesFinance.StockIndicators;
-using OoplesFinance.StockIndicators.Models;
 // PIVOTDEM Validation Tests - DeMark Pivot Points
 // Self-consistency validation across all API modes.
 //
@@ -242,23 +240,4 @@ public sealed class PivotdemValidationTests
         }
     }
 
-    [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 Pivotdem_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).CalculateDemarkPivotPoints();
-        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/pivotdem/Pivotdem.md

@@ -1,5 +1,22 @@
 # PIVOTDEM: DeMark Pivot Points
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Reversal                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | None                      |
+| **Outputs**      | Single series (PIVOTDEM)                       |
+| **Output range** | Varies (see docs)                     |
+| **Warmup**       | `2` bars                          |
+
+### TL;DR
+
+- DeMark Pivot Points calculate three horizontal support and resistance levels from the previous bar's open, 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.
+
 > "Most pivot formulas treat every bar the same. DeMark looked at the open-close relationship and asked: why would a bearish bar predict the same levels as a bullish one?"
 
 DeMark Pivot Points calculate three horizontal support and resistance levels from the previous bar's open, high, low, and close. The defining characteristic is a conditional intermediate value X that changes its weighting depending on whether the prior bar closed below, above, or equal to its open. Bearish bars weight the low; bullish bars weight the high; doji bars weight the close. Three levels (PP, R1, S1) emerge from this single conditional calculation. The only pivot variant that uses the open price.