doc headers

lib/trends_FIR/dwma/Dwma.md

@@ -1,5 +1,22 @@
 # DWMA: Double Weighted Moving Average
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Trend (FIR MA)                        |
+| **Inputs**       | Source (close)                          |
+| **Parameters**   | `period`                      |
+| **Outputs**      | Single series (Dwma)                       |
+| **Output range** | Tracks input                     |
+| **Warmup**       | `(period * 2) - 1` bars                          |
+
+### TL;DR
+
+- DWMA (Double Weighted Moving Average) is exactly what it says on the tin: a Weighted Moving Average of a Weighted Moving Average.
+- Parameterized by `period`.
+- Output range: Tracks input.
+- Requires `(period * 2) - 1` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "If one WMA is good, two must be better. DWMA is for when you want your signal so smooth it looks like it's been sanded, polished, and waxed."
 
 DWMA (Double Weighted Moving Average) is exactly what it says on the tin: a Weighted Moving Average of a Weighted Moving Average. Unlike DEMA, which tries to *remove* lag, DWMA accepts lag as the price of admission for superior noise reduction. It produces a curve that is incredibly smooth, ideal for identifying long-term trends without getting faked out by market chop.
@@ -209,4 +226,4 @@ protected override void Dispose(bool disposing)
 
 1. **Lag**: This indicator lags. A lot. Do not use it for entry signals on tight timeframes. Use it for trend filtering (e.g., "only buy if price > DWMA").
 2. **Warmup**: It takes roughly $2 \times N$ bars to produce valid data.
-3. **Confusion with DEMA**: DEMA = Fast, DWMA = Smooth. Do not mix them up.
+3. **Confusion with DEMA**: DEMA = Fast, DWMA = Smooth. Do not mix them up.