doc headers

lib/trends_IIR/frama/Frama.md

@@ -1,5 +1,22 @@
 # FRAMA: Ehlers Fractal Adaptive Moving Average
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Trend (IIR MA)                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period`                      |
+| **Outputs**      | Single series (Frama)                       |
+| **Output range** | Tracks input                     |
+| **Warmup**       | `pe` bars                          |
+
+### TL;DR
+
+- FRAMA is John Ehlers' fractal adaptive moving average.
+- Parameterized by `period`.
+- Output range: Tracks input.
+- Requires `pe` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "Markets do not move at one speed. FRAMA listens to the roughness and adjusts the filter."
 
 FRAMA is John Ehlers' fractal adaptive moving average. It estimates a fractal dimension from high and low ranges, then converts that dimension into a dynamic EMA alpha. The result is a moving average that tightens in trends and relaxes in noise.
@@ -207,4 +224,4 @@ This approach is simple and cache-friendly for typical periods (10-50). Monotoni
 1. **Period parity**: The algorithm requires even `N`. Odd values are rounded up.
 2. **Warmup**: Outputs are `NaN` until `N` bars are available.
 3. **Range source**: FRAMA uses High and Low ranges. Feeding Close-only data collapses the ranges.
-4. **Bar correction**: Use `isNew=false` for corrections so the last bar is recomputed safely.
+4. **Bar correction**: Use `isNew=false` for corrections so the last bar is recomputed safely.