doc headers

lib/trends_IIR/htit/Htit.md

@@ -1,5 +1,22 @@
 # HTIT: Ehlers Hilbert Transform Instantaneous Trend (also known as HT_TRENDLINE)
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Trend (IIR MA)                        |
+| **Inputs**       | Source (close)                          |
+| **Parameters**   | None                      |
+| **Outputs**      | Single series (HTIT)                       |
+| **Output range** | Tracks input                     |
+| **Warmup**       | `12` bars                          |
+
+### TL;DR
+
+- HTIT (Hilbert Transform Instantaneous Trend) is a trend-following indicator that doesn't rely on simple averaging.
+- No configurable parameters; computation is stateless per bar.
+- Output range: Tracks input.
+- Requires `12` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "John Ehlers brought rocket science to trading. Literally. HTIT uses signal processing to find the trend by removing the cycle. It's not smoothing; it's extraction."
 
 HTIT (Hilbert Transform Instantaneous Trend) is a trend-following indicator that doesn't rely on simple averaging. Instead, it uses the Hilbert Transform to measure the dominant cycle period of the market and then computes a trendline that filters out that specific cycle. It adapts to the market's rhythm rather than imposing a fixed period.
@@ -257,4 +274,4 @@ Uses `Math.Atan2` for proper quadrant handling in phase calculation, avoiding di
 1. **Warmup**: This indicator needs significant warmup (at least 12 bars, ideally 50+) for the feedback loops (period smoothing) to stabilize. Don't trust the first 50 bars.
 2. **Lag**: While it adapts, the trendline still lags because it's essentially a dynamic SMA. The advantage is that the period is optimal for the current market condition, not that it has zero lag.
 3. **Complexity**: Debugging this is a nightmare. Trust the math.
-4. **Ranging Markets**: In a pure range, the "trend" should be flat. HTIT handles this well because the cycle cancellation works best when the cycle is clear.
+4. **Ranging Markets**: In a pure range, the "trend" should be flat. HTIT handles this well because the cycle cancellation works best when the cycle is clear.