doc headers

lib/volatility/atrn/Atrn.md

@@ -1,5 +1,22 @@
 # ATRN: Average True Range Normalized
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Volatility                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period`                      |
+| **Outputs**      | Single series (Atrn)                       |
+| **Output range** | $\geq 0$                     |
+| **Warmup**       | 1 bar                          |
+
+### TL;DR
+
+- ATRN transforms the absolute ATR into a relative measure by normalizing it to a [0,1] scale using min-max scaling over a lookback window.
+- Parameterized by `period`.
+- Output range: $\geq 0$.
+- Requires 1 bar of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "Context is everything. A \$5 ATR means nothing until you know the \$5 ATR from last month was \$2."
 
 ATRN transforms the absolute ATR into a relative measure by normalizing it to a [0,1] scale using min-max scaling over a lookback window. This answers the question: "Is current volatility high or low *compared to recent history*?"
@@ -135,4 +152,4 @@ ATRN is a QuanTAlib-specific indicator. Validation confirms:
 
 3. **Regime Detection**: Use ATRN thresholds to switch between mean-reversion (low ATRN) and trend-following (high ATRN) strategies.
 
-4. **Volatility Breakout**: Look for moves from ATRN < 0.2 to ATRN > 0.5 as potential breakout confirmation.
+4. **Volatility Breakout**: Look for moves from ATRN < 0.2 to ATRN > 0.5 as potential breakout confirmation.