doc headers

lib/volume/vf/Vf.md

@@ -1,5 +1,22 @@
 # VF: Volume Force
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Volume                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period` (default 14)                      |
+| **Outputs**      | Single series (Vf)                       |
+| **Output range** | Unbounded                     |
+| **Warmup**       | `> period` bars                          |
+
+### TL;DR
+
+- Volume Force (VF) quantifies the strength of volume behind price movements by multiplying price change by volume and applying EMA smoothing with wa...
+- Parameterized by `period` (default 14).
+- Output range: Unbounded.
+- Requires `> period` bars of warmup before first valid output (IsHot = true).
+- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
+
 > "Price without volume is like a punch without body weight behind it—VF measures the momentum of conviction." — Anonymous Quant
 
 Volume Force (VF) quantifies the strength of volume behind price movements by multiplying price change by volume and applying EMA smoothing with warmup compensation. The result is a momentum-style oscillator that distinguishes between genuine volume-backed moves and hollow price action.
@@ -280,4 +297,4 @@ VF occupies a middle ground: more responsive than OBV/CMF (not cumulative), smoo
 - Elder, A. (1993). "Trading for a Living." John Wiley & Sons.
 - Ehlers, J. (2001). "Rocket Science for Traders." John Wiley & Sons.
 - Murphy, J. (1999). "Technical Analysis of the Financial Markets." New York Institute of Finance.
-- TradingView. "PineScript Volume Force." Community Reference.
+- TradingView. "PineScript Volume Force." Community Reference.