doc headers

lib/volume/vwad/Vwad.md

@@ -1,5 +1,22 @@
 # VWAD: Volume Weighted Accumulation/Distribution
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Volume                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period` (default 20)                      |
+| **Outputs**      | Single series (VWAD)                       |
+| **Output range** | Unbounded                     |
+| **Warmup**       | `> period` bars                          |
+
+### TL;DR
+
+- Volume Weighted Accumulation/Distribution (VWAD) takes the classic ADL concept and asks a sharper question: not just "where did the close fall in t...
+- Parameterized by `period` (default 20).
+- 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.
+
 > "The market's memory isn't just about price—it's about who showed up with conviction."
 
 Volume Weighted Accumulation/Distribution (VWAD) takes the classic ADL concept and asks a sharper question: not just "where did the close fall in the range?" but "how significant was this bar's volume compared to recent activity?"
@@ -176,4 +193,4 @@ VWAD is a proprietary indicator. Validation is performed against the PineScript
 ## References
 
 - Chaikin, M. (1996). "Accumulation/Distribution Line." *Technical Analysis of Stocks & Commodities*.
-- QuanTAlib. "Volume Weighted Accumulation/Distribution." [PineScript Reference](https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwad.md)
+- QuanTAlib. "Volume Weighted Accumulation/Distribution." [PineScript Reference](https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwad.md)