doc headers

lib/volume/vwma/Vwma.md

@@ -1,5 +1,22 @@
 # VWMA: Volume Weighted Moving Average
 
+| Property         | Value                            |
+| ---------------- | -------------------------------- |
+| **Category**     | Volume                        |
+| **Inputs**       | OHLCV bar (TBar)                          |
+| **Parameters**   | `period` (default 20)                      |
+| **Outputs**      | Single series (VWMA)                       |
+| **Output range** | Unbounded                     |
+| **Warmup**       | `> period` bars                          |
+
+### TL;DR
+
+- VWMA (Volume Weighted Moving Average) calculates a moving average where each price is weighted by its corresponding volume over a specified lookbac...
+- 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.
+
 > "VWMA reveals where the smart money traded—not just where price went, but where conviction backed the moves."
 
 VWMA (Volume Weighted Moving Average) calculates a moving average where each price is weighted by its corresponding volume over a specified lookback period. Unlike VWAP which accumulates from a reset point, VWMA uses a sliding window that continuously drops old values, making it a true moving average. Bars with higher volume contribute more to the average, surfacing price levels where institutional activity concentrated.
@@ -165,4 +182,4 @@ For batch calculation from scratch, SIMD can parallelize:
 
 - Arms, R. (1989). "Volume Cycles in the Stock Market." Equis International.
 - Achelis, S. (2000). "Technical Analysis from A to Z." McGraw-Hill.
-- TradingView. "Pine Script VWMA Reference." [tradingview.com](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.vwma)
+- TradingView. "Pine Script VWMA Reference." [tradingview.com](https://www.tradingview.com/pine-script-reference/v5/#fun_ta.vwma)