pine files

lib/volatility/adr/Adr.cs

@@ -6,18 +6,12 @@ namespace QuanTAlib;
 /// ADR: Average Daily Range
 /// </summary>
 /// <remarks>
-/// ADR measures the average price movement range over a specified period.
-/// Unlike ATR, ADR uses only the High-Low range without accounting for gaps.
+/// Smoothed average of High-Low ranges; simpler than ATR (no gap accounting).
+/// Supports SMA/EMA/WMA smoothing methods.
 ///
-/// Calculation:
-/// 1. Daily Range = High - Low
-/// 2. ADR = MA(Daily Range, period)
-///
-/// Supports three smoothing methods:
-/// - SMA (Simple Moving Average) - default
-/// - EMA (Exponential Moving Average)
-/// - WMA (Weighted Moving Average)
+/// Calculation: <c>ADR = MA(High - Low, period)</c>.
 /// </remarks>
+/// <seealso href="Adr.md">Detailed documentation</seealso>
 [SkipLocalsInit]
 public sealed class Adr : AbstractBase
 {

lib/volatility/atr/Atr.cs

@@ -6,17 +6,12 @@ namespace QuanTAlib;
 /// ATR: Average True Range
 /// </summary>
 /// <remarks>
-/// ATR measures the volatility of an asset.
-/// It is the moving average (typically RMA/Wilder's) of the True Range.
+/// Wilder's volatility measure using RMA-smoothed True Range.
+/// Accounts for gaps via max of H-L, |H-PrevClose|, |L-PrevClose|.
 ///
-/// Calculation:
-/// 1. True Range (TR) = Max(High - Low, |High - PrevClose|, |Low - PrevClose|)
-///    - For the first bar, TR = High - Low
-/// 2. ATR = RMA(TR)
-///
-/// Sources:
-/// "New Concepts in Technical Trading Systems" by J. Welles Wilder
+/// Calculation: <c>ATR = RMA(TR, period)</c>.
 /// </remarks>
+/// <seealso href="Atr.md">Detailed documentation</seealso>
 [SkipLocalsInit]
 public sealed class Atr : AbstractBase
 {

lib/volatility/atrn/Atrn.cs

@@ -7,18 +7,12 @@ namespace QuanTAlib;
 /// ATRN: Average True Range Normalized
 /// </summary>
 /// <remarks>
-/// ATRN normalizes the ATR to a [0,1] range using min-max scaling over a lookback window.
-/// This makes volatility comparable across different price scales and time periods.
+/// ATR normalized to [0,1] via min-max scaling over 10×period lookback.
+/// Enables cross-asset volatility comparison regardless of price scale.
 ///
-/// Calculation:
-/// 1. Calculate ATR using RMA smoothing
-/// 2. Find min/max ATR over lookback window (10 * period)
-/// 3. Normalize: (ATR - minATR) / (maxATR - minATR)
-/// 4. If maxATR equals minATR, return 0.5
-///
-/// Sources:
-/// Derived from ATR by J. Welles Wilder, normalized for cross-asset comparison.
+/// Calculation: <c>ATRN = (ATR - minATR) / (maxATR - minATR)</c>.
 /// </remarks>
+/// <seealso href="Atrn.md">Detailed documentation</seealso>
 [SkipLocalsInit]
 public sealed class Atrn : AbstractBase
 {

lib/volatility/atrp/Atrp.cs

@@ -7,23 +7,12 @@ namespace QuanTAlib;
 /// ATRP: Average True Range Percent
 /// </summary>
 /// <remarks>
-/// ATRP normalizes ATR as a percentage of the closing price, enabling volatility
-/// comparison across different assets regardless of their price levels.
+/// ATR as percentage of closing price for cross-asset volatility comparison.
+/// Higher values indicate greater relative volatility; typical range 0-10%.
 ///
-/// Calculation:
-/// 1. True Range (TR) = Max(High - Low, |High - PrevClose|, |Low - PrevClose|)
-///    - For the first bar, TR = High - Low
-/// 2. ATR = RMA(TR, Period) with warmup compensation
-/// 3. ATRP = (ATR / Close) × 100
-///
-/// Key characteristics:
-/// - Normalized volatility allows cross-asset comparison
-/// - Higher ATRP indicates higher relative volatility
-/// - Typical values range from 0 to 10+ depending on asset class
-///
-/// Sources:
-/// Derived from ATR by J. Welles Wilder, expressed as percentage.
+/// Calculation: <c>ATRP = (ATR / Close) × 100</c>.
 /// </remarks>
+/// <seealso href="Atrp.md">Detailed documentation</seealso>
 [SkipLocalsInit]
 public sealed class Atrp : AbstractBase
 {