Merge branch 'dev'

lib/dynamics/ht_trendmode/HtTrendmode.md

@@ -14,8 +14,6 @@
 
 - The Hilbert Transform Trend Mode indicator is a binary regime classifier that determines whether price action is dominated by trending behavior (ou...
 - No configurable parameters; computation is stateless per bar.
-- Output range: $0$ to $1$.
-- Requires `LOOKBACK` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Hilbert Transform Trend Mode indicator is a binary regime classifier that determines whether price action is dominated by trending behavior (output = 1) or cyclical/mean-reverting behavior (output = 0). It uses the full Ehlers Hilbert Transform pipeline — 4-bar WMA smoothing, Hilbert FIR filters, homodyne discriminator for period estimation, DC phase extraction, and SineWave indicators — then applies four decision criteria to classify the current regime. The implementation follows TA-Lib's Ehlers-faithful algorithm from the February 2002 publication. Output is discrete {0, 1}, making it a direct strategy selector: deploy trend-following logic when mode = 1, and mean-reversion logic when mode = 0.
@@ -152,4 +150,4 @@ The recursive EMA smoothing of the period estimate blocks full vectorization.
 - Ehlers, J.F. — "The Instantaneous Trendline" (February 2002)
 - Ehlers, J.F. — *MESA and Trading Market Cycles* (John Wiley & Sons, 2002)
 - Ehlers, J.F. — *Rocket Science for Traders* (John Wiley & Sons, 2001)
-- PineScript reference: `ht_trendmode.pine` in indicator directory
+- PineScript reference: `ht_trendmode.pine` in indicator directory