Merge branch 'dev'

lib/trends_IIR/nma/Nma.md

@@ -14,9 +14,7 @@
 | **Signature**    | [nma_signature](nma_signature.md) |
 
 - NMA is an adaptive IIR filter whose smoothing ratio is derived from a volatility-weighted square-root kernel analysis of log-price movements over a...
-- Parameterized by `period`.
-- Output range: Tracks input.
-- Requires `period` bars of warmup before first valid output (IsHot = true).
+- **Similar:** [KAMA](../kama/kama.md), [VIDYA](../vidya/vidya.md) | **Complementary:** Noise filters | **Trading note:** Noise-elimination MA; adapts to signal-to-noise ratio.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 NMA is an adaptive IIR filter whose smoothing ratio is derived from a volatility-weighted square-root kernel analysis of log-price movements over a lookback window. When volatility concentrates in recent bars, the ratio approaches 1.0 (fast tracking). When volatility is spread uniformly, the ratio approaches $1/\sqrt{N}$ (heavy smoothing). The square-root kernel $(\sqrt{i+1} - \sqrt{i})$ gives a concave-down weighting that gently emphasizes recency, while the log-price transformation normalizes for price level, making the adaptation scale-invariant.
@@ -206,4 +204,4 @@ NMA is a proprietary indicator from Sloman's *Ocean Theory*. No reference implem
 
 - Sloman, J. *Ocean Theory*. Pages 63-70. (Original NMA description.)
 - Kaufman, P.J. (2013). *Trading Systems and Methods*, 5th ed. Wiley. Chapter 7: Adaptive Moving Averages.
-- Chande, T.S. & Kroll, S. (1994). *The New Technical Trader*. Wiley. (Adaptive filter framework.)
+- Chande, T.S. & Kroll, S. (1994). *The New Technical Trader*. Wiley. (Adaptive filter framework.)