Merge branch 'dev'

lib/volatility/vr/Vr.md

@@ -13,9 +13,7 @@
 | **PineScript**   | [vr.pine](vr.pine)                       |
 
 - Volatility Ratio (VR) measures the current bar's True Range relative to its Average True Range (ATR), providing a normalized indicator of short-ter...
-- Parameterized by `period` (default 14).
-- Output range: $\geq 0$.
-- Requires `period` bars of warmup before first valid output (IsHot = true).
+- **Similar:** [HV](../hv/hv.md), [ATR](../atr/atr.md) | **Complementary:** Volatility regimes | **Trading note:** Volatility Ratio; current vs historical for regime detection.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 Volatility Ratio (VR) measures the current bar's True Range relative to its Average True Range (ATR), providing a normalized indicator of short-term volatility expansion or contraction. Values above 1.0 indicate above-average volatility (potential breakouts), while values below 1.0 suggest below-average volatility (consolidation). This simple yet powerful ratio helps traders identify when markets are moving unusually, often preceding significant price moves.
@@ -285,4 +283,4 @@ The implementation uses:
 
 - Wilder, J. W. (1978). *New Concepts in Technical Trading Systems*. Trend Research.
 - Kaufman, P. J. (2013). *Trading Systems and Methods* (5th ed.). John Wiley & Sons.
-- Kirkpatrick, C. D., & Dahlquist, J. R. (2010). *Technical Analysis: The Complete Resource for Financial Market Technicians* (2nd ed.). FT Press.
+- Kirkpatrick, C. D., & Dahlquist, J. R. (2010). *Technical Analysis: The Complete Resource for Financial Market Technicians* (2nd ed.). FT Press.