docs: fix truncated intro bullets across indicators

151 indicator docs had their intro bullet cut off mid-word with '...'. Completed each with the first sentence of its own intro paragraph.

lib/channels/accbands/accbands.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [accbands.pine](accbands.pine)                       |
 
-- Acceleration Bands construct a volatility envelope using the intra-bar high-low range rather than close-to-close standard deviation, creating chann...
+- Acceleration Bands construct a volatility envelope using the intra-bar high-low range rather than close-to-close standard deviation, creating channels that accommodate the full price excursion of the underlying asset.
 - **Similar:** [BBands](../bbands/bbands.md), [KC](../kc/kc.md) | **Complementary:** ADX for trend strength | **Trading note:** Wider than Bollinger Bands; effective for breakout trading using high-low range volatility.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/apchannel/apchannel.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `⌈3/alpha⌉` bars (default 15)                          |
 | **PineScript**   | [apchannel.pine](apchannel.pine)                       |
 
-- APCHANNEL applies exponential smoothing independently to price highs and lows, creating a dynamic envelope that "remembers" significant extremes wh...
+- APCHANNEL applies exponential smoothing independently to price highs and lows, creating a dynamic envelope that "remembers" significant extremes while gradually fading their influence over time.
 - **Similar:** [RegChannel](../regchannel/regchannel.md) | **Complementary:** Volume for breakout confirmation | **Trading note:** Based on pivot points; useful for identifying median price paths and potential support/resistance.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/apz/apz.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [apz.pine](apz.pine)                       |
 
-- APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\...
+- APZ constructs a volatility-adaptive envelope using double-smoothed exponential moving averages with an aggressive smoothing factor derived from $\sqrt{\text{period}}$, making it significantly faster than standard EMA-based channels.
 - **Similar:** [BBands](../bbands/bbands.md), [KC](../kc/kc.md) | **Complementary:** RSI for overbought/oversold confirmation | **Trading note:** EMA-based deviation adapts faster than standard deviation bands; responsive to recent volatility changes.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/decaychannel/decaychannel.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [decaychannel.pine](decaychannel.pine)                       |
 
-- Decay Channel combines the absolute price boundaries of Donchian Channels with exponential decay toward the midpoint, creating an envelope that exp...
+- Decay Channel combines the absolute price boundaries of Donchian Channels with exponential decay toward the midpoint, creating an envelope that expands instantly on new volatility but contracts smoothly during consolidation.
 - **Similar:** [DC](../dc/dc.md), [PC](../pc/pc.md) | **Complementary:** Trend indicators like ADX | **Trading note:** Bands decay toward price when no new extremes form, reducing lag compared to traditional channels.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/fcb/fcb.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 2` bars                          |
 | **PineScript**   | [fcb.pine](fcb.pine)                       |
 
-- Fractal Chaos Bands filter raw price action through Bill Williams' fractal detection logic, tracking the highest confirmed fractal high and lowest ...
+- Fractal Chaos Bands filter raw price action through Bill Williams' fractal detection logic, tracking the highest confirmed fractal high and lowest confirmed fractal low over a lookback period.
 - **Similar:** [DC](../dc/dc.md), [PC](../pc/pc.md) | **Complementary:** Williams Fractals for additional confirmation | **Trading note:** Based on Bill Williams' fractal theory; bands update only on fractal pivots, creating a staircase pattern.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/jbands/jbands.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `⌈20 + 80 × period^0.36⌉` bars                          |
 | **PineScript**   | [Jbands.pine](Jbands.pine)                       |
 
-- JBANDS expose the internal adaptive envelope mechanism of the Jurik Moving Average (JMA), producing asymmetric bands that snap instantly to new pri...
+- JBANDS expose the internal adaptive envelope mechanism of the Jurik Moving Average (JMA), producing asymmetric bands that snap instantly to new price extremes and decay exponentially during consolidation.
 - **Similar:** [BBands](../bbands/bbands.md), [KC](../kc/kc.md) | **Complementary:** Momentum oscillators for reversal timing | **Trading note:** Uses JMA (Jurik Moving Average) as center line for smoother, lower-lag bands compared to standard Bollinger.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/regchannel/regchannel.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [regchannel.pine](regchannel.pine)                       |
 
-- Linear Regression Channel plots a best-fit line through price data over a specified period with parallel bands at a configurable standard deviation...
+- Linear Regression Channel plots a best-fit line through price data over a specified period with parallel bands at a configurable standard deviation of residuals.
 - **Similar:** [SDChannel](../sdchannel/sdchannel.md), [BBands](../bbands/bbands.md) | **Complementary:** R-squared for trend strength | **Trading note:** Linear regression channel; mean-reversion trades at band extremes.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/sdchannel/sdchannel.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [sdchannel.pine](sdchannel.pine)                       |
 
-- Standard Deviation Channel plots a linear regression line through price data with parallel bands at a specified number of standard deviations of re...
+- Standard Deviation Channel plots a linear regression line through price data with parallel bands at a specified number of standard deviations of residuals above and below.
 - **Similar:** [BBands](../bbands/bbands.md), [RegChannel](../regchannel/regchannel.md) | **Complementary:** LinReg slope for trend direction | **Trading note:** Standard deviation channel around linear regression; tighter than Bollinger for trending markets.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/starchannel/starchannel.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `Math.Max(period, effectiveAtrPeriod)` bars                          |
 | **PineScript**   | [starchannel.pine](starchannel.pine)                       |
 
-- Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple m...
+- Stoller Average Range Channel creates a volatility-adaptive price envelope using Average True Range (ATR) to determine band width around a simple moving average centerline.
 - **Similar:** [KC](../kc/kc.md), [ATRBands](../atrbands/atrbands.md) | **Complementary:** ADX for trend confirmation | **Trading note:** Stoller Average Range Channel; ATR-based bands around a moving average.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/stbands/stbands.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [stbands.pine](stbands.pine)                       |
 
-- Super Trend Bands provide ATR-based dynamic support and resistance levels with asymmetric ratchet logic: the upper band only tightens downward duri...
+- Super Trend Bands provide ATR-based dynamic support and resistance levels with asymmetric ratchet logic: the upper band only tightens downward during downtrends, and the lower band only tightens upward during uptrends.
 - **Similar:** [BBands](../bbands/bbands.md), [KC](../kc/kc.md) | **Complementary:** Volume for breakout validation | **Trading note:** Stoller bands use ATR multiplier instead of standard deviation.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/ttm_lrc/TtmLrc.md

@@ -11,7 +11,7 @@
 | **Output range** | Tracks input                     |
 | **Warmup**       | `period` bars                          |
 
-- TTM Linear Regression Channel plots a least-squares regression line through price data with dual standard deviation bands at $\pm 1\sigma$ and $\pm...
+- TTM Linear Regression Channel plots a least-squares regression line through price data with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 TTM Linear Regression Channel plots a least-squares regression line through price data with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$. Developed by John Carter as part of his TTM (Trade The Markets) indicator suite, it extends the standard regression channel by providing two band levels that create statistically meaningful trading zones. The algorithm is identical to REGCHANNEL/SDCHANNEL in its regression and residual computation, but uses a longer default period (100) and emits four bands instead of two.

lib/channels/ubands/ubands.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [ubands.pine](ubands.pine)                       |
 
-- Ehlers Ultimate Bands replace the conventional SMA foundation of Bollinger Bands with the Ultrasmooth Filter (USF), a 2-pole IIR filter with zero o...
+- Ehlers Ultimate Bands replace the conventional SMA foundation of Bollinger Bands with the Ultrasmooth Filter (USF), a 2-pole IIR filter with zero overshoot and minimal lag.
 - **Similar:** [BBands](../bbands/bbands.md), [SDChannel](../sdchannel/sdchannel.md) | **Complementary:** RSI for overbought/oversold | **Trading note:** Uncertainty bands; statistical confidence intervals around a moving average.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/uchannel/uchannel.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `Math.Max(strPeriod, centerPeriod)` bars                          |
 | **PineScript**   | [uchannel.pine](uchannel.pine)                       |
 
-- Ehlers Ultimate Channel applies the Ultrasmooth Filter (USF) twice: once to the close price for the centerline and once to True Range for band widt...
+- Ehlers Ultimate Channel applies the Ultrasmooth Filter (USF) twice: once to the close price for the centerline and once to True Range for band width, creating a channel where both the trend estimate and the volatility measure share the same low-lag, zero-overshoot filter characteristics.
 - **Similar:** [DC](../dc/dc.md), [PC](../pc/pc.md) | **Complementary:** Volume for breakout confirmation | **Trading note:** Upper/lower channel based on recent price extremes.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/vwapbands/vwapbands.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `2` bars                          |
 | **PineScript**   | [vwapbands.pine](vwapbands.pine)                       |
 
-- VWAP Bands extend the Volume Weighted Average Price with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$ levels, creating a five-l...
+- VWAP Bands extend the Volume Weighted Average Price with dual standard deviation bands at $\pm 1\sigma$ and $\pm 2\sigma$ levels, creating a five-line channel system anchored to volume-weighted fair value.
 - **Similar:** [VwapSD](../vwapsd/vwapsd.md), [BBands](../bbands/bbands.md) | **Complementary:** Volume profile | **Trading note:** VWAP with deviation bands; institutional benchmark for intraday fair value.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/channels/vwapsd/vwapsd.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `2` bars                          |
 | **PineScript**   | [vwapsd.pine](vwapsd.pine)                       |
 
-- VWAP with Standard Deviation Bands combines the Volume Weighted Average Price with a single configurable standard deviation band pair, providing a ...
+- VWAP with Standard Deviation Bands combines the Volume Weighted Average Price with a single configurable standard deviation band pair, providing a simpler alternative to VWAPBANDS (which uses dual $\pm 1\sigma$ and $\pm 2\sigma$ levels).
 - **Similar:** [VwapBands](../vwapbands/vwapbands.md), [BBands](../bbands/bbands.md) | **Complementary:** Cumulative volume delta | **Trading note:** VWAP standard deviation bands; 1σ/2σ/3σ levels used for institutional mean-reversion.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/core/midprice/Midprice.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [midprice.pine](midprice.pine)                       |
 
-- MIDPRICE computes the center of a rolling price channel by averaging the highest High and lowest Low over the past $N$ bars: $(\text{Highest}(H, N)...
+- MIDPRICE computes the center of a rolling price channel by averaging the highest High and lowest Low over the past $N$ bars: $(\text{Highest}(H, N) + \text{Lowest}(L, N)) \times 0.5$.
 - **Similar:** [MidPoint](../midpoint/Midpoint.md), [TypPrice](../typprice/typprice.md) | **Trading note:** (High+Low)/2; common price proxy for indicators avoiding close bias.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/cycles/ccor/Ccor.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [ccor.pine](ccor.pine)                       |
 
-- CCOR extracts cycle phase by computing Pearson correlation of a price window against cosine (Real) and negative-sine (Imaginary) reference waves of...
+- CCOR extracts cycle phase by computing Pearson correlation of a price window against cosine (Real) and negative-sine (Imaginary) reference waves of a presumed fixed period, converting the resulting phasor to an angle with a monotonic constraint, and classifying the market state as trending or cycling based on the angle rate of change.
 - **Similar:** [Ccyc](../ccyc/Ccyc.md), [CG](../cg/cg.md) | **Complementary:** Hilbert Transform for phase analysis | **Trading note:** Cycle correlation; detects dominant cycle period in price data.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/cycles/ccyc/Ccyc.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `7` bars                          |
 | **PineScript**   | [ccyc.pine](ccyc.pine)                       |
 
-- CCYC isolates the dominant cycle component from price data using a 2-pole high-pass IIR filter applied to a 4-tap FIR-smoothed input, producing an ...
+- CCYC isolates the dominant cycle component from price data using a 2-pole high-pass IIR filter applied to a 4-tap FIR-smoothed input, producing an oscillator that strips trend while preserving cyclical content with minimal lag.
 - **Similar:** [Ccor](../ccor/Ccor.md), [CG](../cg/cg.md) | **Complementary:** EBSW for trend/cycle mode | **Trading note:** Cyber Cycle; Ehlers' bandpass approach to isolate dominant market cycles.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/cycles/dsp/dsp.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `slowPeriod * 3` bars                          |
 | **PineScript**   | [dsp.pine](dsp.pine)                       |
 
-- DSP creates a zero-centered oscillator by subtracting a half-cycle EMA from a quarter-cycle EMA, isolating the dominant cyclical component of price...
+- DSP creates a zero-centered oscillator by subtracting a half-cycle EMA from a quarter-cycle EMA, isolating the dominant cyclical component of price while cancelling longer-term trends.
 - **Similar:** [SSFDSP](../ssfdsp/Ssfdsp.md), [Ccyc](../ccyc/Ccyc.md) | **Complementary:** ATR for volatility filter | **Trading note:** Digital Signal Processing filter; separates signal from noise in price data.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/cycles/ebsw/ebsw.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `Math.Max(hpLength, ssfLength) + 3` bars (default 43)                          |
 | **PineScript**   | [ebsw.pine](ebsw.pine)                       |
 
-- EBSW is a refined cycle oscillator that combines a high-pass filter (trend removal), a Super-Smoother filter (noise removal), and Automatic Gain Co...
+- EBSW is a refined cycle oscillator that combines a high-pass filter (trend removal), a Super-Smoother filter (noise removal), and Automatic Gain Control to produce a normalized $[-1, +1]$ output representing the current position within the dominant market cycle.
 - **Similar:** [HT_TrendMode](../../dynamics/ht_trendmode/HtTrendmode.md), [VHF](../../dynamics/vhf/Vhf.md) | **Complementary:** ADX for trend strength | **Trading note:** Even Better Sine Wave; classifies market as trending or cycling.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/cycles/homod/homod.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `maxPeriod * 2` bars (default 100)                          |
 | **PineScript**   | [homod.pine](homod.pine)                       |
 
-- HOMOD estimates the dominant cycle period of a market using homodyne mixing, a technique from radio engineering where a signal is multiplied by a d...
+- HOMOD estimates the dominant cycle period of a market using homodyne mixing, a technique from radio engineering where a signal is multiplied by a delayed copy of itself to expose the angular phase change between samples.
 - **Similar:** [HT_Phasor](../ht_phasor/HtPhasor.md), [HT_Sine](../ht_sine/HtSine.md) | **Complementary:** Cycle period for context | **Trading note:** Homodyne discriminator; Ehlers' phase detection for cycle turning points.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/cycles/ssfdsp/Ssfdsp.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `slowPeriod * 2` bars                          |
 | **PineScript**   | [ssfdsp.pine](ssfdsp.pine)                       |
 
-- SSFDSP isolates the dominant cycle by subtracting a half-cycle Super-Smoother from a quarter-cycle Super-Smoother, producing a zero-centered oscill...
+- SSFDSP isolates the dominant cycle by subtracting a half-cycle Super-Smoother from a quarter-cycle Super-Smoother, producing a zero-centered oscillator with superior noise rejection compared to the EMA-based DSP.
 - **Similar:** [DSP](../dsp/dsp.md), [SSF2](../../filters/ssf2/Ssf2.md) | **Complementary:** Roofing filter for preprocessing | **Trading note:** Super Smoother with DSP; combines Ehlers' smoothing with signal processing.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/adx/Adx.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period * 2` bars                          |
 | **PineScript**   | [adx.pine](adx.pine)                       |
 
-- The Average Directional Index is the industry-standard measure of trend strength, ignoring direction entirely to focus on the velocity of price exp...
+- The Average Directional Index is the industry-standard measure of trend strength, ignoring direction entirely to focus on the velocity of price expansion.
 - **Similar:** [ADXR](../adxr/Adxr.md), [DX](../dx/Dx.md) | **Complementary:** Moving averages for direction | **Trading note:** Wilder's trend strength gauge; >25 trending, <20 ranging. Does not indicate direction.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/adxr/Adxr.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `adx.WarmupPeriod + period - 1` bars                          |
 | **PineScript**   | [adxr.pine](adxr.pine)                       |
 
-- The Average Directional Movement Rating is a smoothed version of ADX that dampens short-term fluctuations in trend strength by averaging the curren...
+- The Average Directional Movement Rating is a smoothed version of ADX that dampens short-term fluctuations in trend strength by averaging the current ADX with a historical ADX value.
 - **Similar:** [ADX](../adx/Adx.md), [DX](../dx/Dx.md) | **Complementary:** Aroon for trend timing | **Trading note:** Smoothed ADX; slower but fewer false signals. Used in Wilder's Directional Movement System.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/alligator/Alligator.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `Math.Max(Math.Max(jawPeriod, teethPeriod), lipsPeriod)` bars                          |
 | **PineScript**   | [alligator.pine](alligator.pine)                       |
 
-- The Williams Alligator is a trend-following system that uses three Smoothed Moving Averages (SMMA/RMA) with different periods and forward display o...
+- The Williams Alligator is a trend-following system that uses three Smoothed Moving Averages (SMMA/RMA) with different periods and forward display offsets to visualize market phases.
 - **Similar:** [AMAT](../amat/Amat.md), [Ichimoku](../ichimoku/Ichimoku.md) | **Complementary:** Fractal indicator for entry signals | **Trading note:** Bill Williams' Alligator; three displaced SMAs (Jaw/Teeth/Lips) indicate trend state.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/amat/Amat.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `slowPeriod` bars                          |
 | **PineScript**   | [amat.pine](amat.pine)                       |
 
-- The Archer Moving Averages Trends indicator is a triple-confirmation trend identification system that uses dual EMAs to produce discrete directiona...
+- The Archer Moving Averages Trends indicator is a triple-confirmation trend identification system that uses dual EMAs to produce discrete directional signals (+1 bullish, -1 bearish, 0 neutral).
 - **Similar:** [Alligator](../alligator/Alligator.md), [Ichimoku](../ichimoku/Ichimoku.md) | **Complementary:** ADX for trend strength | **Trading note:** Archer Moving Average Trend; uses MA crossover zones to classify trend phases.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/aroon/Aroon.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [aroon.pine](aroon.pine)                       |
 
-- The Aroon indicator measures the temporal freshness of price extremes, answering not "how much did price move?" but "how long ago did it make a new...
+- The Aroon indicator measures the temporal freshness of price extremes, answering not "how much did price move?" but "how long ago did it make a new high or low?" Aroon Up tracks the recency of the highest high within the lookback window; Aroon Down tracks the recency of the lowest low.
 - **Similar:** [AroonOsc](../aroonosc/AroonOsc.md), [ADX](../adx/Adx.md) | **Complementary:** Volume for confirmation | **Trading note:** Aroon Up/Down measures time since highest high or lowest low; 100 = new high/low this period.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/dmx/Dmx.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [dmx.pine](dmx.pine)                       |
 
-- The DMX is Mark Jurik's modernized overhaul of Wilder's Directional Movement system, replacing the sluggish RMA smoothing with the Jurik Moving Ave...
+- The DMX is Mark Jurik's modernized overhaul of Wilder's Directional Movement system, replacing the sluggish RMA smoothing with the Jurik Moving Average (JMA) to achieve faster trend detection with superior noise rejection.
 - **Similar:** [ADX](../adx/Adx.md), [DX](../dx/Dx.md) | **Complementary:** +DI/-DI for direction | **Trading note:** Directional Movement extended; enhanced version of Wilder's DM system.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/ghla/Ghla.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [ghla.pine](ghla.pine)                       |
 
-- The Gann High-Low Activator (GHLA) is a trend-following stop/reversal indicator that alternates between the Simple Moving Average of Highs and the ...
+- The Gann High-Low Activator (GHLA) is a trend-following stop/reversal indicator that alternates between the Simple Moving Average of Highs and the Simple Moving Average of Lows based on a three-state crossover rule.
 - **Similar:** [Super](../super/Super.md), [SAR](../../reversals/sar/Sar.md) | **Complementary:** ATR for stop placement | **Trading note:** Gann High-Low Activator; trend-following stop based on prior period's median.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/ht_trendmode/HtTrendmode.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `LOOKBACK` bars                          |
 | **PineScript**   | [ht_trendmode.pine](ht_trendmode.pine)                       |
 
-- The Hilbert Transform Trend Mode indicator is a binary regime classifier that determines whether price action is dominated by trending behavior (ou...
+- 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).
 - No configurable parameters; computation is stateless per bar.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/ichimoku/Ichimoku.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `maxPeriod` bars                          |
 | **PineScript**   | [ichimoku.pine](ichimoku.pine)                       |
 
-- Ichimoku Kinko Hyo ("One Glance Equilibrium Chart") is a comprehensive trend-following system that provides five distinct components revealing tren...
+- Ichimoku Kinko Hyo ("One Glance Equilibrium Chart") is a comprehensive trend-following system that provides five distinct components revealing trend direction, momentum, support/resistance levels, and potential future price zones simultaneously.
 - **Similar:** [Alligator](../alligator/Alligator.md), [AMAT](../amat/Amat.md) | **Complementary:** Volume for cloud breakout confirmation | **Trading note:** Five-line system: Tenkan, Kijun, Senkou A/B, Chikou. Cloud defines support/resistance zones.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/impulse/Impulse.md

@@ -11,7 +11,7 @@
 | **Output range** | Varies (see docs)                     |
 | **Warmup**       | `Math.Max(emaPeriod, macdSlow) + macdSignal - 1` bars (default 34)                          |
 
-- The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as ...
+- The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as bullish (+1), bearish (-1), or neutral (0).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Elder Impulse System combines a 13-period EMA (trend inertia) with the MACD(12,26,9) histogram (momentum acceleration) to classify each bar as bullish (+1), bearish (-1), or neutral (0). Both EMA slope and histogram slope must agree for a directional signal; disagreement forces neutral. The system functions as a permission filter rather than a signal generator, requiring 34 bars warmup and running at O(1) per bar through composition of two child indicators.

lib/dynamics/pfe/Pfe.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 1` bars                          |
 | **PineScript**   | [pfe.pine](pfe.pine)                       |
 
-- Polarized Fractal Efficiency (PFE) quantifies trend strength by comparing the Euclidean distance a price series actually travels bar-to-bar against...
+- Polarized Fractal Efficiency (PFE) quantifies trend strength by comparing the Euclidean distance a price series actually travels bar-to-bar against the straight-line distance between the endpoints over the same window.
 - **Similar:** [ADX](../adx/Adx.md), [VHF](../vhf/Vhf.md) | **Complementary:** Moving average for trend direction | **Trading note:** Polarized Fractal Efficiency; measures how efficiently price travels. ±100 scale.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/qstick/Qstick.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [qstick.pine](qstick.pine)                       |
 
-- The Qstick indicator, developed by Tushar Chande, computes a moving average of the close-minus-open difference over a lookback period, quantifying ...
+- The Qstick indicator, developed by Tushar Chande, computes a moving average of the close-minus-open difference over a lookback period, quantifying whether bars are predominantly bullish or bearish.
 - **Similar:** [CMO](../../momentum/cmo/Cmo.md), [Impulse](../impulse/Impulse.md) | **Complementary:** Volume for confirmation | **Trading note:** Qstick averages (Close−Open); positive = buying pressure, negative = selling pressure.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/ravi/Ravi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `longPeriod` bars (default 65)                          |
 | **PineScript**   | [ravi.pine](ravi.pine)                       |
 
-- RAVI (Range Action Verification Index) measures trend strength by computing the absolute percentage divergence between a short-period SMA and a lon...
+- RAVI (Range Action Verification Index) measures trend strength by computing the absolute percentage divergence between a short-period SMA and a long-period SMA.
 - **Similar:** [ADX](../adx/Adx.md), [Chop](../chop/Chop.md) | **Complementary:** Moving average crossover for entries | **Trading note:** Range Action Verification Index; ratio of fast/slow MA difference to slow MA. Trend filter.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/super/Super.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `> period + 1` bars                          |
 | **PineScript**   | [super.pine](super.pine)                       |
 
-- SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close ...
+- SuperTrend is a trend-following overlay that uses ATR-scaled bands around the HL2 midpoint, switching between upper and lower bands based on close price breakouts.
 - **Similar:** [SAR](../../reversals/sar/Sar.md), [Ghla](../ghla/Ghla.md) | **Complementary:** ADX for trend strength | **Trading note:** SuperTrend; ATR-based trailing stop that flips direction. Popular in crypto and forex.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/ttm_squeeze/TtmSqueeze.md

@@ -11,7 +11,7 @@
 | **Output range** | Varies (see docs)                     |
 | **Warmup**       | `Math.Max(Math.Max(bbPeriod, kcPeriod), momPeriod)` bars                          |
 
-- John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside K...
+- John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside KC, a "squeeze" is on, signaling imminent breakout.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 John Carter's TTM Squeeze detects low-volatility compression by comparing Bollinger Band width against Keltner Channel width: when BB fits inside KC, a "squeeze" is on, signaling imminent breakout. The momentum component uses linear regression of price deviation from the Donchian midline to indicate direction. The indicator outputs a boolean squeeze state plus a continuous momentum histogram, requiring BB(20,2.0) and KC(20,1.5) as default parameters with a combined warmup of 20 bars.

lib/dynamics/vhf/Vhf.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 1` bars                          |
 | **PineScript**   | [vhf.pine](vhf.pine)                       |
 
-- VHF (Vertical Horizontal Filter) measures trend strength by dividing the price range over $N$ periods by the total absolute bar-to-bar path distanc...
+- VHF (Vertical Horizontal Filter) measures trend strength by dividing the price range over $N$ periods by the total absolute bar-to-bar path distance over the same window.
 - **Similar:** [ADX](../adx/Adx.md), [Chop](../chop/Chop.md) | **Complementary:** Moving averages for direction | **Trading note:** Vertical Horizontal Filter; ratio of price range to cumulative movement. High = trending.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/dynamics/vortex/Vortex.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [vortex.pine](vortex.pine)                       |
 
-- The Vortex Indicator measures upward and downward trend momentum by computing the ratio of positive and negative vortex movements to true range ove...
+- The Vortex Indicator measures upward and downward trend momentum by computing the ratio of positive and negative vortex movements to true range over a rolling window.
 - **Similar:** [ADX](../adx/Adx.md), [Aroon](../aroon/Aroon.md) | **Complementary:** Volume for confirmation | **Trading note:** VI+ and VI− oscillate around 1.0; crossovers signal trend changes. Inspired by Viktor Schauberger's vortex theory.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/maape/Maape.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [maape.pine](maape.pine)                       |
 
-- Mean Arctangent Absolute Percentage Error (MAAPE) transforms percentage errors through the arctangent function, naturally bounding the metric betwe...
+- Mean Arctangent Absolute Percentage Error (MAAPE) transforms percentage errors through the arctangent function, naturally bounding the metric between 0 and π/2.
 - **Similar:** [MAPE](../mape/Mape.md), [SMAPE](../smape/Smape.md) | **Trading note:** Mean Arctangent Absolute Percentage Error; bounded and symmetric, handles zero values unlike MAPE.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/mapd/Mapd.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [mapd.pine](mapd.pine)                       |
 
-- Mean Absolute Percentage Deviation (MAPD) measures the average absolute percentage difference between actual and predicted values, using the predic...
+- Mean Absolute Percentage Deviation (MAPD) measures the average absolute percentage difference between actual and predicted values, using the predicted value as the denominator.
 - **Similar:** [MAPE](../mape/Mape.md), [WMAPE](../wmape/Wmape.md) | **Trading note:** Mean Absolute Percentage Deviation; total absolute error divided by total actual values.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/mase/Mase.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 1` bars                          |
 | **PineScript**   | [mase.pine](mase.pine)                       |
 
-- Mean Absolute Scaled Error (MASE) normalizes forecast errors by the average error of a naive "random walk" forecast (using the previous value as th...
+- Mean Absolute Scaled Error (MASE) normalizes forecast errors by the average error of a naive "random walk" forecast (using the previous value as the prediction).
 - **Similar:** [MAE](../mae/Mae.md), [RAE](../rae/Rae.md) | **Trading note:** Mean Absolute Scaled Error; compares forecast to naïve random-walk baseline. <1 = better than naïve.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/rae/Rae.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [rae.pine](rae.pine)                       |
 
-- Relative Absolute Error (RAE) measures the total absolute error of predictions relative to the total absolute error of a simple baseline predictor ...
+- Relative Absolute Error (RAE) measures the total absolute error of predictions relative to the total absolute error of a simple baseline predictor that always predicts the mean of actual values.
 - **Similar:** [MASE](../mase/Mase.md), [MRAE](../mrae/Mrae.md) | **Trading note:** Relative Absolute Error; total absolute error relative to naïve model. <1 = outperforms naïve.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/rmse/Rmse.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [rmse.pine](rmse.pine)                       |
 
-- Root Mean Squared Error (RMSE) is the square root of MSE, providing an error metric in the same units as the original data while retaining sensitiv...
+- Root Mean Squared Error (RMSE) is the square root of MSE, providing an error metric in the same units as the original data while retaining sensitivity to large errors.
 - **Similar:** [MSE](../mse/Mse.md), [MAE](../mae/Mae.md) | **Trading note:** Root Mean Squared Error; same units as input, emphasizes large deviations. Most common accuracy metric.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/rse/Rse.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [rse.pine](rse.pine)                       |
 
-- Relative Squared Error (RSE) measures the total squared error of predictions relative to the total squared error of a simple baseline predictor tha...
+- Relative Squared Error (RSE) measures the total squared error of predictions relative to the total squared error of a simple baseline predictor that always predicts the mean.
 - **Similar:** [RMSE](../rmse/Rmse.md), [Rsquared](../rsquared/Rsquared.md) | **Trading note:** Relative Squared Error; normalized by variance of actuals. >1 = worse than mean prediction.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/smape/Smape.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [smape.pine](smape.pine)                       |
 
-- Symmetric Mean Absolute Percentage Error addresses a fundamental asymmetry in MAPE: the fact that over-predictions and under-predictions of the sam...
+- Symmetric Mean Absolute Percentage Error addresses a fundamental asymmetry in MAPE: the fact that over-predictions and under-predictions of the same magnitude receive different penalties.
 - **Similar:** [MAPE](../mape/Mape.md), [MAAPE](../maape/Maape.md) | **Trading note:** Symmetric MAPE; bounded 0–200%, handles zeros better than MAPE. Common in forecasting competitions.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/errors/wrmse/Wrmse.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [wrmse.pine](wrmse.pine)                       |
 
-- WRMSE extends the classic RMSE by incorporating weights for each observation, enabling analysts to emphasize critical data points such as recent ob...
+- WRMSE extends the classic RMSE by incorporating weights for each observation, enabling analysts to emphasize critical data points such as recent observations, high-volume periods, or specific market regimes.
 - **Similar:** [RMSE](../rmse/Rmse.md), [WMAPE](../wmape/Wmape.md) | **Trading note:** Weighted RMSE; emphasizes accuracy at specific points. Useful for time-decay weighting.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/alaguerre/ALaguerre.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [alaguerre.pine](alaguerre.pine)                       |
 | **Signature**    | [alaguerre_signature](alaguerre_signature.md) |
 
-- The Adaptive Laguerre Filter extends Ehlers' four-element all-pass cascade by replacing the fixed damping factor with a per-bar adaptive alpha deri...
+- The Adaptive Laguerre Filter extends Ehlers' four-element all-pass cascade by replacing the fixed damping factor with a per-bar adaptive alpha derived from tracking-error normalization.
 - **Similar:** [Laguerre](../laguerre/Laguerre.md), [SSF2](../ssf2/Ssf2.md) | **Complementary:** RSI for momentum | **Trading note:** Adaptive Laguerre filter by Ehlers; adjusts damping based on market conditions.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/baxterking/BaxterKing.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `2K+1` bars (default 25)         |
 | **PineScript**   | [baxterking.pine](baxterking.pine)                       |
 
-- The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncati...
+- The **Baxter-King Band-Pass Filter** is a symmetric finite impulse response (FIR) filter that approximates the ideal spectral band-pass by truncating the infinite sinc-like impulse response at lag $K$ and normalizing the weights to sum to zero.
 - **Similar:** [Cfitz](../cfitz/Cfitz.md), [BPF](../bpf/Bpf.md) | **Complementary:** Hilbert Transform for phase | **Trading note:** Baxter-King bandpass filter; isolates business cycle frequencies. Symmetric FIR.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/butter3/Butter3.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [butter3.pine](butter3.pine)                       |
 | **Signature**    | [butter3_signature](butter3_signature.md) |
 
-- The 3-Pole Butterworth Filter (BUTTER3) extends the classic Butterworth design to third order, providing -60 dB/decade rolloff compared to -40 dB/d...
+- The 3-Pole Butterworth Filter (BUTTER3) extends the classic Butterworth design to third order, providing -60 dB/decade rolloff compared to -40 dB/decade for the 2-pole variant.
 - **Similar:** [Butter2](../butter2/Butter2.md), [Elliptic](../elliptic/Elliptic.md) | **Complementary:** Phase analysis tools | **Trading note:** 3rd-order Butterworth; steeper rolloff than 2nd-order but more phase distortion.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/cfitz/Cfitz.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `2` bars                          |
 | **PineScript**   | [cfitz.pine](cfitz.pine)                       |
 
-- The **Christiano-Fitzgerald Band-Pass Filter** is an asymmetric full-sample filter that approximates the ideal spectral band-pass by using time-var...
+- The **Christiano-Fitzgerald Band-Pass Filter** is an asymmetric full-sample filter that approximates the ideal spectral band-pass by using time-varying weights that adapt to each bar's position in the sample.
 - **Similar:** [BaxterKing](../baxterking/BaxterKing.md), [HP](../hp/Hp.md) | **Complementary:** Trend indicators | **Trading note:** Christiano-Fitzgerald bandpass filter; asymmetric, optimal for finite samples.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/cheby1/Cheby1.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [cheby1.pine](cheby1.pine)                       |
 | **Signature**    | [cheby1_signature](cheby1_signature.md) |
 
-- The Chebyshev Type I filter minimizes the error between the idealized and the actual filter characteristic over the range of the passband, but with...
+- The Chebyshev Type I filter minimizes the error between the idealized and the actual filter characteristic over the range of the passband, but with ripples in the passband.
 - **Similar:** [Cheby2](../cheby2/Cheby2.md), [Elliptic](../elliptic/Elliptic.md) | **Complementary:** ATR for stop distance | **Trading note:** Chebyshev Type I; passband ripple for sharper transition. Steeper than Butterworth.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/lms/Lms.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `order + 1` bars                          |
 | **PineScript**   | [lms.pine](lms.pine)                       |
 
-- The **Least Mean Squares (LMS) Adaptive Filter** is the Widrow-Hoff adaptive FIR filter, the simplest and most widely deployed adaptive algorithm i...
+- The **Least Mean Squares (LMS) Adaptive Filter** is the Widrow-Hoff adaptive FIR filter, the simplest and most widely deployed adaptive algorithm in signal processing.
 - **Similar:** [RLS](../rls/Rls.md), [Kalman](../kalman/Kalman.md) | **Complementary:** Error metrics for convergence monitoring | **Trading note:** Least Mean Squares adaptive filter; tracks changing signal statistics. Low computational cost.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/rmed/Rmed.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [rmed.pine](rmed.pine)                       |
 | **Signature**    | [rmed_signature](rmed_signature.md) |
 
-- RMED applies exponential smoothing to a 5-bar running median, creating a nonlinear IIR filter that rejects impulsive spike noise while providing sm...
+- RMED applies exponential smoothing to a 5-bar running median, creating a nonlinear IIR filter that rejects impulsive spike noise while providing smooth recursive tracking.
 - **Similar:** [Bilateral](../bilateral/Bilateral.md), [Loess](../loess/Loess.md) | **Complementary:** ATR for volatility | **Trading note:** Running median filter; non-linear, completely removes impulse noise. Preserves edges.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/sgf/Sgf.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [sgf.pine](sgf.pine)                       |
 | **Signature**    | [sgf_signature](sgf_signature.md) |
 
-- SGF (Savitzky-Golay Filter) is a digital signal processing technique that smoothes data by fitting successive sub-sets of adjacent data points with...
+- SGF (Savitzky-Golay Filter) is a digital signal processing technique that smoothes data by fitting successive sub-sets of adjacent data points with a low-degree polynomial by the method of linear least squares.
 - **Similar:** [Loess](../loess/Loess.md), [NW](../nw/Nw.md) | **Complementary:** Polynomial order selection | **Trading note:** Savitzky-Golay filter; polynomial smoothing preserving higher moments. Good for derivative estimation.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/spbf/Spbf.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `max(longPeriod, rmsPeriod)` bars (default 60) |
 | **PineScript**   | [spbf.pine](spbf.pine)                       |
 
-- The **Super Passband Filter** is John Ehlers' wide-band bandpass constructed by differencing two z-transformed EMAs with Ehlers-style smoothing ($\...
+- The **Super Passband Filter** is John Ehlers' wide-band bandpass constructed by differencing two z-transformed EMAs with Ehlers-style smoothing ($\alpha = 5/N$).
 - **Similar:** [Bilateral](../bilateral/Bilateral.md), [RMed](../rmed/Rmed.md) | **Complementary:** ATR for volatility context | **Trading note:** Spectral bilateral filter; edge-preserving smoother in frequency domain.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/ssf3/Ssf3.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [ssf3.pine](ssf3.pine)                       |
 | **Signature**    | [ssf3_signature](ssf3_signature.md) |
 
-- The 3-Pole Super Smoother Filter (SSF3) extends Ehlers' Super Smoother concept to third order, providing -60 dB/decade rolloff compared to -40 dB/d...
+- The 3-Pole Super Smoother Filter (SSF3) extends Ehlers' Super Smoother concept to third order, providing -60 dB/decade rolloff compared to -40 dB/decade for the 2-pole variant (SSF2).
 - **Similar:** [SSF2](../ssf2/Ssf2.md), [Butter3](../butter3/Butter3.md) | **Complementary:** Cycle analysis | **Trading note:** Ehlers' 3-pole Super Smoother; even smoother than 2-pole but more lag.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/usf/Usf.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [usf.pine](usf.pine)                       |
 | **Signature**    | [usf_signature](usf_signature.md) |
 
-- The Ultimate Smoother Filter (USF) is a zero-lag smoothing filter introduced by John Ehlers in the April 2024 issue of *Technical Analysis of Stock...
+- The Ultimate Smoother Filter (USF) is a zero-lag smoothing filter introduced by John Ehlers in the April 2024 issue of *Technical Analysis of Stocks & Commodities*.
 - **Similar:** [SSF2](../ssf2/Ssf2.md), [Kalman](../kalman/Kalman.md) | **Complementary:** ATR for volatility | **Trading note:** Universal Smoothing Filter; combines multiple filter approaches adaptively.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/voss/Voss.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [voss.pine](voss.pine)                       |
 
-- The Voss Predictive Filter is a two-stage signal processing pipeline that extracts a dominant cycle from noisy price data and then predicts its fut...
+- The Voss Predictive Filter is a two-stage signal processing pipeline that extracts a dominant cycle from noisy price data and then predicts its future trajectory using negative group delay.
 - **Similar:** [BPF](../bpf/Bpf.md), [Roofing](../roofing/Roofing.md) | **Complementary:** Cycle period indicators | **Trading note:** Voss predictive filter; attempts to predict the next cycle value. Zero-lag by design.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/wavelet/Wavelet.md

@@ -14,7 +14,7 @@
 | **Signature**    | [wavelet_signature](wavelet_signature.md) |
 
 
-- The Wavelet Denoising Filter applies an *à trous* (with holes) Haar wavelet decomposition with soft thresholding to remove high-frequency noise fro...
+- The Wavelet Denoising Filter applies an *à trous* (with holes) Haar wavelet decomposition with soft thresholding to remove high-frequency noise from price series while preserving trend structure and edges.
 - **Similar:** [SGF](../sgf/Sgf.md), [Modf](../modf/Modf.md) | **Complementary:** Multi-timeframe analysis | **Trading note:** Wavelet denoising; multi-resolution analysis separates signal at different time scales.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/filters/wiener/Wiener.md

@@ -13,7 +13,7 @@
 | **PineScript**   | [wiener.pine](wiener.pine)                       |
 | **Signature**    | [wiener_signature](wiener_signature.md) |
 
-- The Wiener Filter is an optimal linear filter that attempts to minimize the mean square error between the estimated random process and the desired ...
+- The Wiener Filter is an optimal linear filter that attempts to minimize the mean square error between the estimated random process and the desired process.
 - **Similar:** [Kalman](../kalman/Kalman.md), [RLS](../rls/Rls.md) | **Complementary:** Noise estimation | **Trading note:** Wiener filter; optimal linear filter minimizing MSE. Assumes stationary signals.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/forecasts/afirma/Afirma.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [afirma.pine](afirma.pine)                       |
 
-- AFIRMA is a Windowed Weighted Moving Average that replaces standard linear weighting with weights derived from signal processing window functions (...
+- AFIRMA is a Windowed Weighted Moving Average that replaces standard linear weighting with weights derived from signal processing window functions (Hanning, Hamming, Blackman, Blackman-Harris).
 - **Similar:** [TSF](../../trends_FIR/tsf/Tsf.md), [LinReg](../../statistics/linreg/LinReg.md) | **Complementary:** Error metrics for accuracy | **Trading note:** Adaptive FIR Moving Average for forecasting; projects price using optimized FIR coefficients.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/momentum/cfb/Cfb.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `maxLen` bars (192 default)                          |
 | **PineScript**   | [cfb.pine](cfb.pine)                       |
 
-- The Composite Fractal Behavior index measures trend duration by analyzing fractal efficiency across 96 simultaneous lookback periods (2 to 192 bars...
+- The Composite Fractal Behavior index measures trend duration by analyzing fractal efficiency across 96 simultaneous lookback periods (2 to 192 bars by default).
 - **Similar:** [RSI](../rsi/Rsi.md), [CMO](../cmo/Cmo.md) | **Complementary:** Volume for confirmation | **Trading note:** Composite Force Index; combines price change magnitude and direction.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/momentum/sam/Sam.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `MaxCyclePeriod * 2` bars                          |
 | **PineScript**   | [sam.pine](sam.pine)                       |
 
-- The Smoothed Adaptive Momentum oscillator measures price momentum over an adaptively determined lookback period equal to the dominant cycle length,...
+- The Smoothed Adaptive Momentum oscillator measures price momentum over an adaptively determined lookback period equal to the dominant cycle length, then smooths the result with a 2-pole Super Smoother filter.
 - **Similar:** [MOM](../mom/Mom.md), [ROC](../roc/Roc.md) | **Complementary:** Moving average for trend | **Trading note:** Simple Accumulative Momentum; cumulative sum of momentum values.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/momentum/tsi/Tsi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `longPeriod + shortPeriod + signalPeriod` bars (51 default)                          |
 | **PineScript**   | [tsi.pine](tsi.pine)                       |
 
-- The True Strength Index (TSI) is a momentum oscillator developed by William Blau that uses double-smoothed exponential moving averages of price mom...
+- The True Strength Index (TSI) is a momentum oscillator developed by William Blau that uses double-smoothed exponential moving averages of price momentum to reduce noise and identify trend strength and direction.
 - **Similar:** [MACD](../macd/Macd.md), [PMO](../pmo/Pmo.md) | **Complementary:** Signal line crossovers | **Trading note:** True Strength Index; double-smoothed momentum ratio. Range ±100. Good for divergence analysis.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/binomdist/Binomdist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [binomdist.pine](binomdist.pine)                       |
 
-- BINOMDIST computes the cumulative distribution function of the Binomial distribution, mapping a min-max normalized price to a success probability $...
+- BINOMDIST computes the cumulative distribution function of the Binomial distribution, mapping a min-max normalized price to a success probability $p$ and evaluating $P(X \leq k)$ for $X \sim \text{Binomial}(n, p)$.
 - **Trading note:** Binomial distribution; models success/failure sequences. Win streak probability in trading.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/cwt/Cwt.md

@@ -12,7 +12,7 @@
 | **Warmup**       | windowSize (2K+1) bars, where K = round(3 × scale) |
 | **PineScript**   | [cwt.pine](cwt.pine)                       |
 
-- CWT computes the magnitude of the Continuous Wavelet Transform at a specified scale using the Morlet wavelet, providing a time-frequency decomposit...
+- CWT computes the magnitude of the Continuous Wavelet Transform at a specified scale using the Morlet wavelet, providing a time-frequency decomposition that measures the energy content of a specific frequency band at each point in time.
 - **Similar:** [DWT](../dwt/Dwt.md), [FFT](../fft/Fft.md) | **Trading note:** Continuous Wavelet Transform; multi-resolution time-frequency analysis for cycle detection.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/dwt/Dwt.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `bufferSize` bars                          |
 | **PineScript**   | [dwt.pine](dwt.pine)                       |
 
-- The Discrete Wavelet Transform decomposes a price series into multi-resolution frequency components using the a trous (with holes) stationary Haar ...
+- The Discrete Wavelet Transform decomposes a price series into multi-resolution frequency components using the a trous (with holes) stationary Haar wavelet.
 - **Similar:** [CWT](../cwt/Cwt.md), [FFT](../fft/Fft.md) | **Trading note:** Discrete Wavelet Transform; decomposes signal into frequency bands at different scales.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/expdist/Expdist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [expdist.pine](expdist.pine)                       |
 
-- The Exponential Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the exponential distribution, p...
+- The Exponential Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the exponential distribution, producing an output in $[0, 1]$.
 - **Trading note:** Exponential distribution; models time between events. Used for trade arrival rate analysis.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/fdist/Fdist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [fdist.pine](fdist.pine)                       |
 
-- The F-Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the F-distribution (Fisher-Snedecor distr...
+- The F-Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the F-distribution (Fisher-Snedecor distribution), producing an output in $[0, 1]$.
 - **Trading note:** F-distribution; used in ANOVA and regression significance tests. Compares model variances.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/gammadist/Gammadist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [gammadist.pine](gammadist.pine)                       |
 
-- The Gamma Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the gamma distribution, producing an ...
+- The Gamma Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the gamma distribution, producing an output in $[0, 1]$.
 - **Trading note:** Gamma distribution; models waiting times and aggregate claims. Used in risk modeling.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/lognormdist/Lognormdist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [lognormdist.pine](lognormdist.pine)                       |
 
-- The Log-Normal Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the log-normal distribution, pro...
+- The Log-Normal Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the log-normal distribution, producing an output in $[0, 1]$.
 - **Trading note:** Log-normal distribution; models multiplicative processes like returns. Foundation of Black-Scholes.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/normalize/Normalize.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [normalize.pine](normalize.pine)                       |
 
-- The Normalize transformer applies min-max scaling to map any value series into the bounded range [0, 1] based on the observed minimum and maximum w...
+- The Normalize transformer applies min-max scaling to map any value series into the bounded range [0, 1] based on the observed minimum and maximum within a rolling lookback window.
 - **Trading note:** Min-max normalization to [0,1]; makes indicators comparable across different scales.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/normdist/Normdist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [normdist.pine](normdist.pine)                       |
 
-- The Normal Distribution CDF transforms a z-score normalized price into the cumulative distribution function of the Gaussian distribution, producing...
+- The Normal Distribution CDF transforms a z-score normalized price into the cumulative distribution function of the Gaussian distribution, producing an output in $[0, 1]$.
 - **Trading note:** Normal (Gaussian) distribution; foundational for z-scores, confidence intervals, and VaR calculations.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/poissondist/Poissondist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [poissondist.pine](poissondist.pine)                       |
 
-- The Poisson Distribution CDF computes the probability $P(X \le k)$ for a Poisson random variable whose rate parameter $\lambda$ is derived from the...
+- The Poisson Distribution CDF computes the probability $P(X \le k)$ for a Poisson random variable whose rate parameter $\lambda$ is derived from the min-max normalized price.
 - **Trading note:** Poisson distribution; models count of rare events. Trade signal frequency analysis.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/tdist/Tdist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [tdist.pine](tdist.pine)                       |
 
-- The Student's t-Distribution CDF transforms a min-max normalized price into the cumulative distribution function of Student's t-distribution, produ...
+- The Student's t-Distribution CDF transforms a min-max normalized price into the cumulative distribution function of Student's t-distribution, producing an output in $[0, 1]$.
 - **Trading note:** Student's t-distribution; used for hypothesis testing with small samples. Fatter tails than normal.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/numerics/weibulldist/Weibulldist.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [weibulldist.pine](weibulldist.pine)                       |
 
-- The Weibull Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the Weibull distribution, producing...
+- The Weibull Distribution CDF transforms a min-max normalized price into the cumulative distribution function of the Weibull distribution, producing an output in $[0, 1]$.
 - **Trading note:** Weibull distribution; flexible lifetime/reliability model. Used for drawdown duration analysis.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/brar/Brar.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [brar.pine](brar.pine)                       |
 
-- BRAR is a dual-output sentiment oscillator from the Japanese technical analysis tradition that decomposes market pressure into two independent rati...
+- BRAR is a dual-output sentiment oscillator from the Japanese technical analysis tradition that decomposes market pressure into two independent ratios: BR (Buying Ratio), which measures upside thrust relative to the previous close, and AR (Atmosphere Ratio), which measures intraday range asymmetry relative to the open.
 - **Similar:** [ERI](../eri/Eri.md), [FI](../fi/Fi.md) | **Complementary:** Volume | **Trading note:** BRAR (Buying/Selling Power); AR measures opening vs H/L, BR measures close vs H/L. Popular in Asian markets.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/coppock/Coppock.md

@@ -12,7 +12,7 @@
 | **Warmup**       | 1 bar                          |
 | **PineScript**   | [coppock.pine](coppock.pine)                       |
 
-- The Coppock Curve is a long-term momentum oscillator that applies a Weighted Moving Average to the sum of two Rate of Change calculations at differ...
+- The Coppock Curve is a long-term momentum oscillator that applies a Weighted Moving Average to the sum of two Rate of Change calculations at different lookback periods.
 - **Similar:** [MACD](../../momentum/macd/Macd.md), [KST](../kst/Kst.md) | **Complementary:** Trend confirmation | **Trading note:** Coppock Curve; designed for monthly S&P 500 buy signals. WMA of summed ROCs. Zero-line crossover.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/crsi/Crsi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | 1 bar                          |
 | **PineScript**   | [crsi.pine](crsi.pine)                       |
 
-- Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output:...
+- Connors RSI is a composite momentum oscillator that combines three independent measurements of price behavior into a single bounded (0-100) output: a short-term RSI of price, an RSI of the consecutive up/down streak length, and a percentile rank of the current rate of change within its recent history.
 - **Similar:** [RSI](../../momentum/rsi/Rsi.md), [StochRSI](../stochrsi/Stochrsi.md) | **Complementary:** Volume | **Trading note:** Connors RSI; combines RSI, streak RSI, and percentile rank. Short-term mean-reversion signal.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/cti/Cti.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [cti.pine](cti.pine)                       |
 
-- The Correlation Trend Indicator computes the Pearson correlation coefficient between the price series and a linear time index over a rolling window...
+- The Correlation Trend Indicator computes the Pearson correlation coefficient between the price series and a linear time index over a rolling window, producing a bounded oscillator in the range $[-1, +1]$.
 - **Similar:** [LinReg](../../statistics/linreg/LinReg.md), [CFO](../cfo/Cfo.md) | **Complementary:** ADX | **Trading note:** Correlation Trend Indicator; Pearson correlation of price vs time. +1 = perfect uptrend, −1 = downtrend.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/dem/Dem.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 1` bars                          |
 | **PineScript**   | [dem.pine](dem.pine)                       |
 
-- DEM (DeMarker Oscillator) is a bounded [0, 1] momentum oscillator that measures sequential demand pressure by comparing each bar's high and low aga...
+- DEM (DeMarker Oscillator) is a bounded [0, 1] momentum oscillator that measures sequential demand pressure by comparing each bar's high and low against the previous bar's high and low.
 - **Similar:** [MACD](../../momentum/macd/Macd.md), [AO](../ao/Ao.md) | **Complementary:** Volume | **Trading note:** DeMarker; compares current high/low to previous. Overbought >0.7, oversold <0.3.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/dosc/Dosc.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `rsiPeriod + sigPeriod` bars                          |
 | **PineScript**   | [dosc.pine](dosc.pine)                       |
 
-- The Derivative Oscillator applies a four-stage signal processing pipeline to extract momentum inflection points: RSI via Wilder's smoothing, double...
+- The Derivative Oscillator applies a four-stage signal processing pipeline to extract momentum inflection points: RSI via Wilder's smoothing, double EMA smoothing of the RSI, an SMA signal line of the double-smoothed result, and finally the difference between the smoothed RSI and its signal.
 - **Similar:** [MACD](../../momentum/macd/Macd.md), [PPO](../../momentum/ppo/Ppo.md) | **Complementary:** Volume | **Trading note:** Derivative Oscillator; RSI smoothed with EMA, then differenced. Catches RSI turning points early.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/dymi/dymi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | 1 bar                          |
 | **PineScript**   | [dymi.pine](dymi.pine)                       |
 
-- DYMI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator be...
+- DYMI is a volatility-adaptive RSI: when recent price swings are large relative to longer-term swings, the RSI period shortens and the indicator becomes more responsive; when price action tightens, the period extends and the output smooths.
 - **Similar:** [RSI](../../momentum/rsi/Rsi.md), [Stoch](../stoch/Stoch.md) | **Complementary:** ATR | **Trading note:** Dynamic Momentum Index; RSI with variable lookback based on volatility. Faster in calm, slower in volatile markets.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/imi/Imi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [imi.pine](imi.pine)                       |
 
-- The Intraday Momentum Index measures buying and selling pressure using the open-to-close relationship within each bar, rather than the close-to-clo...
+- The Intraday Momentum Index measures buying and selling pressure using the open-to-close relationship within each bar, rather than the close-to-close changes used by RSI.
 - **Similar:** [RSI](../../momentum/rsi/Rsi.md), [MFI](../../volume/mfi/Mfi.md) | **Complementary:** Volume | **Trading note:** Intraday Momentum Index; RSI variant using open-close relationship. Measures intrabar conviction.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/kst/Kst.md

@@ -14,9 +14,7 @@
                      + Math.Max(Math.Max(s1, s2), Math.Max(s3, s4))
                      + sigPeriod - 2` bars                          |
 
-- The Know Sure Thing is a multi-timeframe momentum oscillator that computes four Rate of Change values at progressively longer lookback periods, smo...
-                     + Math.Max(Math.Max(s1, s2), Math.Max(s3, s4))
-                     + sigPeriod - 2` bars of warmup before first valid output (IsHot = true).
+- The Know Sure Thing is a multi-timeframe momentum oscillator that computes four Rate of Change values at progressively longer lookback periods, smooths each with an independent SMA, then combines them using linearly increasing weights (1, 2, 3, 4) to produce a single composite momentum line.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Know Sure Thing is a multi-timeframe momentum oscillator that computes four Rate of Change values at progressively longer lookback periods, smooths each with an independent SMA, then combines them using linearly increasing weights (1, 2, 3, 4) to produce a single composite momentum line. A signal line (SMA of the KST) provides crossover triggers. The weighted summation ensures longer-term momentum dominates the output while shorter-term components contribute responsiveness, creating a momentum indicator that reflects multiple cycle lengths simultaneously.

lib/oscillators/lrsi/Lrsi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `4` bars                          |
 | **PineScript**   | [lrsi.pine](lrsi.pine)                       |
 
-- Laguerre RSI is an adaptive oscillator invented by John Ehlers that replaces standard RSI's Wilder-smoothed gain/loss averages with a 4-stage casca...
+- Laguerre RSI is an adaptive oscillator invented by John Ehlers that replaces standard RSI's Wilder-smoothed gain/loss averages with a 4-stage cascaded Laguerre filter.
 - **Similar:** [RSI](../../momentum/rsi/Rsi.md), [Fisher](../fisher/Fisher.md) | **Complementary:** Volume | **Trading note:** Laguerre RSI by Ehlers; applies Laguerre filter to RSI calculation. Faster response, fewer whipsaws.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/mstoch/Mstoch.md

@@ -12,7 +12,7 @@
 | **Warmup**       | 1 bar                          |
 | **PineScript**   | [mstoch.pine](mstoch.pine)                       |
 
-- The MESA Stochastic applies John Ehlers' Roofing Filter as a preprocessing stage before computing a stochastic oscillator, then smooths the stochas...
+- The MESA Stochastic applies John Ehlers' Roofing Filter as a preprocessing stage before computing a stochastic oscillator, then smooths the stochastic output with a Super Smoother.
 - **Similar:** [Stoch](../stoch/Stoch.md), [KDJ](../kdj/Kdj.md) | **Complementary:** MACD | **Trading note:** Modified Stochastic; enhanced stochastic oscillator with additional smoothing or lookback variation.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/qqe/Qqe.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `rsiPeriod + smoothFactor + darPeriod * 2` bars                          |
 | **PineScript**   | [qqe.pine](qqe.pine)                       |
 
-- Quantitative Qualitative Estimation applies a multi-stage smoothing pipeline to RSI and then constructs dynamic volatility-based trailing bands aro...
+- Quantitative Qualitative Estimation applies a multi-stage smoothing pipeline to RSI and then constructs dynamic volatility-based trailing bands around the smoothed result.
 - **Similar:** [RSI](../../momentum/rsi/Rsi.md), [StochRSI](../stochrsi/Stochrsi.md) | **Complementary:** ATR | **Trading note:** Quantitative Qualitative Estimation; smoothed RSI with dynamic trailing levels. Reduces false signals.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/reflex/Reflex.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [reflex.pine](reflex.pine)                       |
 
-- REFLEX is a zero-lag oscillator that measures the reversal tendency of price by comparing a Super-Smoother-filtered price against a linear extrapol...
+- REFLEX is a zero-lag oscillator that measures the reversal tendency of price by comparing a Super-Smoother-filtered price against a linear extrapolation from $N$ bars ago.
 - **Similar:** [Trendflex](../trendflex/Trendflex.md), [Deco](../deco/Deco.md) | **Complementary:** Cycle indicators | **Trading note:** Ehlers' Reflex indicator; cycle-mode oscillator using Super Smoother. Leading turns at zero crossings.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/reverseema/ReverseEma.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [reverseema.pine](reverseema.pine)                       |
 
-- The Reverse EMA applies an 8-stage cascaded Z-transform inversion to a compensated EMA, progressively extracting and subtracting the accumulated la...
+- The Reverse EMA applies an 8-stage cascaded Z-transform inversion to a compensated EMA, progressively extracting and subtracting the accumulated lag component.
 - **Similar:** [EMA](../../trends_IIR/ema/ema.md), [Zlema](../../trends_IIR/zlema/zlema.md) | **Complementary:** StdDev | **Trading note:** Reverse-engineers price from EMA; finds the price that would produce a given EMA value. Useful for target levels.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/rvgi/Rvgi.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [rvgi.pine](rvgi.pine)                       |
 
-- The Relative Vigor Index measures the conviction of a price move by comparing closing strength (close minus open) to the total intrabar range (high...
+- The Relative Vigor Index measures the conviction of a price move by comparing closing strength (close minus open) to the total intrabar range (high minus low), smoothed through a symmetrically weighted moving average and then averaged over a lookback period.
 - **Similar:** [AO](../ao/Ao.md), [Fisher](../fisher/Fisher.md) | **Complementary:** Volume | **Trading note:** Relative Vigor Index; compares close−open to high−low. Rising = bullish vigor. Signal-line crossovers.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/squeeze/Squeeze.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [squeeze.pine](squeeze.pine)                       |
 
-- Squeeze Momentum combines Bollinger Band and Keltner Channel width analysis to detect low-volatility compression ("squeeze") states, while simultan...
+- Squeeze Momentum combines Bollinger Band and Keltner Channel width analysis to detect low-volatility compression ("squeeze") states, while simultaneously measuring directional momentum via linear regression of a detrended price series.
 - **Similar:** [TTM_Squeeze](../../dynamics/ttm_squeeze/TtmSqueeze.md), [BBB](../bbb/Bbb.md) | **Complementary:** Momentum histogram | **Trading note:** Squeeze indicator; detects low-volatility compression. Bollinger inside Keltner = squeeze on.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/stc/stc.md

@@ -12,7 +12,7 @@
 | **Warmup**       | 1 bar                          |
 | **PineScript**   | [stc.pine](stc.pine)                       |
 
-- The Schaff Trend Cycle is a cyclometric oscillator that applies double-Stochastic normalization to MACD, extracting the cyclical phase hidden withi...
+- The Schaff Trend Cycle is a cyclometric oscillator that applies double-Stochastic normalization to MACD, extracting the cyclical phase hidden within the trend itself.
 - **Similar:** [MACD](../../momentum/macd/Macd.md), [Stoch](../stoch/Stoch.md) | **Complementary:** ADX | **Trading note:** Schaff Trend Cycle; double Stochastic of MACD. Faster trend detection. 25/75 signal levels.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/td_seq/Td_seq.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `comparePeriod + 1` bars                          |
 | **PineScript**   | [td_seq.pine](td_seq.pine)                       |
 
-- TD Sequential is Tom DeMark's exhaustion counting system that identifies potential trend reversals through two phases: a 9-count Setup phase that d...
+- TD Sequential is Tom DeMark's exhaustion counting system that identifies potential trend reversals through two phases: a 9-count Setup phase that detects overextended trends, and a 13-count Countdown phase that pinpoints probable reversal timing.
 - No configurable parameters; computation is stateless per bar.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/oscillators/trendflex/Trendflex.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period` bars                          |
 | **PineScript**   | [trendflex.pine](trendflex.pine)                       |
 
-- The Trendflex indicator combines a 2-pole Butterworth low-pass pre-filter (Super Smoother) with an O(1) cumulative slope measurement and exponentia...
+- The Trendflex indicator combines a 2-pole Butterworth low-pass pre-filter (Super Smoother) with an O(1) cumulative slope measurement and exponential RMS normalization to produce a zero-centered oscillator that quantifies trend strength.
 - **Similar:** [Reflex](../reflex/Reflex.md), [Deco](../deco/Deco.md) | **Complementary:** ADX | **Trading note:** Ehlers' Trendflex; trend-mode companion to Reflex. Positive = uptrend, negative = downtrend.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/reversals/chandelier/Chandelier.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 1` bars                          |
 | **PineScript**   | [chandelier.pine](chandelier.pine)                       |
 
-- The Chandelier Exit computes ATR-based trailing stop levels that hang from the highest high (for longs) or rise from the lowest low (for shorts) ov...
+- The Chandelier Exit computes ATR-based trailing stop levels that hang from the highest high (for longs) or rise from the lowest low (for shorts) over a lookback period.
 - **Similar:** [SAR](../sar/Sar.md), [Super](../../dynamics/super/Super.md) | **Complementary:** ADX for trend strength | **Trading note:** Chandelier Exit; ATR-based trailing stop from highest high. Risk management tool.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/reversals/fractals/Fractals.md

@@ -12,7 +12,7 @@
 | **Warmup**       | 1 bar                          |
 | **PineScript**   | [fractals.pine](fractals.pine)                       |
 
-- Williams Fractals detect local price extremes using a strict five-bar pattern: an Up Fractal marks a bar whose high exceeds the highs of the two ba...
+- Williams Fractals detect local price extremes using a strict five-bar pattern: an Up Fractal marks a bar whose high exceeds the highs of the two bars before and after it; a Down Fractal marks a bar whose low undercuts the lows of the two bars before and after it.
 - No configurable parameters; computation is stateless per bar.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/reversals/pivotwood/Pivotwood.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `2` bars                          |
 | **PineScript**   | [pivotwood.pine](pivotwood.pine)                       |
 
-- Woodie's Pivot Points weight the closing price twice in the pivot calculation, biasing the central pivot toward where the market actually settled r...
+- Woodie's Pivot Points weight the closing price twice in the pivot calculation, biasing the central pivot toward where the market actually settled rather than treating high, low, and close equally.
 - No configurable parameters; computation is stateless per bar.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 

lib/statistics/cointegration/Cointegration.md

@@ -12,7 +12,7 @@
 | **Warmup**       | `period + 1` bars                          |
 | **PineScript**   | [cointegration.pine](cointegration.pine)                       |
 
-- The Cointegration indicator measures the long-run equilibrium relationship between two price series using the Engle-Granger two-step method with an...
+- The Cointegration indicator measures the long-run equilibrium relationship between two price series using the Engle-Granger two-step method with an Augmented Dickey-Fuller (ADF) test.
 - **Similar:** [Correl](../correl/Correl.md), [Granger](../granger/Granger.md) | **Trading note:** Tests if two series share a long-run equilibrium. Foundation of statistical arbitrage (pairs trading).
 - Validated against TradingView PineScript reference and statistical property tests.