Add Yang-Zhang Volatility (YZV) Indicator Implementation

- Introduced YZV class for calculating Yang-Zhang Volatility, a comprehensive volatility measure that incorporates overnight, open-to-close, and high-low components.
- Implemented calculation methods, including batch processing for TBarSeries and spans.
- Added documentation for YZV, detailing its mathematical foundation, performance profile, and trading applications.
- Updated volume index documentation to reflect changes in file paths.
- Refactored VWMA calculation method to use a more generic source parameter instead of price.

lib/channels/apz/apz.md

@@ -26,7 +26,7 @@ The indicator forms a set of bands around a central line, creating a "zone" that
 | --------- | ------- | -------- | -------------- |
 | Period | 20 | Controls the lookback period for calculations (sqrt applied internally) | Increase (30-50) for longer-term analysis and smoother bands; decrease (10-15) for more responsive, shorter-term signals |
 | Band Multiplier | 2.0 | Multiplier for band width based on adaptive range | Increase (2.5-3.0) for wider bands in more volatile markets; decrease (1.5-1.8) for tighter bands and more frequent signals |
-| Source | close | Price series used for middle line calculation | Use 'typical price' (hlc3) for incorporating full bar range; use 'close' for end-of-period focus |
+| Source | source | Data source for middle line calculation | Use 'typical price' (hlc3) for incorporating full bar range; use 'close' for end-of-period focus |
 
 **Pro Tip:** Start with the default settings (period=20, multiplier=2.0) and adjust based on your trading timeframe and market conditions. For intraday trading on choppy markets, consider period=30 with multiplier=1.8 for more frequent signals. For daily charts in range-bound markets, period=20 with multiplier=2.2 provides reliable reversal points. Always combine with a trend filter (ADX < 30) to avoid using the APZ in strongly trending conditions where it may generate false signals.
 

lib/channels/atrbands/atrbands.md

@@ -34,7 +34,7 @@ volatility—creating a more responsive and market-adaptive trading framework.
 | --------- | ------- | -------- | -------------- |
 | Period | 20 | Lookback period for both SMA and ATR calculations | Shorter (10-15) for more responsiveness to recent volatility; longer (30-50) for more stable bands and filtered signals |
 | ATR Multiplier | 2.0 | Determines band width as a multiple of ATR | Higher (2.5-3.0) for wider bands and fewer signals; lower (1.0-1.5) for tighter bands and more frequent signals |
-| Source | Close | Price data for the center line calculation | Can be modified to use typical price (hlc3) for a more balanced view of price action |
+| Source | source | Data source for center line calculation | Can be modified to use typical price (hlc3) for a more balanced view of price action |
 
 **Pro Tip:** For a comprehensive trading framework, try using multiple ATR Band settings simultaneously. A narrower band (1.0-1.5× ATR)
 can help identify minor retracements and short-term entry points, while a wider band (2.5-3.0× ATR) can be used for major

lib/channels/starchannel/starchannel.md

@@ -21,7 +21,7 @@ STARCHANNEL improves upon traditional percentage-based channels by incorporating
 | ------ | ------ | ------ | ------ |
 | Period | 20 | Lookback period for both SMA and ATR calculations | Shorter (10-15) for more responsiveness to recent volatility; longer (30-50) for more stable channel and filtered signals |
 | ATR Multiplier | 2.0 | Determines channel width as a multiple of ATR | Higher (2.5-3.0) for wider channel and fewer signals; lower (1.0-1.5) for tighter channel and more frequent signals |
-| Source | Close | Price data for the centerline calculation | Can be modified to use typical price (hlc3) for a more balanced view of price action |
+| Source | source | Data source for centerline calculation | Can be modified to use typical price (hlc3) for a more balanced view of price action |
 
 **Pro Tip:** For a comprehensive trading framework, try using multiple STARCHANNEL settings simultaneously. A narrower channel (1.0-1.5× ATR) can help identify minor retracements and short-term entry points, while a wider channel (2.5-3.0× ATR) can be used for major support/resistance zones and stop placement.
 

lib/channels/vwapsd/vwapsd.md

@@ -24,7 +24,7 @@ VWAPSD is primarily used as an intraday indicator, resetting at the beginning of
 
 | Parameter | Default | Function | When to Adjust |
 | ------ | ------ | ------ | ------ |
-| Source | hlc3 | Price data to use for VWAP calculation | Use 'close' for closing prices only, 'hlc3' for typical price (most common), 'ohlc4' for full bar average |
+| Source | source | Data source for VWAP calculation | Use 'close' for closing prices only, 'hlc3' for typical price (most common), 'ohlc4' for full bar average |
 | Session Reset | 1D | Determines when VWAP resets | Use '1D' for daily intraday trading, '1W' for weekly swing trading, '1H' for hourly scalping, 'Never' for cumulative since chart start |
 | Standard Deviations | 2.0 | Number of standard deviations for upper and lower bands | Use 1.0 for tighter bands (more signals), 2.0 for standard volatility context (95% confidence), 3.0 for extreme moves only (99.7% confidence) |