v0.8.6: update indicator docs, ndepend tooling, ALMA refactor, gitignore cleanup

lib/trends_IIR/rma/Rma.md

@@ -14,9 +14,7 @@
 | **Signature**    | [rma_signature](rma_signature.md) |
 
 - The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J.
-- Parameterized by `period`.
-- Output range: Tracks input.
-- Requires `ema.WarmupPeriod` bars of warmup before first valid output (IsHot = true).
+- **Similar:** [SMMA](../smma/smma.md), [MMA](../mma/mma.md) | **Complementary:** RSI/ATR | **Trading note:** Running MA (identical to SMMA); Wilders original smoothing method.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Running Moving Average (RMA), also known as the Smoothed Moving Average (SMMA) or Wilder's Moving Average, is the backbone of J. Welles Wilder's most famous indicators: RSI, ATR, and ADX. It is functionally identical to an Exponential Moving Average (EMA), but with a smoothing factor ($\alpha$) of $1/N$ instead of $2/(N+1)$. This results in a longer "memory" and slower decay than a standard EMA of the same period.
@@ -111,4 +109,4 @@ Validated against Skender and Ooples.
 
 1. **Initialization**: Like EMA, RMA requires a "warmup" period to converge. Wilder often initialized with a Simple Moving Average (SMA) of the first $N$ bars. QuanTAlib follows this convention.
 2. **Naming**: Often called SMMA (Smoothed Moving Average) in other libraries.
-3. **Period Mismatch**: Using an EMA(14) where an RMA(14) is expected will result in a much faster-moving line (equivalent to RMA(7.5)).
+3. **Period Mismatch**: Using an EMA(14) where an RMA(14) is expected will result in a much faster-moving line (equivalent to RMA(7.5)).