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

lib/volatility/adr/Adr.md

@@ -13,9 +13,7 @@
 | **PineScript**   | [adr.pine](adr.pine)                       |
 
 - The Average Daily Range (ADR) measures the average distance between High and Low prices over a specified period.
-- Parameterized by `period`, `method` (default adrmethod.sma).
-- Output range: $\geq 0$.
-- Requires `ma.WarmupPeriod` bars of warmup before first valid output (IsHot = true).
+- **Similar:** [ATR](../atr/atr.md) | **Complementary:** Session range targets | **Trading note:** Average Daily Range; intraday range expectation.
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 The Average Daily Range (ADR) measures the average distance between High and Low prices over a specified period. Unlike its cousin ATR, ADR ignores gaps entirely. It answers a straightforward question: "How much does this asset typically move within a single bar?"
@@ -148,4 +146,4 @@ O(1) sliding mean of daily ranges. Same running-sum pattern as SMA but applied t
 - **Confusing ADR with ATR**: They measure different things. ADR ignores gaps; ATR accounts for them. Know which you need.
 - **Wrong smoothing method**: SMA is stable but can jump when old values exit the window. EMA is smoother for trending volatility. Match the method to your use case.
 - **Scale dependence**: Like ATR, ADR is absolute. An ADR of 5 on a \$100 stock is 5% volatility; on a \$10 stock, it's 50% volatility. Normalize if comparing across assets.
-- **Assuming direction**: High ADR means wide bars, not up or down. Crashes and rallies both produce high ADR.
+- **Assuming direction**: High ADR means wide bars, not up or down. Crashes and rallies both produce high ADR.