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

lib/volatility/tr/Tr.md

@@ -13,9 +13,8 @@
 | **PineScript**   | [tr.pine](tr.pine)                       |
 
 - True Range (TR) is a volatility measure that captures the maximum price movement for each bar, including any gap from the previous close.
+- **Similar:** [ATR](../atr/atr.md) | **Complementary:** ATR for smoothed version | **Trading note:** True Range; single-bar volatility including gaps.
 - No configurable parameters; computation is stateless per bar.
-- Output range: $\geq 0$.
-- Requires `1` bars of warmup before first valid output (IsHot = true).
 - Validated against TA-Lib, Skender, and Tulip reference implementations where available.
 
 True Range (TR) is a volatility measure that captures the maximum price movement for each bar, including any gap from the previous close. Developed by J. Welles Wilder Jr. in 1978, TR forms the foundation for Average True Range (ATR) and numerous other volatility-based indicators. Unlike simple High-Low range, TR accounts for overnight gaps and opening jumps, providing a complete picture of price movement.
@@ -289,4 +288,4 @@ If gap contribution > 50% of TR: Significant gap move
 
 - Wilder, J. W. (1978). *New Concepts in Technical Trading Systems*. Trend Research.
 - Kaufman, P. J. (2013). *Trading Systems and Methods* (5th ed.). Wiley.
-- Murphy, J. J. (1999). *Technical Analysis of the Financial Markets*. New York Institute of Finance.
+- Murphy, J. J. (1999). *Technical Analysis of the Financial Markets*. New York Institute of Finance.