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

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Miha Kralj
2026-03-13 13:46:52 -07:00
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lib/volume/vwad/Vwad.md
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| **PineScript** | [vwad.pine](vwad.pine) |
- Volume Weighted Accumulation/Distribution (VWAD) takes the classic ADL concept and asks a sharper question: not just "where did the close fall in t...
- Parameterized by `period` (default 20).
- Output range: Unbounded.
- Requires `> period` bars of warmup before first valid output (IsHot = true).
- **Similar:** [CMF](../cmf/Cmf.md), [OBV](../vwad/Vwad.md) | **Complementary:** MACD | **Trading note:** Volume-Weighted A/D; running sum of volume-weighted price position. Classic accumulation/distribution.
- Validated against TA-Lib, Skender, and Tulip reference implementations where available.
Volume Weighted Accumulation/Distribution (VWAD) takes the classic ADL concept and asks a sharper question: not just "where did the close fall in the range?" but "how significant was this bar's volume compared to recent activity?"
@@ -192,4 +190,4 @@ VWAD is a proprietary indicator. Validation is performed against the PineScript
## References
- Chaikin, M. (1996). "Accumulation/Distribution Line." *Technical Analysis of Stocks & Commodities*.
- QuanTAlib. "Volume Weighted Accumulation/Distribution." [PineScript Reference](https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwad.md)
- QuanTAlib. "Volume Weighted Accumulation/Distribution." [PineScript Reference](https://github.com/mihakralj/pinescript/blob/main/indicators/volume/vwad.md)