E18: make the RollingVwap documentation directly linkable

RollingVwap is a separate public type (pub struct RollingVwap in
vwap.rs) and Indicator-Vwap.md already documents it in a full
"## RollingVwap (finite window)" section, but it was not directly
reachable: the Overview row added in E12 pointed at a #rollingvwap
anchor that does not exist.

Fix the Overview link to the real #rollingvwap-finite-window anchor and
add a jump-to note at the top of Indicator-Vwap.md so both public types
are reachable in one click.

docs/wiki/Indicators-Overview.md

@@ -142,7 +142,7 @@ Volume indicators all take `Candle` input because they need `close` and
 
 | Indicator     | One-liner | Input | Output | Range | Defaults | Warmup | Deep dive |
 |---------------|-----------|-------|--------|-------|----------|--------|-----------|
-| `RollingVwap` | VWAP over a sliding window instead of since-start; useful for session-independent VWAP. | `Candle` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md#rollingvwap) |
+| `RollingVwap` | VWAP over a sliding window instead of since-start; useful for session-independent VWAP. | `Candle` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Vwap.md → RollingVwap](indicators/volume/Indicator-Vwap.md#rollingvwap-finite-window) |
 
 ## Pick the right indicator for…
 

docs/wiki/indicators/volume/Indicator-Vwap.md

@@ -4,6 +4,10 @@
 > "fair" intraday execution. Wickra ships both the unbounded cumulative
 > session VWAP and a finite-window `RollingVwap`.
 
+This page documents two distinct public types — jump straight to
+[`Vwap` (cumulative)](#vwap-cumulative) or
+[`RollingVwap` (finite window)](#rollingvwap-finite-window).
+
 ## Quick reference
 
 | Item                | Value                                                          |