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docs(wiki): align RollingVwap count with Home and README

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Indicators-Overview.md listed RollingVwap as its own row in the Volume
table (count = 9, total = 72), but Home.md and README.md treat it as
a sub-variant of Vwap (count = 8, total = 71). Drop the standalone row
in Indicators-Overview and fold the rolling variant into the Vwap row.
Warmup-Periods.md keeps both constructors (Vwap::new() and
RollingVwap::new(n) have different warmup periods, which is the whole
purpose of that page) but adds a note explaining that the row count
exceeds the 71 canonical indicators by one.
This commit is contained in:
kingchenc
2026-05-23 19:11:34 +02:00
parent c4ffcc2138
commit a10bda188f
2 changed files with 9 additions and 3 deletions
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docs/wiki/Indicators-Overview.md
+2 -3
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@@ -28,7 +28,7 @@ The eight families:
| 4 | [Price Oscillators](#price-oscillators) | 5 | Difference-of-averages momentum around zero. |
| 5 | [Volatility & Bands](#volatility--bands) | 12 | How wide is the range; where are the envelopes? |
| 6 | [Trailing Stops](#trailing-stops) | 5 | Where is the stop-loss for this trend? |
| 7 | [Volume](#volume) | 9 | Is volume confirming the move? |
| 7 | [Volume](#volume) | 8 | Is volume confirming the move? |
| 8 | [Price Statistics](#price-statistics) | 7 | Per-bar price transforms and rolling regressions. |
## Moving Averages
@@ -141,8 +141,7 @@ Price moves weighted or confirmed by traded volume. All take `Candle` input.
| Indicator | One-liner | Input | Output | Range | Defaults | Warmup | Deep dive |
|-----------|-----------|-------|--------|-------|----------|--------|-----------|
| `Obv` | On-Balance Volume: cumulative signed volume. | `Candle` | `f64` | unbounded (drifts with volume) | (no parameters) | `1` | [Indicator-Obv.md](indicators/volume/Indicator-Obv.md) |
| `Vwap` | Cumulative volume-weighted average price from the stream start. | `Candle` | `f64` | unbounded (price scale) | (no parameters) | `1` | [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md) |
| `RollingVwap` | VWAP over a sliding window instead of since-start. | `Candle` | `f64` | unbounded (price scale) | `period` | `period` | [Indicator-Vwap.md → RollingVwap](indicators/volume/Indicator-Vwap.md#rollingvwap-finite-window) |
| `Vwap` | Cumulative volume-weighted average price from the stream start; a sibling `RollingVwap(period)` is exposed for a finite window. | `Candle` | `f64` | unbounded (price scale) | (no parameters) | `1` (cumulative); `period` (rolling) | [Indicator-Vwap.md](indicators/volume/Indicator-Vwap.md) (cumulative + [rolling](indicators/volume/Indicator-Vwap.md#rollingvwap-finite-window)) |
| `Adl` | Accumulation/Distribution Line; cumulative range-weighted volume. | `Candle` | `f64` | unbounded (drifts with volume) | (no parameters) | `1` | [Indicator-Adl.md](indicators/volume/Indicator-Adl.md) |
| `VolumePriceTrend` | Cumulative `volume · ROC`; volume weighted by percentage move. | `Candle` | `f64` | unbounded (drifts with volume) | (no parameters) | `1` | [Indicator-VolumePriceTrend.md](indicators/volume/Indicator-VolumePriceTrend.md) |
| `ChaikinMoneyFlow` | Summed money-flow volume over summed volume across `period` bars. | `Candle` | `f64` | `[−1, +1]` | `period = 20` (Python) | `period` | [Indicator-ChaikinMoneyFlow.md](indicators/volume/Indicator-ChaikinMoneyFlow.md) |
docs/wiki/Warmup-Periods.md
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@@ -21,6 +21,13 @@ index" in 0-indexed terms is `warmup_period − 1`.
## Single-output indicators
> The rows are keyed by **constructor**, not by indicator name. `Vwap`
> appears twice — once for the cumulative `Vwap::new()` and once for the
> finite-window `RollingVwap::new(period)` — because the two share the
> indicator name `Vwap` (see [Indicators-Overview.md](Indicators-Overview.md))
> but have different warmup periods. That is the only such pair; every other
> row is one canonical indicator.
| Indicator | Constructor | Formula | `warmup_period()` for shown args | Inputs at first emission |
|-----------------|----------------------------------------------|----------------------------------|----------------------------------|--------------------------|
| `Sma` | `Sma::new(14)` | `period` | 14 | 14th |