diff --git a/docs/wiki/Indicators-Overview.md b/docs/wiki/Indicators-Overview.md index 3cbc8947..be5e840b 100644 --- a/docs/wiki/Indicators-Overview.md +++ b/docs/wiki/Indicators-Overview.md @@ -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) | diff --git a/docs/wiki/Warmup-Periods.md b/docs/wiki/Warmup-Periods.md index f7b775f1..1bf5353a 100644 --- a/docs/wiki/Warmup-Periods.md +++ b/docs/wiki/Warmup-Periods.md @@ -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 |