Documentation

Indicator documentation pages

Indicator pages live at docs/indicators/{slug}.md, where the slug is lowercase kebab-case (sma.md, atr-stop.md, stoch-rsi.md). Copy the structure of a close existing page — ema.md for a chainable indicator with parameters, adl.md for one without — and apply the rules below.

The markdown skill owns formatting and linting. The vitepress skill owns docs/.vitepress/ configuration, theme, and components.

Adding a new indicator page

• Create docs/indicators/{slug}.md with the page structure.
• Add a sidebar entry under the indicator's category in docs/.vitepress/config.mts. llms.txt derives its table of contents from the sidebar.
• Add a features card to the category hub page (e.g., docs/indicators/oscillators.md) with title, details, icon.src of /assets/thumbs/indicators/{slug}.png, and link, and add that thumbnail to docs/.vitepress/public/assets/thumbs/indicators/.
• Add the page to its category list under "Complete list" in docs/indicators.md.
• Add the chart block when the chart API serves the indicator.
• From docs/, run pnpm run test:links, which builds the site and checks every link (it needs htmlproofer or Docker). Without either, run pnpm run docs:build (VS Code task Build: Website).

When code changes an existing indicator, update every section it touches: usage syntax, parameter table, bars requirement, null-period bullet, convergence warning, result table, chaining, and streaming.

Page structure

Sections appear in this order. Prose separates sentences with two spaces, matching existing pages.

Frontmatter and heading

• title: full name with the abbreviation in parentheses when one exists, e.g. Exponential Moving Average (EMA). The H1 repeats it.
• description: one or two plain-text sentences on what the indicator measures; it becomes the page's meta description.
• First paragraph: "Created by {author}," when the author is known, a link to Wikipedia or the most authoritative source, and one sentence on what it measures.
• The next line, with no blank line between: [[Discuss] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/{id} "Community discussion about this indicator").

Chart block

<StockIndicatorChart indicator="Ema" />

• indicator is a key of the indicators map in docs/.vitepress/theme/index.ts — PascalCase (Ema, BollingerBands, AtrStop), not the slug. Every key a page uses must exist there.
• A new key needs a uiid that the chart API at charts-api.stockindicators.dev serves, a title, and chartType: 'oscillator' when the API lists it as an oscillator (the hint sizes the reserved chart frame before data loads). When the API does not serve the indicator, omit the chart block; never add a placeholder.
• Add withOverlay when the indicator plots in its own pane (oscillators such as Rsi, Adx); omit it for price overlays (Ema, BollingerBands).
• Stack related charts on consecutive lines with withOverlay on the first only (std-dev.md, sma-analysis.md). with="DcPeriods" adds a companion series to one chart (ht-trendline.md).
• Don't wrap the chart in <ClientOnly>. The component renders its sized frames during the static build, so the page doesn't shift when the chart loads.

Usage syntax

A csharp block opening with // C# usage syntax, plus a qualifier when useful ((with Close price)), then IReadOnlyList<{Name}Result> results = with bars.To{Name}(params); on the next line. When an indicator has several meaningful overloads or variants, show each in the same block under its own comment (ichimoku.md, renko.md).

Parameters

## Parameters with a | param | type | description | table. Write the type as italic code (_`int`_). Each description names the formula variable (`N`), the validation constraint ("Must be greater than 0."), and the default when one exists. Variants with distinct parameter sets get an H3 table each (renko.md).

Omit ## Parameters when the method takes none.

Historical price bars requirements

An H3 under Parameters, or an H2 when Parameters is omitted (adl.md, obv.md, tr.md).

• State the minimum bar count in formula variables (`2×N` or `N+100`, whichever is more).
• For smoothed or recursive algorithms, add a sentence recommending more data (e.g., `N+250`) for precision.
• Close with the standard paragraph: "bars is a collection of generic TBar historical price bars. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information."

Response

• A csharp block with the return type.
• The three standard bullets: returns a time series of all available values for the bars provided; always returns the same number of elements as the bars; does not return a single incremental value.
• A fourth bullet naming the warmup nulls in formula variables ("The first N-1 periods will have null values since there's not enough data to calculate."); omit it when no warmup period returns null.
• For smoothing or recursive algorithms, a convergence warning right after the bullets, with the period count and deviation adjusted to the indicator:

::: warning 🚩 ⚞ Convergence warning
The first `N+100` periods will have decreasing magnitude, convergence-related precision errors that can be as high as ~5% deviation in indicator values for earlier periods.
:::

Result table

### `{Name}Result` with a | property | type | description | table. Timestamp is the first row, described as "Date from evaluated TBar". Each type is the property's declared C# type in italic code (_`double`_, _`decimal`_). Place a ::: warning 🚩 caveat immediately after the table it qualifies.