wiki: expand all scattered Volume / Price Statistics pages to full depth
Rewrite all 24 scattered pages (originally written as ~100-line stubs
in the wiki-completion commit) to match canonical-page depth:
Volume (11):
Indicator-AdOscillator, Indicator-AnchoredVwap,
Indicator-DemandIndex, Indicator-Kvo,
Indicator-MarketFacilitationIndex,
Indicator-Nvi, Indicator-Pvi, Indicator-RollingVwap,
Indicator-Tsv, Indicator-VolumeOscillator, Indicator-Vzo
Price Statistics (12):
Indicator-Autocorrelation, Indicator-Beta,
Indicator-CoefficientOfVariation, Indicator-HurstExponent,
Indicator-Kurtosis, Indicator-MedianAbsoluteDeviation,
Indicator-PearsonCorrelation, Indicator-RSquared,
Indicator-Skewness, Indicator-SpearmanCorrelation,
Indicator-StandardError, Indicator-Variance
Volatility (1):
Indicator-DetrendedStdDev
Each page now carries: full Quick reference, Formula (with
pseudocode for non-trivial constructions — Hurst R/S, KVO trend-
flip cumulative measure, Spearman rank-tied mid-rank handling,
Williams BW-MFI's 4-class taxonomy), Parameters with constructor
errors, Inputs/Outputs for (f64), (Candle), and (f64,f64) pair
shapes across all bindings, Warmup, exhaustive Edge cases
(zero variance, NaN-instead-of-zero defaults, outlier robustness
properties for MAD/Spearman/Kurtosis, anchor-not-set for AnchoredVwap,
volume-equal-no-update for NVI/PVI), Rust/Python/Node/Streaming
examples, deep Interpretation linking siblings (PVI+NVI together,
MAD as robust σ via 1.4826 multiplier, Hurst regime gating between
trend/MR strategies, Williams' 4-quadrant MFI classification),
Common pitfalls (Pearson vs Spearman for nonlinear monotone, BW-MFI
vs Money Flow Index confusion, Variance squared units), References
(Hurst 1951, Spearman 1904, Sibbet 1970s, Dysart 1936/Fosback 1976,
Klinger 1997, Worden 1980s, Williams 1995, Khalil & Steckler 2011,
Shannon 2022), and See also.