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@miryasha/advanced-trading-statistics

1.0.0
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    • License MIT

    Advanced statistical analysis tools for trading and financial data

    Package Exports

    • @miryasha/advanced-trading-statistics
    • @miryasha/advanced-trading-statistics/src/index.js

    This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (@miryasha/advanced-trading-statistics) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

    Readme

    Advanced Trading Statistics

    A comprehensive JavaScript library for statistical analysis in trading, offering risk analysis, market patterns, and advanced trading metrics.

    Installation

    npm install advanced-trading-statistics

    Usage

    const Statistics = require('advanced-trading-statistics');
    
    // Basic Statistics
    const mean = Statistics.mean([1, 2, 3, 4, 5]);
    const median = Statistics.median([1, 2, 3, 4, 5]);
    
    // Trading Analysis
    const riskAnalysis = Statistics.calculateDetailedRiskOfRuin(61.5, "1:1.70", 2, 2);
    const marketPatterns = Statistics.interpretMarketPatterns({
      consecutiveMovements: { up: 3, down: 2 },
      distribution: { upDays: 10, downDays: 8, neutralDays: 2 }
    });

    Features

    Basic Statistics

    • mean(array): Calculate arithmetic mean
    • median(array): Calculate median value
    • mode(array): Find most frequent value
    • range(array): Get min and max values
    • standardDeviation(array): Calculate standard deviation

    Trading Analysis

    • calculateDetailedRiskOfRuin(winRate, riskRewardRatio, riskPerTrade, maxConsecutiveLosses)
    • calculateSuccessRate(profitableTrades, totalTrades)
    • calculateProfitMetrics(totalProfit, profitCount, totalLoss, lossCount)
    • interpretMarketPatterns(patterns, threshold)
    • skewnedStandardDeviation(opens, highs, lows, closes)

    Market Analysis

    • interpretSkewness(skewness)
    • calculateSkewness(array)
    • determineProbabilityStatus(successRate, riskRewardRatio)

    Utility Functions

    • normalizeArray(set, range)
    • decimalToFraction(decimal)
    • simplifyFractions(str)
    • sumArr(arr1, arr2)
    • maxOrMin(arr, choice)

    Documentation

    API Documentation

    License

    MIT © Miryasha