@miryasha/advanced-trading-statistics v1.0.0

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