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

Quick Start

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]);

// Risk Analysis Example
const riskAnalysis = Statistics.calculateDetailedRiskOfRuin(61.5, "1:1.70", 2, 2);

// Market Pattern Analysis
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)

Contributing

Contributions are welcome! Please feel free to submit a Pull Request. For major changes, please open an issue first to discuss what you would like to change.

Documentation

Comprehensive API documentation is available in API Documentation

Support

For support, issues, or feature requests, please use the issues section.

License

MIT © Miryasha