trading-utils

Trading calculations — indicators, position sizing, risk/reward, pips, lot sizes, profit/loss, and Fibonacci levels.

Install

npm install trading-utils

Quick Start

import { calculateEMA, calculateRSI, calculatePositionSize, calculatePNL } from "trading-utils";

// Technical indicators
const ema = calculateEMA(prices, 20);
const rsi = calculateRSI(prices, 14);
console.log(rsi.signal); // "BUY" | "SELL" | "NEUTRAL"

// Position sizing
const size = calculatePositionSize(10000, 100, 95, 2); // $10K balance, $100 entry, $95 SL, 2% risk
console.log(size.quantity);

// P&L tracking
const pnl = calculatePNL(trades);
console.log(pnl.winRate, pnl.profitFactor);

API

Indicators

| Function | Returns | Use | |----------|---------|-----| | calculateEMA(prices, period) | { values, last } | Exponential Moving Average | | calculateSMA(prices, period) | { values, last } | Simple Moving Average | | calculateRSI(prices, period) | { values, last, signal } | Relative Strength Index with BUY/SELL/NEUTRAL | | calculateMACD(prices, fast, slow, signalPeriod) | { macd, signal, histogram, last } | MACD with signal line and histogram | | calculateBollingerBands(prices, period, stdDev) | { upper, middle, lower, last } | Bollinger Bands | | calculateATR(candles, period) | { values, last } | Average True Range |

Risk Management

| Function | Returns | Use | |----------|---------|-----| | calculatePositionSize(balance, entry, stopLoss, riskPercent) | { quantity, totalValue, ... } | Position sizing by risk percentage | | calculateRiskReward(entry, stopLoss, takeProfit, size, minRatio) | { ratio, acceptable, ... } | Risk/reward check |

Forex

| Function | Returns | Use | |----------|---------|-----| | calculatePipValue(lotSize, contractSize, price, precision) | number | Pip value in account currency (precision: 4 for most FX, 5 for JPY pairs) | | calculateLotSize(balance, riskPercent, pipDistance, pipValuePerLot) | number | Max lot size from risk budget | | calculatePipDistance(entry, exit, precision) | number | Distance in pips | | calculatePipProfit(pips, lotSize, pipValue) | number | Profit from pips | | calculateFullPipResult(entry, exit, lotSize, direction, pipValue, precision) | { pips, profitLoss, ... } | Complete pip calculation |

Profit & Loss

| Function | Returns | Use | |----------|---------|-----| | calculatePNL(trades) | PNLResult | Full P&L analytics (win rate, profit factor, avg win/loss) |

Fibonacci

| Function | Returns | Use | |----------|---------|-----| | calculateFibonacciLevels(high, low) | FibonacciLevels | Retracement levels (23.6, 38.2, 50, 61.8, 78.6) | | calculateFibonacciExtension(high, low, swingHigh) | { level100, 127, 161, 200, 261 } | Extension levels |

Examples

RSI Trading Signal

const rsi = calculateRSI(prices, 14);
if (rsi.signal === "BUY" && rsi.last < 30) {
  // Oversold — potential buy signal
}

Position Sizing with Risk Management

const position = calculatePositionSize(50000, 150, 145, 1); // 1% risk
const rr = calculateRiskReward(150, 145, 165, position.quantity);
if (!rr.acceptable) {
  // Risk/reward too low, skip trade
}

Tracking Portfolio P&L

const pnl = calculatePNL([
  { entryPrice: 100, exitPrice: 110, quantity: 5, direction: "long" },
  { entryPrice: 200, exitPrice: 180, quantity: 3, direction: "long" },
]);
// pnl.winRate = 50, pnl.profitFactor = 2.5

Use Cases

| Your Project | Application | |-------------|-------------| | broker-next | Price analysis, position tracking | | Financial-Freedom-App | Crypto trading indicators | | stock-maket-backend | Forex pip/lot calculations | | new-trading | Strategy indicators (SMA, RSI, MACD) | | financial-freedom-backend | P&L tracking, signal evaluation |

Features

• Zero dependencies — pure TypeScript
• 6 indicator types — EMA, SMA, RSI, MACD, Bollinger Bands, ATR
• Risk management — position sizing, risk/reward ratios
• Forex ready — pips, lot sizes, pip values
• P&L analytics — win rate, profit factor, average win/loss
• Fibonacci — retracement and extension levels
• Fully typed — TypeScript definitions included

Development

npm install
npm run dev        # watch mode build
npm run test       # run tests
npm run build      # production build

License

MIT