Utility Functions

Interactive Demo

Code Example

import { getAverage } from 'trading-signals';

const values = [10, 20, 30, 40, 50];
const avg = getAverage(values);

console.log(avg); // 30

Interactive Demo

Code Example

import { getMedian } from 'trading-signals';

const values = [7, 31, 47, 75, 87];
const median = getMedian(values);

console.log(median); // 47

Interactive Demo

Code Example

import { getStandardDeviation } from 'trading-signals';

const values = [10, 12, 14, 16, 18];
const stdDev = getStandardDeviation(values);

console.log(stdDev);

Interactive Demo

Code Example

import { getMaximum, getMinimum } from 'trading-signals';

const values = [25, 50, 75, 100, 125];

console.log(getMaximum(values)); // 125
console.log(getMinimum(values)); // 25

Interactive Demo

Code Example

import { getPercentageChange } from 'trading-signals';

// Price moved from 100 to 150 → +50%
const change = getPercentageChange(100, 150);

console.log(change); // 50

Interactive Demo

Code Example

import { addPercentageChange } from 'trading-signals';

// Apply a 50% gain to a starting value of 100
const target = addPercentageChange(100, 50);

console.log(target); // 150

Interactive Demo

Code Example

import { getShare } from 'trading-signals';

// 40 out of 100 → 40%
const share = getShare(40, 100);

console.log(share); // 40

Signature

getQuartile(values: number[], q: 0.25 | 0.5 | 0.75): number

Details

Pass `0.25` for the first quartile (Q1, 25th percentile), `0.5` for the median (Q2), or `0.75` for the third quartile (Q3, 75th percentile). Useful for measuring spread and detecting outliers (e.g. computing the interquartile range as `Q3 − Q1`).

Signature

getGrid({ lower, upper, levels, spacing, tickSize? }): number[]
// spacing: 'arithmetic' | 'geometric'

Details

Splits a price range into `levels` evenly spaced points between `lower` and `upper`. Choose `arithmetic` for equal price steps or `geometric` for equal percentage steps. An optional `tickSize` rounds each level to a tradable increment. Used by grid trading strategies that place buy/sell orders at fixed intervals.

Signature

getStreaks(prices: number[], keepSide: 'up' | 'down'): Streak[]
// type Streak = { length: number; percentage: number }

Details

Walks the price series and groups consecutive moves in the same direction. Pass `up` to keep uptrends, `down` for downtrends. Each returned `Streak` reports the number of consecutive moves and the total percentage change across the streak. Useful for momentum analysis and indicators that need streak length as input (e.g. Connors RSI).

Signature

isMonday(timezone: string, date?: Date): boolean
// also: isTuesday, isWednesday, …, isSunday

Details

Each helper takes an IANA timezone identifier (e.g. `"America/New_York"`, `"Europe/London"`) and an optional `Date` (defaults to now). Useful for filtering strategies by trading session or analysing day-of-week effects without pulling in a heavy date library.

Signature

pushUpdate<T>(array: T[], replace: boolean, item: T, maxLength: number): T | null | undefined

Details

Helper used when implementing custom indicators. Pass `replace: false` to append a new value, `replace: true` to overwrite the most recent one (for streaming/live candles). When the array would exceed `maxLength`, the oldest element is shifted out and returned; otherwise the function returns `null`.