Interquartile Range (IQR)

Statistical measure of variability showing the middle 50% of data. Robust measure of spread that is less sensitive to outliers than standard deviation.

Live Demo

Pick a market regime to see how IQR(13) reacts:

Usage

import {IQR} from 'trading-signals';
 
// IQR yields results once 13 inputs have been added
const iqr = new IQR(13);