trading-signals/dist/util/getStandardDeviation.js

Technical indicators to run technical analysis with JavaScript / TypeScript.

import { getAverage } from './getAverage.js';
export function getStandardDeviation(values, average) {
    const middle = average || getAverage(values);
    const squaredDifferences = values.map(value => value - middle).map(value => value * value);
    const averageDifference = getAverage(squaredDifferences);
    return Math.sqrt(averageDifference);
}
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