Forex Calculator

Simple and reliable Forex Calculator tools for trading analysis.

Installation

Choose your preferred package manager:

# npm package
npm install @neabyte/forex-calculator

# Deno module
deno add jsr:@neabyte/forex-calculator

Usage

Position Sizing

Calculate optimal lot size based on account risk and stop loss distance.

import { calculateLotSize } from '@neabyte/forex-calculator'

const result = calculateLotSize({
  pairName: 'XAUUSD',
  openPrice: 2000,
  stopPrice: 1990,
  leverage: 100,
  riskUSD: 100
})
console.log(result)
/*
{
  info: { symbol: 'XAUUSD', timestamp: '...', type: 'METAL' },
  margin: { leverage: '1:100', required: 200 },
  position: { lot: 0.1, pipValue: 1, units: 10 },
  risk: { amount: 100, stopDistance: 10, stopPoints: 100 }
}
*/

Profit & Loss

Calculate the exact profit or loss in USD and pips for any position.

import { calculateProfit } from '@neabyte/forex-calculator'

const result = calculateProfit({
  pairName: 'EURUSD',
  sidePosition: 'BUY',
  lotSize: 1.0,
  entryPrice: 1.1,
  exitPrice: 1.105
})
console.log(result)
/*
{
  isProfit: true,
  pips: 50,
  profitUSD: 500,
  sidePosition: 'BUY',
  symbol: 'EURUSD',
  type: 'FOREX'
}
*/

Pivot Points

Support for multiple methodologies to find support and resistance.

import { calculatePivotPoints } from '@neabyte/forex-calculator'

const result = calculatePivotPoints({
  high: 1.1,
  low: 1.09,
  close: 1.095,
  method: 'FIBONACCI'
})
console.log(result)
/*
{
  method: 'FIBONACCI',
  p: 1.095,
  r1: 1.09882,
  r2: 1.10118,
  r3: 1.105,
  s1: 1.09118,
  s2: 1.08882,
  s3: 1.085
}
*/

Strategy Simulations

Project account growth or analyze risk with built-in simulators.

import { simulateCompounding, calculateExpectancy } from '@neabyte/forex-calculator'

// Project compounding growth
const compound = simulateCompounding({
  startBalance: 1000,
  profitPerTrade: 10,
  totalTrades: 2
})
console.log(compound)
/*
[
  { period: 1, startBalance: 1000, endBalance: 1100, profit: 100 },
  { period: 2, startBalance: 1100, endBalance: 1210, profit: 110 }
]
*/

// Calculate mathematical edge
const edge = calculateExpectancy({
  winRate: 50,
  avgWinUSD: 100,
  avgLossUSD: 50
})
console.log(edge) // { expectancy: 25, potentialProfit: 1250, status: 'POSITIVE' }

Backtesting

Simulate trading a strategy over a specific period of time.

import { calculateBacktest } from '@neabyte/forex-calculator'

const result = calculateBacktest({
  initBalance: 1000,
  riskAmount: 10,
  tradePerDay: 1,
  totalDays: 5,
  winRate: 60,
  rewardRatio: 2
})
console.log(result.summary)
/*
{
  actualWinRate: 60,
  finalBalance: 1040,
  initBalance: 1000,
  isProfitable: true,
  netProfit: 40,
  totalTrades: 5,
  totalWins: 3,
  ...
}
*/

API Reference

Core Calculators

• calculateLotSize(params): Returns LotSizeResult. Calculates margin, lot size, and risk metrics.
• calculateProfit(params): Returns ProfitResult. Calculates PnL and pip distance.
• calculatePivotPoints(params): Returns PivotResult. Supports CLASSIC, FIBONACCI, CAMARILLA, WOODIES, DEMARKS.

Strategy Simulations

• simulateCompounding(params): Project account growth over multiple trades.
• calculateDrawdown(params): Analyze potential balance decay during losing streaks.
• calculateExpectancy(params): Determine strategy edge (Statistical Expectancy).

Backtesting

• calculateBacktest(params): Comprehensive strategy simulation over a time period.

Supported Instruments

The library supports a wide range of symbols across different asset classes.

Forex

Symbol	Contract Size	Pip Size
AUDJPY, CADJPY, CHFJPY, EURJPY, GBPJPY, NZDJPY, USDJPY	100,000	0.01
AUDNZD, AUDUSD, EURAUD, EURGBP, EURNZD, EURUSD, GBPCAD, GBPNZD, GBPUSD, NZDUSD, USDCAD, USDCHF	100,000	0.0001

Metals

Symbol	Type	Contract Size	Pip Size
XAUUSD	Gold	100	0.1
XAGUSD	Silver	5000	0.01

Indices & Commodities

Symbol	Contract Size	Pip Size
US30, NAS100, SPX500, GER40, JPN225, UK100	1	1.0
USOIL, UKOIL	100	0.01
XNGUSD	10,000	0.001

Crypto

Symbol	Contract Size	Pip Size
BTCUSD, ETHUSD	1	1.0
SOLUSD	1	0.01

Error Handling

The library validates inputs and throws clear error messages:

try {
  calculatePivotPoints({ high: 0, low: 100, close: 105, method: 'CLASSIC' })
} catch (e) {
  console.error(e.message) // "Prices must be greater than 0"
}

License

This project is licensed under the MIT license. See the LICENSE file for more info.