R10 / Range Stat in JavaScript

JavaScript

/**
 * R10 / Range Stat: one-tenth of the typical daily range.
 *
 * R10 = (mean(range) + populationStdDev(range)) / 10 over the 30 EOD bars
 * STRICTLY BEFORE the current bar (current bar excluded -> no look-ahead).
 * `range` is high - low per bar. This is the standard minimum-manageable-risk
 * box used for position sizing.
 *
 * Faithful to edge-canvas calcR10 (window = slice(-(n+1), -1), n<=30).
 *
 * @param {number[]} high - bar highs, ascending by date
 * @param {number[]} low  - bar lows, ascending by date
 * @returns {(number|null)[]} r10[i] uses the 30 bars before index i;
 *                            null where fewer than 2 prior bars exist
 */
function r10(high, low) {
  const out = [];
  for (let i = 0; i < high.length; i++) {
    const n = Math.min(i, 30);            // bars available STRICTLY BEFORE i
    if (n < 2) { out.push(null); continue; }
    const ranges = [];
    for (let j = i - n; j < i; j++) ranges.push(high[j] - low[j]);
    const mean = ranges.reduce((s, v) => s + v, 0) / ranges.length;
    const variance =
      ranges.reduce((s, v) => s + (v - mean) ** 2, 0) / ranges.length;
    out.push((mean + Math.sqrt(variance)) / 10.0);  // population stddev
  }
  return out;
}