Created by Larry Williams, the Williams %R momentum oscillator compares current price with recent highs and lows and is presented on scale of -100 to 0. It is exactly the same as the fast variant of Stochastic Oscillator, but with a different scaling. [Discuss] 💬
// usage IEnumerable<WilliamsResult> results = quotes.GetWilliamsR(lookbackPeriods);
int - Number of periods (
N) in the lookback period. Must be greater than 0. Default is 14.
Historical quotes requirements
You must have at least
N periods of
quotes to cover the warmup periods.
quotes is a collection of generic
TQuote historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.
- This method returns a time series of all available indicator values for the
- It always returns the same number of elements as there are in the historical quotes.
- It does not return a single incremental indicator value.
- The first
N-1periods will have
nullOscillator values since there’s not enough data to calculate.
DateTime - Date from evaluated
double - Oscillator over prior
N lookback periods
See Utilities and helpers for more information.
Results can be further processed on
WilliamsR with additional chain-enabled indicators.
// example var results = quotes .GetWilliamsR(..) .GetSlope(..);
This indicator must be generated from
quotes and cannot be generated from results of another chain-enabled indicator or method.