---
url: /indicators/williams-r.md
description: >-
  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.
package: FacioQuo.Stock.Indicators
docs_version: v3
canonical: https://dotnet.stockindicators.dev/indicators/williams-r
generated: 2026-09-30T04:41:06.055Z
commit: ae1f432eaa0b03ae9f39e032c69434b557efa4a2
---

# Williams %R

Created by Larry Williams, the [Williams %R](https://en.wikipedia.org/wiki/Williams_%25R) 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](/indicators/stoch.md), but with a different scaling.
[\[Discuss\] 💬](https://github.com/facioquo/stock-indicators-dotnet/discussions/229 "Community discussion about this indicator")

```csharp
// C# usage syntax
IReadOnlyList<WilliamsResult> results =
  bars.ToWilliamsR(lookbackPeriods);
```

## Parameters

| param | type | description |
| ----- | ---- | ----------- |
| `lookbackPeriods` | *`int`* | Number of periods (`N`) in the lookback period.  Must be greater than 0.  Default is 14. |

### Historical price bars requirements

You must have at least `N` periods of `bars` to cover the warmup periods.

`bars` is a collection of generic `TBar` historical price bars.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide](/guide/getting-started.md#historical-bars) for more information.

## Response

```csharp
IReadOnlyList<WilliamsResult>
```

* This method returns a time series of all available indicator values for the `bars` provided.
* It always returns the same number of elements as there are in the historical price bars.
* It does not return a single incremental indicator value.
* The first `N-1` periods will have `null` Oscillator values since there's not enough data to calculate.

### `WilliamsResult`

| property | type | description |
| -------- | ---- | ----------- |
| `Timestamp` | *`DateTime`* | Date from evaluated `TBar` |
| `WilliamsR` | *`double`* | Oscillator over prior `N` lookback periods |

### Utilities

* [.Condense()](/utilities/results.md#condense)
* [.Find(lookupDate)](/utilities/results.md#find-by-date)
* [.RemoveWarmupPeriods()](/utilities/results.md#remove-warmup-periods)
* [.RemoveWarmupPeriods(removePeriods)](/utilities/results.md#remove-warmup-periods)

See [Utilities and helpers](/utilities.md) for more information.

## Chaining

Results can be further processed on `WilliamsR` with additional chain-enabled indicators.

```csharp
// example
var results = bars
    .ToWilliamsR(..)
    .ToSlope(..);
```

This indicator must be generated from `bars` and **cannot** be generated from results of another chain-enabled indicator or method.

See [Chaining indicators](/guide/chaining.md) for more.

## Streaming

Use the buffer-style `List<T>` when you need incremental calculations without a hub:

```csharp
WilliamsRList williamsRList = new(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  williamsRList.Add(bar);
}

// based on `ICollection<WilliamsResult>`
IReadOnlyList<WilliamsResult> results = williamsRList;
```

Subscribe to a `BarHub` for advanced streaming scenarios:

```csharp
BarHub barHub = new();
WilliamsRHub observer = barHub.ToWilliamsRHub(lookbackPeriods);

foreach (IBar bar in bars)  // simulating stream
{
  barHub.Add(bar);
}

IReadOnlyList<WilliamsResult> results = observer.Results;
```

See [Buffer lists](/guide/styles/buffer.md) and [Stream hubs](/guide/styles/stream.md) for full usage guides.