William's %R
William's % R.
WPR(HLC, n = 14)
HLC |
Object that is coercible to xts or matrix and contains High-Low-Close prices. If only a univariate series is given, it will be used. See details. |
n |
Number of periods to use. |
If an High-Low-Close series is provided, the indicator is calculated using the high/low values. If a vector is provided, the calculation only uses that series.
A object of the same class as HLC or a vector (if
try.xts fails) containing the William's %R values.
The William's %R calculation is similar to stochastics' fast %K.
The value for William's %R will be 0.5 whenever the highest high and
lowest low are the same over the last n periods.
Joshua Ulrich
The following site(s) were used to code/document this
indicator:
https://www.fmlabs.com/reference/WilliamsR.htm
https://www.metastock.com/Customer/Resources/TAAZ/#126
https://www.linnsoft.com/techind/williams-r-wpr
https://school.stockcharts.com/doku.php?id=technical_indicators:williams_r
See stoch.
data(ttrc)
stochOsc <- stoch(ttrc[,c("High","Low","Close")])
stochWPR<- WPR(ttrc[,c("High","Low","Close")])
plot(tail(stochOsc[,"fastK"], 100), type="l",
main="Fast %K and Williams %R", ylab="",
ylim=range(cbind(stochOsc, stochWPR), na.rm=TRUE) )
lines(tail(stochWPR, 100), col="blue")
lines(tail(1-stochWPR, 100), col="red", lty="dashed")Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.