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Williams %R ​

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] 💬

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

Parameters ​

paramtypedescription
lookbackPeriodsintNumber 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 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 ​

propertytypedescription
TimestampDateTimeDate from evaluated TBar
WilliamsRdoubleOscillator over prior N lookback periods

Utilities ​

See Utilities and helpers 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 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 and Stream hubs for full usage guides.