WPR

0th

Percentile

William's %R

William's % R.

Keywords
ts
Usage
WPR(HLC, n = 14)
Arguments
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.

Details

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.

Value

A object of the same class as HLC or a vector (if try.xts fails) containing the William's %R values.

Note

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.

References

The following site(s) were used to code/document this indicator: http://www.fmlabs.com/reference/WilliamsR.htm http://www.equis.com/Customer/Resources/TAAZ?c=3&p=126 http://linnsoft.com/tour/techind/willR.htm http://stockcharts.com/education/IndicatorAnalysis/indic_williamsR.html

See Also

See stoch.

Aliases
  • WPR
Examples
library(TTR) # NOT RUN { 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") # }
Documentation reproduced from package TTR, version 0.23-1, License: GPL-2

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