WPR {TTR} | R Documentation |
William's % R.
WPR(HLC, n=14)
HLC |
High-Low-Close price series to use. 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 vector containing the William's %R values.
The William's %R calculation is similar to stochastics' fast %K.
Josh Ulrich
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 stochastic
.
data(ttrc) stoch.osc <- stochastic(ttrc[,c("High","Low","Close")]) stoch.wpr <- WPR(ttrc[,c("High","Low","Close")]) plot(tail(stoch.osc[,"fastK"], 100), type="l", main="Fast %K and Williams %R", ylab="", ylim = range(cbind(stoch.osc, stoch.wpr), na.rm=TRUE) ) lines(tail(stoch.wpr, 100), col="blue") lines(tail(1-stoch.wpr, 100), col="red", lty="dashed")