TTR (version 0.21-1)

WPR: William's %R

Description

William's % R.

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.

Value

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

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.

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.

Examples

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")