Williams %R

Function Prototype

/* Williams %R */
/* Type: indicator */
/* Input arrays: 3    Options: 1    Output arrays: 1 */
/* Inputs: high, low, close */
/* Options: period */
/* Outputs: willr */
int ti_willr_start(TI_REAL const *options);
int ti_willr(int size,
      TI_REAL const *const *inputs,
      TI_REAL const *options,
      TI_REAL *const *outputs);

Description

This documentation is still a work in progress. It has omissions, and it probably has errors too. If you see any issues, or have any general feedback, please get in touch.

The Williams %R indicator measures momentum.

It takes one option: the period n.

The calculation is as follows:

See Also

• Simple Moving Average
• Maximum In Period
• Minimum In Period
• Stochastic Oscillator

References

• Achelis, S. (2000) Technical Analysis from A to Z, 2nd Edition

Example Usage

Calling From C

/* Example usage of Williams %R */
/* Assuming that 'high', 'low', and 'close' are pre-loaded arrays of size 'in_size'. */
TI_REAL *inputs[] = {high, low, close};
TI_REAL options[] = {5}; /* period */
TI_REAL *outputs[1]; /* willr */

/* Determine how large the output size is for our options. */
const int out_size = in_size - ti_willr_start(options);

/* Allocate memory for output. */
outputs[0] = malloc(sizeof(TI_REAL) * out_size); assert(outputs[0] != 0); /* willr */

/* Run the actual calculation. */
const int ret = ti_willr(in_size, inputs, options, outputs);
assert(ret == TI_OKAY);

Calling From Lua (with Tulip Chart bindings)

-- Example usage of Williams %R
willr = ti.willr(high, low, close, 5)

Example Calculation

period = 5

Chart

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