willpctr

Williams %R

willpctr has been partially removed and will no longer accept a fints object (tsobj) argument. Use a matrix, timetable, or table instead for financial time series.

Use fts2timetable to convert a fints object to a timetable object.

Syntax

PercentR = willpctr(Data)

PercentR = willpctr(___,Name,Value)

Description

PercentR = willpctr(Data) calculates the Williams PercentR (%R) values for a data series of with high, low, and closing prices.

PercentR = willpctr(___,Name,Value) adds optional name-value pair arguments.

Examples

Calculate the Williams %R for a Data Series for a Stock

Load the file SimulatedStock.mat, which provides a timetable (TMW) for financial data for TMW stock.

load SimulatedStock.mat
PercentR = willpctr(TMW);
plot(PercentR.Time,PercentR.WillPercentR)
title('Williams %R for TMW')

Input Arguments

Data — Data with high, low, and close information

matrix | table | timetable

Data with high, low, open, close information, specified as a matrix, table, or timetable. For matrix input, Data is an M-by-3 with high, low, and closing prices stored in the corresponding columns. Timetables and tables with M rows must contain variables named 'High', 'Low', and 'Close' (case insensitive).

Data Types: double | table | timetable

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments. Name is the argument name and Value is the corresponding value. Name must appear inside quotes. You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

Example: PercentR = willpctr(TMW,'NumPeriods',15)

'NumPeriods' — Moving window for Williams PercentR

14 (default) | positive integer

Moving window for Williams PercentR, specified as the comma-separated pair consisting of 'NumPeriods' and a scalar positive integer.

Data Types: double

Output Arguments

PercentR — Williams PercentR series

matrix | table | timetable

Williams PercentR series, returned with the same number of rows (M) and the same type (matrix, table, or timetable) as the input Data.

More About

Williams %R

Williams %R shows the current closing price in relation to the high and low of the past n days.

By default, Williams %R values are based on 14 periods.

References

[1] Achelis, S. B. Technical Analysis from A to Z. Second Edition. McGraw-Hill, 1995, pp. 316–317.