Williams %R

get_williams_r(quotes, lookback_periods=14)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int, default 14	Number of periods (`N`) in the lookback period. Must be greater than 0. Default is 14.

Historical quotes requirements

You must have at least N periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

WilliamsResults[WilliamsResult]

This method returns a time series of all available indicator values for the quotes provided.
WilliamsResults is just a list of WilliamsResult.
It always returns the same number of elements as there are in the historical quotes.
It does not return a single incremental indicator value.
The first N-1 periods will have None Oscillator values since there’s not enough data to calculate.

WilliamsResult

name	type	notes
`date`	datetime	Date
`williams_r`	float, Optional	Oscillator over prior `N` lookback periods

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate WilliamsR(14)
results = indicators.get_williams_r(quotes, 14)

About Williams %R

Created by Larry Williams, the Williams %R momentum indicator is a stochastic oscillator with scale of -100 to 0. It is exactly the same as the Fast variant of Stochastic Oscillator, but with a different scaling. [Discuss] 💬