WILLR
Summary
Williams' %R momentum oscillator over a rolling period, bounded in [-100, 0]. Measures where the current close sits relative to the high-low range of the last N bars. Near 0 = close at period high (overbought); near -100 = close at period low (oversold).
Formula
%R = -100 * (highestHigh - close) / (highestHigh - lowestLow) over the trailing optInTimePeriod bars; if highestHigh == lowestLow, output 0.
Inputs
inPriceHLC— High, low, and close price series
Outputs
outReal— Williams' %R value in [-100, 0]
Parameters
optInTimePeriod— Lookback bars for the high/low range
Implementation
TA-Lib Definition: willr.c · willr.yaml
| Native | File |
|---|---|
| C | ta_WILLR.c |
| Rust | willr.rs |
| Java | Core.java |
TA-Lib is also available for Python, R and more using a wrapper.
Aliases
Williams %R, Williams Percent R, %R