Williams %R
Install and import#
npm install fintech-algorithmsimport { williamsR } from "fintech-algorithms/technical-indicators/momentum/williams-r";Signature#
williamsR(high, low, close, p)Where the close sits within the lookback's high–low range, on a −100…0 scale. Arithmetically the inverse of fast %K.
Parameters#
| Name | Type | Notes |
|---|---|---|
high | number[] | Per-bar high prices, chronological. |
low | number[] | Per-bar low prices, chronological. |
close | number[] | Per-bar closing prices, chronological. |
p | number | Lookback in bars. min: 1 · integer: true |
Returns#
Record<string, (number | null)[]> · length same-as-input
A single parallel series, williams_r, ranging from −100 to 0.
Warm-up#
The first p − 1 positions are null.
Errors#
- When p < 1 or is not an integer — throws RangeError
- When the input series are not all the same length — throws RangeError
Complexity: time O(n × p),
space O(n).
Worked example#
executed Captured by running this function on the input its own test provides. Real output of real code — but not asserted against a published figure.
Input#
[101, 101.992465, 103.28276, 104.655405, 105.856544, 106.661472]Showing 6 of 120 elements.
[99.08, 99.149664, 100.233798, 101.654978, 103.180913, 104.534685]Showing 6 of 120 elements.
[100, 100.999214, 102.324548, 103.755998, 105.030823, 105.911843]Showing 6 of 120 elements.
Call#
williamsR(high, low, close, p)Returns#
object with 1 field: williams_r
{
"williams_r": [null, null, null, null, null, null]
}Other exports#
This module also exports
rsi, stochastic, stochasticRsi, cci, ultimateOscillator, tsi, connorsRsi. Every module additionally exports run as an alias of its
primary function, and a meta object carrying its catalog id, domain, family,
shape and article URL.
Diagrams#
Calculation flow#
Calculation flow
flowchart LR
A["Finalized finalized high, low, close"] --> B["Validate order, alignment, and finite values"]
B --> C["Trailing range"]
C --> D["Distance from high"]
D --> E["Normalize by range"]
E --> F{"History and denominator valid?"}
F -- "No · short history" --> G["warming-up + reason"]
F -- "No · no finite scale" --> H["undefined + reason"]
F -- "Yes" --> I["Williams %R"]
I --> J["ready + aligned component trace"]
How it works#
This page states the contract — how to call it correctly. The article explains the concept: why it works, and where it breaks.
References#
- Williams %R (WILLR) — TA-Lib
- Stochastic Oscillator Slow (STOCH) — TA-Lib
- TA-Lib Technical Analysis Documentation — TA-Lib
- Claim-role ledger
- Evidence boundary