willpctr

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.

Description

example

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

example

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

Examples

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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

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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)

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

Data Types: double

Output Arguments

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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

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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.

Introduced before R2006a