Williams R, or just R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20%. More...
Public Member Functions | |
| WilliamsPercentR (int period) | |
| Creates a new Williams R. More... | |
| WilliamsPercentR (string name, int period) | |
| Creates a new Williams R. More... | |
| override void | Reset () |
| Resets this indicator and both sub-indicators (Max and Min) More... | |
Public Attributes | |
| override bool | IsReady => Maximum.IsReady && Minimum.IsReady |
| Gets a flag indicating when this indicator is ready and fully initialized More... | |
Protected Member Functions | |
| override decimal | ComputeNextValue (IBaseDataBar input) |
| Computes the next value of this indicator from the given state More... | |
 Protected Member Functions inherited from QuantConnect.Indicators.BarIndicator | |
| BarIndicator (string name) | |
| Creates a new TradeBarIndicator with the specified name More... | |
Properties | |
| Maximum | Maximum [get] |
| Gets the Maximum indicator More... | |
| Minimum | Minimum [get] |
| Gets the Minimum indicator More... | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
| Properties inherited from QuantConnect.Indicators.IIndicatorWarmUpPeriodProvider | |
| int | WarmUpPeriod [get] |
| Required period, in data points, for the indicator to be ready and fully initialized. More... | |
Detailed Description
Williams R, or just R, is the current closing price in relation to the high and low of the past N days (for a given N). The value of this indicator fluctuates between -100 and 0. The symbol is said to be oversold when the oscillator is below -80%, and overbought when the oscillator is above -20%.
Definition at line 26 of file WilliamsPercentR.cs.
Constructor & Destructor Documentation
◆ WilliamsPercentR() [1/2]
| QuantConnect.Indicators.WilliamsPercentR.WilliamsPercentR | ( | int | period | ) |
Creates a new Williams R.
- Parameters
-
period The look-back period to determine the Williams R
Definition at line 52 of file WilliamsPercentR.cs.
◆ WilliamsPercentR() [2/2]
| QuantConnect.Indicators.WilliamsPercentR.WilliamsPercentR | ( | string | name, |
| int | period | ||
| ) |
Creates a new Williams R.
- Parameters
-
name The name of this indicator period The look-back period to determine the Williams R
Definition at line 62 of file WilliamsPercentR.cs.
Member Function Documentation
◆ Reset()
| override void QuantConnect.Indicators.WilliamsPercentR.Reset | ( | ) |
Resets this indicator and both sub-indicators (Max and Min)
Definition at line 73 of file WilliamsPercentR.cs.
◆ ComputeNextValue()
|
protected |
Computes the next value of this indicator from the given state
- Parameters
-
input The input given to the indicator
- Returns
- A new value for this indicator
Definition at line 85 of file WilliamsPercentR.cs.
Member Data Documentation
◆ IsReady
| override bool QuantConnect.Indicators.WilliamsPercentR.IsReady => Maximum.IsReady && Minimum.IsReady |
Gets a flag indicating when this indicator is ready and fully initialized
Definition at line 41 of file WilliamsPercentR.cs.
Property Documentation
◆ Maximum
|
get |
Gets the Maximum indicator
Definition at line 31 of file WilliamsPercentR.cs.
◆ Minimum
|
get |
Gets the Minimum indicator
Definition at line 36 of file WilliamsPercentR.cs.
◆ WarmUpPeriod
|
get |
Required period, in data points, for the indicator to be ready and fully initialized.
Definition at line 46 of file WilliamsPercentR.cs.
The documentation for this class was generated from the following file:
- Indicators/WilliamsPercentR.cs
