Summary
Williams %R is an effective momentum oscillator and was described by Larry Williams for the first time in 1973.
Remarks
It shows the relationship of the close relative to the high-low range over a set period of time.
Syntax
public interface WilliamsPctR
Members
Name | Type | Summary |
---|---|---|
Result | Property | Gets the resulting time series of the Williams PctR indicator calculation. |
Example 1
private WilliamsPctR _result; protected override void Initialize() { _result = Indicators.WilliamsPctR(14); } public override void Calculate(int index) { double result = _result.Result[index]; }
Example 2
using cAlgo.API; using cAlgo.API.Indicators; namespace cAlgo.Robots { // This sample cBot shows how to use the Williams % R indicator [Robot(TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)] public class WilliamsPctRSample : Robot { private double _volumeInUnits; private WilliamsPctR _williamsPctR; [Parameter("Volume (Lots)", DefaultValue = 0.01)] public double VolumeInLots { get; set; } [Parameter("Stop Loss (Pips)", DefaultValue = 10)] public double StopLossInPips { get; set; } [Parameter("Take Profit (Pips)", DefaultValue = 10)] public double TakeProfitInPips { get; set; } [Parameter("Label", DefaultValue = "Sample")] public string Label { get; set; } public Position[] BotPositions { get { return Positions.FindAll(Label); } } protected override void OnStart() { _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots); _williamsPctR = Indicators.WilliamsPctR(14); } protected override void OnBar() { if (_williamsPctR.Result.Last(1) > -20 && _williamsPctR.Result.Last(2) < -20) { ClosePositions(TradeType.Buy); ExecuteMarketOrder(TradeType.Sell, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } else if (_williamsPctR.Result.Last(1) < -80 && _williamsPctR.Result.Last(2) > -80) { ClosePositions(TradeType.Sell); ExecuteMarketOrder(TradeType.Buy, SymbolName, _volumeInUnits, Label, StopLossInPips, TakeProfitInPips); } } private void ClosePositions(TradeType tradeType) { foreach (var position in BotPositions) { if (position.TradeType != tradeType) continue; ClosePosition(position); } } } }