Williams %R

[DaveSkender]

Community discussion about Williams %R

[sshquack]

@DaveSkender I'm trying to add the Williams %R to https://charts.stockindicators.dev/ but it doesn't show up as an option. Could this be related to #477 (comment) ?

[DaveSkender]

It's not integrated yet, see facioquo/stock-charts#212

[bsambrone]

I think there may be a calculation issue with this indicator? I don't think it should ever go below -100, but when I was testing with Agilent (A) I found this occurence many times. I never found it to go higher than 0, which is good. This is how I found the suspicious instances:

          var symbol = "A"; // agilent
          var loader = new Loader(db);
          List<Quote> prices = await loader.LoadPricesBySymbolAsync(symbol);

          var williams = prices.GetWilliamsR(14).ToList();
          DateTime lastBad = DateTime.MinValue;
          int below100bad = 0;
          int below80 = 0;
          int below20above80 = 0;
          int above20 = 0;
          int above0bad = 0;
          for (int i = 0; i < williams.Count; i++)
          {
              if (williams[i].WilliamsR < -100) {
                  lastBad = williams[i].Date;
                  below100bad++;
              }
              if (williams[i].WilliamsR >= -100 && williams[i].WilliamsR < -80) below80++;
              if (williams[i].WilliamsR >= -80 && williams[i].WilliamsR < -20) below20above80++;
              if (williams[i].WilliamsR >= -20 && williams[i].WilliamsR <= 0) above20++;
              if (williams[i].WilliamsR > 0) above0bad++;
          }
          
          Console.WriteLine("done, inspect yer stuff in the debugger");

[DaveSkender]

We analyzed this and were only able to find 100.00000000000001 out of boundary values when using unrealistic extreme price swings and significant digits, where the math exceeds the 16-digit precisions limits of the double data type.

I suspect the errors above are false negatives due to conditionally expressions of null for initial warmup values for %R. Maybe. I thought what you've shown (williams[i].WilliamsR < -100) would evaluate as False when it's a null value, but I also see the same null value would fail Assert.IsTrue(value >= -100) in a unit test.

More info:

• Williams %R values out of 0 to -100 bounds #1127
• Precisions v. Performance of `decimal` vs `double` #649