/// <summary>
/// Calculates Williams %R indicator
/// </summary>
/// <param name="highs">Signal representing price highs</param>
/// <param name="lows">Signal representing price lows</param>
/// <param name="closes">Signal representing closing prices</param>
/// <param name="periods">Number of periods</param>
/// <returns>Object containing operation results</returns>
public static WilliamsRResult WilliamsR(IEnumerable<double> highs, IEnumerable<double> lows, IEnumerable<double> closes, int periods)
{
var outputValues = new List<double>();
for (int i = periods - 1; i < highs.Count(); i++)
{
double highestHigh = highs.Skip(i - periods + 1).Take(periods).Max();
double lowestLow = lows.Skip(i - periods + 1).Take(periods).Min();
double currentClose = closes.ElementAt(i);
double value = ((highestHigh - currentClose) / (highestHigh - lowestLow)) * -100;
outputValues.Add(value);
}
var result = new WilliamsRResult()
{
StartIndexOffset = periods - 1,
Values = outputValues
};
return result;
}
/// <summary>
/// Calculates Williams %R indicator
/// </summary>
/// <param name="highs">Signal representing price highs</param>
/// <param name="lows">Signal representing price lows</param>
/// <param name="closes">Signal representing closing prices</param>
/// <param name="periods">Number of periods</param>
/// <returns>Object containing operation results</returns>
public static WilliamsRResult WilliamsR(IEnumerable <double> highs, IEnumerable <double> lows, IEnumerable <double> closes, int periods)
{
var outputValues = new List <double>();
for (int i = periods - 1; i < highs.Count(); i++)
{
double highestHigh = highs.Skip(i - periods + 1).Take(periods).Max();
double lowestLow = lows.Skip(i - periods + 1).Take(periods).Min();
double currentClose = closes.ElementAt(i);
double value = ((highestHigh - currentClose) / (highestHigh - lowestLow)) * -100;
outputValues.Add(value);
}
var result = new WilliamsRResult()
{
StartIndexOffset = periods - 1,
Values = outputValues
};
return(result);
}
