Williams %R explained simply
Williams %R shows how far the close is from the highest high of the last two weeks. Close to 0 means near the high, close to −100 near the low.
Larry Williams introduced the indicator in 1973. It's closely related to the stochastic and uses the same range, but looks down from the high. That's why its scale is negative.
What it's about
The value lies between −100 and 0. Above −20 the price counts as overbought, so it's closing near the 14 day high. Below −80 it counts as oversold, closing near the low.
An example: the 14 day high is €50, the low €40, and today the stock closes at €42. It's €8 below the high, with a range of €10. Williams %R is at −80.
How it's calculated
You take the highest high of the last 14 days minus today's close and divide that by the whole range, high minus low. The result times −100 is Williams %R.
With the numbers above: (50 − 42) divided by (50 − 40) gives 0.8, so −80 after multiplying by −100. The stochastic would be at 20 on the same day. The two always add up to 100, just with a different sign.
What signals traders read from it
- Overbought and oversold: Below −80 some hope for a recovery, above −20 some expect a pullback.
- Leaving the zone: More careful traders wait until the value climbs back out of the zone below −80 instead of buying straight away.
- Momentum: If the value keeps jumping above −20 in an uptrend, that shows persistent buying pressure.
Where it misleads you
Williams %R reacts very quickly and often jumps between the extremes. In a strong trend it stays above −20 or below −80 for weeks. If you trade against the trend then, you lose again and again.
Because it's so similar to the stochastic, using both at once adds little. They show the same information in two notations, so they always seem to confirm each other.
An example trade with made up numbers
Leon has €10,000 in his account and risks at most €150 per trade. A stock's Williams %R climbs back out of the zone below −80. Leon buys at €45 and sets his stop loss at €43.50. With that distance, he buys 100 shares for €4,500. Costs: €1 each to buy and sell, plus about 2 cents of spread per share on each order.
If it works: The stock recovers and Leon sells at €48. Leon is €300 ahead. After €2 in fees and €4 in spread, €294 is left.
If it goes wrong: After two days the downtrend resumes. The stop fills at €43.40. That's a €160 loss, €166 with costs.
Leon waited until the value left the zone instead of buying straight away. That improves the hit rate a little, it's no guarantee.
Larry Williams became known mainly through a 1987 trading contest in which he turned $10,000 into over a million in one year. That's a single high risk case and no evidence for the indicator.
Formally: %R = (highest high n − close) / (highest high n − lowest low n) × −100, usually with n = 14. The unsmoothed fast stochastic is exactly 100 plus Williams %R.
As with all fast oscillators, many signals appear. After fees and spread, simple Williams %R rules often leave little in tests.
Summary
- Williams %R shows how far the close is below the 14 day high.
- It's the mirrored stochastic on a scale from −100 to 0.
- In a strong trend it stays in extreme territory for a long time.
Did you get it?
High €50, low €40, close €42. Where is Williams %R?
At −80.
Why does using Williams %R and the stochastic together add little?
Because both evaluate the same range and only display it differently.
What does a value above −20 mean?
That the price is closing near the highest high of the last 14 days.
Sources and further reading
- StockCharts ChartSchool, Williams %R. View source ↗
- ESMA, investor information on trading risks. View source ↗
Related
- StochasticIndicator
- RSIIndicator
- OvertradingLesson