Sometimes abbreviated as RWI.

Is a statistical indicator.

Is computed using the high, low, and close prices.

Returns two time series: measurements of randomness of lows over 5 periods and highs over 40 periods.

FinancialIndicator["RandomWalkIndex",n₁,n₂] uses n₁ periods for the lows and n₂ for the highs. The first values in the respective series occur after n₁ and n₂ periods.