StockSharp.Strategies.0224_ATR_Mean_Reversion 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0224_ATR_Mean_Reversion --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0224_ATR_Mean_Reversion -Version 5.0.1
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0224_ATR_Mean_Reversion" Version="5.0.1" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0224_ATR_Mean_Reversion" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0224_ATR_Mean_Reversion" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0224_ATR_Mean_Reversion --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0224_ATR_Mean_Reversion, 5.0.1"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0224_ATR_Mean_Reversion@5.0.1
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0224_ATR_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0224_ATR_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Tool

ATR Mean Reversion Strategy (C# Version)

The ATR Mean Reversion strategy measures how far price travels away from a moving average relative to recent volatility. The Average True Range (ATR) provides an adaptive gauge so thresholds expand during active periods and contract when markets quiet down.

A long setup occurs when price closes below the moving average by more than Multiplier times the ATR. A short setup appears when price closes above the moving average by the same distance. Positions are exited once price returns to the moving average.

This technique is intended for short-term traders expecting prices to revert after excessive moves. The ATR-based stop keeps risk proportional to current market conditions.

Details

  • Entry Criteria:
    • Long: Close < MA - Multiplier * ATR
    • Short: Close > MA + Multiplier * ATR
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when close >= MA
    • Short: Exit when close ⇐ MA
  • Stops: Yes, stop-loss around 2*ATR by default.
  • Default Values:
    • MaPeriod = 20
    • AtrPeriod = 14
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: MA, ATR
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version Downloads Last Updated
5.0.1 276 7/20/2025
5.0.0 63 7/11/2025