StockSharp.Strategies.0236_RSI_Mean_Reversion.py 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0236_RSI_Mean_Reversion.py --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0236_RSI_Mean_Reversion.py -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.0236_RSI_Mean_Reversion.py" 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.0236_RSI_Mean_Reversion.py" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0236_RSI_Mean_Reversion.py" />
                    


                            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.0236_RSI_Mean_Reversion.py --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0236_RSI_Mean_Reversion.py, 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.0236_RSI_Mean_Reversion.py@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.0236_RSI_Mean_Reversion.py&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0236_RSI_Mean_Reversion.py&version=5.0.1
                    


                            Install as a Cake Tool

RSI Mean Reversion Strategy (Python Version)

This strategy tracks the relative strength index and measures its distance from an average level. When RSI deviates by more than a multiple of its recent standard deviation, the algorithm expects a snap back toward the mean.

Testing indicates an average annual return of about 61%. It performs best in the crypto market.

A long trade is opened when RSI falls below the lower band defined by the average minus Multiplier times the standard deviation. A short trade is taken when RSI rises above the upper band. Exits occur when RSI returns to its moving average.

The method suits traders looking for objective oversold and overbought signals. Using a volatility-based band adapts the thresholds to current market conditions while a stop-loss keeps losses limited.

Details

  • Entry Criteria:
    • Long: RSI < Avg - Multiplier * StdDev
    • Short: RSI > Avg + Multiplier * StdDev
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when RSI > Avg
    • Short: Exit when RSI < Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • RsiPeriod = 14
    • AveragePeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: RSI
    • 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

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Version Downloads Last Updated
5.0.1 633 8/7/2025
5.0.0 716 7/20/2025

Move state reset to OnReseted for strategies 231-240