StockSharp.Strategies.0237_Stochastic_Mean_Reversion 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0237_Stochastic_Mean_Reversion --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0237_Stochastic_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.0237_Stochastic_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.0237_Stochastic_Mean_Reversion" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0237_Stochastic_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.0237_Stochastic_Mean_Reversion --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0237_Stochastic_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.0237_Stochastic_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.0237_Stochastic_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0237_Stochastic_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Tool

Stochastic Mean Reversion Strategy (C# Version)

This strategy measures the Stochastic oscillator against its own moving average to locate overextended swings. When %K moves several standard deviations away from its mean, the expectation is for the indicator to drift back toward typical values.

A long trade is placed when Stochastic %K falls below the lower band defined by the average minus Multiplier times the standard deviation. A short trade occurs when %K exceeds the upper band. Positions are closed once %K crosses back through its average line.

The method is designed for short-term traders who like to trade overbought and oversold extremes. The stop-loss protects against sustained momentum that fails to mean revert.

Details

  • Entry Criteria:
    • Long: %K < Avg - Multiplier * StdDev
    • Short: %K > Avg + Multiplier * StdDev
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when %K > Avg
    • Short: Exit when %K < Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • StochPeriod = 14
    • KPeriod = 3
    • DPeriod = 3
    • AveragePeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Stochastic Oscillator
    • 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
5.0.1 218 7/20/2025
5.0.0 58 7/11/2025