StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion
5.0.1
Prefix Reserved
dotnet add package StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion --version 5.0.1
NuGet\Install-Package StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion -Version 5.0.1
<PackageReference Include="StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion" Version="5.0.1" />
<PackageVersion Include="StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion" Version="5.0.1" />
<PackageReference Include="StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion" />
paket add StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion --version 5.0.1
#r "nuget: StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion, 5.0.1"
#:package StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion@5.0.1
#addin nuget:?package=StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion&version=5.0.1
#tool nuget:?package=StockSharp.Strategies.0276_Bollinger_Width_Mean_Reversion&version=5.0.1
Bollinger Width Mean Reversion (C# Version)
The Bollinger Width Mean Reversion strategy focuses on extreme readings of the Bollinger to exploit reversion. Wide departures from the average level rarely last.
Trades trigger when the indicator swings far from its mean and then begins to reverse. Both long and short setups include a protective stop.
Suited for swing traders expecting oscillations, the strategy closes out once the Bollinger returns toward balance. Starting parameter BollingerLength
= 20.
Details
- Entry Criteria: Indicator crosses back toward mean.
- Long/Short: Both directions.
- Exit Criteria: Indicator reverts to average.
- Stops: Yes.
- Default Values:
BollingerLength
= 20BollingerDeviation
= 2.0mWidthLookbackPeriod
= 20WidthDeviationMultiplier
= 2.0mAtrPeriod
= 14AtrMultiplier
= 2.0mCandleType
= TimeSpan.FromMinutes(5)
- Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: Bollinger
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Short-term
- Seasonality: No
- Neural Networks: No
- Divergence: No
- Risk Level: Medium
Learn more about Target Frameworks and .NET Standard.
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