StockSharp.Strategies.0289_Williams_R_Slope_Mean_Reversion 5.0.1

Prefix Reserved 
dotnet add package StockSharp.Strategies.0289_Williams_R_Slope_Mean_Reversion --version 5.0.1
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0289_Williams_R_Slope_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.0289_Williams_R_Slope_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.0289_Williams_R_Slope_Mean_Reversion" Version="5.0.1" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0289_Williams_R_Slope_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.0289_Williams_R_Slope_Mean_Reversion --version 5.0.1
                    


                    

                
#r "nuget: StockSharp.Strategies.0289_Williams_R_Slope_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.0289_Williams_R_Slope_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.0289_Williams_R_Slope_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0289_Williams_R_Slope_Mean_Reversion&version=5.0.1
                    


                            Install as a Cake Tool

Williams R Slope Mean Reversion (C# Version)

The Williams R Slope Mean Reversion strategy focuses on extreme readings of the Williams to exploit reversion. Wide departures from the normal 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 Williams returns toward balance. Starting parameter WilliamsRPeriod = 14.

Details

  • Entry Criteria: Indicator crosses back toward mean.
  • Long/Short: Both directions.
  • Exit Criteria: Indicator reverts to average.
  • Stops: Yes.
  • Default Values:
    • WilliamsRPeriod = 14
    • LookbackPeriod = 20
    • DeviationMultiplier = 2.0m
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Williams
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Short-term
    • 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
5.0.1 111 7/20/2025
5.0.0 60 7/11/2025