StockSharp.Strategies.0031_Keltner_Reversion.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0031_Keltner_Reversion.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0031_Keltner_Reversion.py -Version 5.0.0
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.0031_Keltner_Reversion.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0031_Keltner_Reversion.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0031_Keltner_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.0031_Keltner_Reversion.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0031_Keltner_Reversion.py, 5.0.0"
#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.0031_Keltner_Reversion.py@5.0.0
#: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.0031_Keltner_Reversion.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0031_Keltner_Reversion.py&version=5.0.0
                    


                            Install as a Cake Tool

Keltner Reversion (Python Version)

Strategy that trades on mean reversion using Keltner Channels

Keltner Reversion fades pushes outside the Keltner Channel. Entries bet on a return toward the middle band, closing trades once price re-enters the channel or the stop is hit.

The channel width expands and contracts with volatility, allowing the system to catch extreme moves while giving trades room to develop. Stops are typically based on ATR multiples.

Details

  • Entry Criteria: Signals based on RSI, ATR, Keltner.
  • Long/Short: Both directions.
  • Exit Criteria: Opposite signal or stop.
  • Stops: Yes.
  • Default Values:
    • EmaPeriod = 20
    • AtrPeriod = 14
    • AtrMultiplier = 2.0m
    • StopLossAtrMultiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: RSI, ATR, Keltner
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday (5m)
    • 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.

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Version Downloads Last Updated
5.0.0 109 7/19/2025