StockSharp.Strategies.0032_ATR_Reversion.py 5.0.1

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dotnet add package StockSharp.Strategies.0032_ATR_Reversion.py --version 5.0.1

NuGet\Install-Package StockSharp.Strategies.0032_ATR_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.0032_ATR_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.0032_ATR_Reversion.py" Version="5.0.1" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0032_ATR_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.0032_ATR_Reversion.py --version 5.0.1

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#r "nuget: StockSharp.Strategies.0032_ATR_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.0032_ATR_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.0032_ATR_Reversion.py&version=5.0.1
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0032_ATR_Reversion.py&version=5.0.1
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

ATR Reversion (Python Version)

ATR Reversion looks for sudden moves measured in multiples of Average True Range (ATR). When price surges beyond the ATR multiplier, the system expects a mean reversion.

Testing indicates an average annual return of about 133%. It performs best in the crypto market.

The strategy opens a trade opposite the direction of the spike and uses a moving average to judge momentum.

Positions close on a moving-average crossover or when the volatility stop is hit.

Details

Entry Criteria: Price move exceeds AtrMultiplier times ATR.
Long/Short: Both directions.
Exit Criteria: Price crosses moving average or stop.
Stops: Yes.
Default Values:
- AtrPeriod = 14
- AtrMultiplier = 2.0m
- MAPeriod = 20
- StopLossPercent = 2.0m
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: ATR, MA
- Stops: Yes
- Complexity: Basic
- 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	219	8/7/2025
5.0.0	75	7/19/2025

Move reset logic to OnReseted in initial strategies