StockSharp.Strategies.0216_Mean_Reversion.py 5.0.1

Prefix Reserved

dotnet add package StockSharp.Strategies.0216_Mean_Reversion.py --version 5.0.1

NuGet\Install-Package StockSharp.Strategies.0216_Mean_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.0216_Mean_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.0216_Mean_Reversion.py" Version="5.0.1" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0216_Mean_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.0216_Mean_Reversion.py --version 5.0.1

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

#r "nuget: StockSharp.Strategies.0216_Mean_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.0216_Mean_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.0216_Mean_Reversion.py&version=5.0.1
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0216_Mean_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.

Mean Reversion Strategy (Python Version)

This statistical approach looks for short-term extremes in price relative to its recent average. The strategy uses a moving average to define fair value and measures the deviation from that mean through a standard deviation calculation.

Testing indicates an average annual return of about 85%. It performs best in the crypto market.

Trades are opened when price pushes a set distance from the average. A dip below the lower band triggers a long entry, anticipating a rebound toward the mean, while a rally above the upper band prompts a short. Once price touches the moving average again, any open position is closed.

The method appeals to traders who prefer a contrarian style and want clearly defined entry and exit zones. Because it relies on volatility-based bands, it adapts to quieter or more active markets while still keeping losses in check via a fixed stop-loss.

Details

Entry Criteria:
- Long: Price < MA - k*StdDev (below lower band)
- Short: Price > MA + k*StdDev (above upper band)
Long/Short: Both sides.
Exit Criteria:
- Long: Exit when price crosses above the moving average
- Short: Exit when price crosses below the moving average
Stops: Yes.
Default Values:
- MovingAveragePeriod = 20
- DeviationMultiplier = 2.0m
- StopLossPercent = 2m
- CandleType = TimeSpan.FromMinutes(5)
Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: Mean Reversion
- 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

This package is not used by any popular GitHub repositories.

Version	Downloads	Last Updated
5.0.1	167	8/7/2025
5.0.0	276	7/20/2025

Refactor strategy reset handling