StockSharp.Strategies.0069_Bollinger_Band_Reversal 5.0.1

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dotnet add package StockSharp.Strategies.0069_Bollinger_Band_Reversal --version 5.0.1
                    
NuGet\Install-Package StockSharp.Strategies.0069_Bollinger_Band_Reversal -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.0069_Bollinger_Band_Reversal" 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.0069_Bollinger_Band_Reversal" Version="5.0.1" />
                    
Directory.Packages.props
<PackageReference Include="StockSharp.Strategies.0069_Bollinger_Band_Reversal" />
                    
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.0069_Bollinger_Band_Reversal --version 5.0.1
                    
#r "nuget: StockSharp.Strategies.0069_Bollinger_Band_Reversal, 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.0069_Bollinger_Band_Reversal@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.0069_Bollinger_Band_Reversal&version=5.0.1
                    
Install as a Cake Addin
#tool nuget:?package=StockSharp.Strategies.0069_Bollinger_Band_Reversal&version=5.0.1
                    
Install as a Cake Tool

Bollinger Band Reversal Strategy (C# Version)

Price extremes outside the Bollinger Bands often snap back toward the middle band. This approach fades those extensions, buying dips below the lower band when the candle finishes green and selling rallies above the upper band after a red candle.

The algorithm calculates Bollinger Bands on each bar and checks whether the close breaches the outer band. If a bullish candle closes below the lower band a long is opened; if a bearish candle closes above the upper band a short is taken. The stop relies on an ATR multiple while exits occur when price returns to the middle band.

Mean reversion trades typically last only a few bars, making this setup suitable for short-term volatility contractions.

Details

  • Entry Criteria: Close below lower band with bullish candle or close above upper band with bearish candle.
  • Long/Short: Both.
  • Exit Criteria: Price crossing middle band or stop-loss.
  • Stops: Yes, ATR based.
  • Default Values:
    • BollingerPeriod = 20
    • BollingerDeviation = 2.0
    • AtrMultiplier = 2.0
    • CandleType = 5 minute
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Bollinger Bands, ATR
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk level: Medium
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Version Downloads Last Updated
5.0.1 19 7/19/2025
5.0.0 62 7/11/2025