ATR Mean Reversion Strategy (C#)

The ATR Mean Reversion strategy measures how far price travels away from a moving average relative to recent volatility. The Average True Range (ATR) provides an adaptive gauge so thresholds expand during active periods and contract when markets quiet down. A long setup occurs when price closes below the moving average by more than Multiplier times the ATR. A short setup appears when price closes above the moving average by the same distance. Positions are exited once price returns to the moving average. This technique is intended for short-term traders expecting prices to revert after excessive moves. The ATR-based stop keeps risk proportional to current market conditions.

• Entry Criteria:

• Long: Close < MA - Multiplier * ATR

• Short: Close > MA + Multiplier * ATR []Long/Short: Both sides. []Exit Criteria:

• Long: Exit when close >= MA

• Short: Exit when close <= MA []Stops: Yes, stop-loss around **2ATR** by default. [*]Default Values:

• MaPeriod = 20

• AtrPeriod = 14

• Multiplier = 2.0m

• CandleType = TimeSpan.FromMinutes(5) [*]Filters:

• Category: Mean Reversion

• Direction: Both

• Indicators: MA, ATR

• Stops: Yes

• Complexity: Intermediate

• Timeframe: Intraday

• Seasonality: No

• Neural networks: No

• Divergence: No

• Risk Level: Medium