Bollinger Reversion (C#). StockSharp

Author: StockSharp
N: 1370
v5.0.1 (7/30/2025)
Downloads: 77

Strategy based on Bollinger Bands mean reversion
Bollinger Reversion fades moves outside the Bollinger Bands. Trades open against closes beyond the bands and close once price returns inside or hits a stop.
Standard deviation bands offer a statistical view of overextension. Entering after extreme closes aims to profit from the snap back toward the middle band.

  • Entry Criteria: Signals based on RSI, ATR, Bollinger.
  • Long/Short: Both directions.
  • Exit Criteria: Opposite signal or stop.
  • Stops: Yes.
  • Default Values:

    • BollingerPeriod = 20
    • BollingerDeviation = 2m
    • AtrMultiplier = 2m
    • CandleType = TimeSpan.FromMinutes(5)

  • Filters:

    • Category: Mean Reversion
    • Direction: Both
    • Indicators: RSI, ATR, Bollinger
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday (5m)
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium