ATR Mean Reversion Strategy (C#). StockSharp

Author: StockSharp
N: 1732
v5.0.1 (7/26/2025)
Downloads: 65

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 2*ATR 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