Stochastic Mean Reversion Strategy (C#). StockSharp

Author: StockSharp
N: 1756
v5.0.1 (7/26/2025)
Downloads: 61

This strategy measures the Stochastic oscillator against its own moving average to locate overextended swings. When %K moves several standard deviations away from its mean, the expectation is for the indicator to drift back toward typical values.
A long trade is placed when Stochastic %K falls below the lower band defined by the average minus Multiplier times the standard deviation. A short trade occurs when %K exceeds the upper band. Positions are closed once %K crosses back through its average line.
The method is designed for short-term traders who like to trade overbought and oversold extremes. The stop-loss protects against sustained momentum that fails to mean revert.

  • Entry Criteria:

    • Long: %K < Avg - Multiplier * StdDev
    • Short: %K > Avg + Multiplier * StdDev

  • Long/Short: Both sides.
  • Exit Criteria:

    • Long: Exit when %K > Avg
    • Short: Exit when %K < Avg

  • Stops: Yes, percent stop-loss.
  • Default Values:

    • StochPeriod = 14
    • KPeriod = 3
    • DPeriod = 3
    • AveragePeriod = 20
    • Multiplier = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)

  • Filters:

    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Stochastic Oscillator
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium