ATR Mean Reversion Strategy (C#). StockSharp

Author: StockSharp
N: 1732
v5.0.2 (6/9/2026)
Downloads: 1646

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