Stochastic Mean Reversion Strategy (C#). StockSharp

Author: StockSharp
N: 1756
v5.0.2 (6/9/2026)
Downloads: 1610

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