Williams R Mean Reversion Strategy (C#). StockSharp

Author: StockSharp
N: 1760
v5.0.2 (6/9/2026)
Downloads: 1615

Williams %R oscillates between 0 and -100 to show when price closes near the extremes of its recent range. This strategy fades those extremes once the indicator stretches far from its own average. A long trade triggers when Williams %R falls below the average minus DeviationMultiplier times the standard deviation. A short trade is taken when it rises above the average plus that multiplier. Exits occur when Williams %R moves back toward its average level. The approach suits traders who rely on momentum exhaustion to time entries. A protective stop-loss limits risk if price keeps moving to new extremes.

  • Entry Criteria:

  • Long: %R < Avg - DeviationMultiplier * StdDev

  • Short: %R > Avg + DeviationMultiplier * StdDev []Long/Short: Both sides. []Exit Criteria:

  • Long: Exit when %R > Avg

  • Short: Exit when %R < Avg []Stops: Yes, percent stop-loss. []Default Values:

  • WilliamsRPeriod = 14

  • AveragePeriod = 20

  • DeviationMultiplier = 2m

  • CandleType = TimeSpan.FromMinutes(5) [*]Filters:

  • Category: Mean Reversion

  • Direction: Both

  • Indicators: Williams %R

  • Stops: Yes

  • Complexity: Intermediate

  • Timeframe: Intraday

  • Seasonality: No

  • Neural networks: No

  • Divergence: No

  • Risk Level: Medium