StockSharp.Strategies.0032_ATR_Reversion.py 5.0.0

Prefix Reserved 
dotnet add package StockSharp.Strategies.0032_ATR_Reversion.py --version 5.0.0
                    


                    

                
NuGet\Install-Package StockSharp.Strategies.0032_ATR_Reversion.py -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="StockSharp.Strategies.0032_ATR_Reversion.py" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="StockSharp.Strategies.0032_ATR_Reversion.py" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="StockSharp.Strategies.0032_ATR_Reversion.py" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add StockSharp.Strategies.0032_ATR_Reversion.py --version 5.0.0
                    


                    

                
#r "nuget: StockSharp.Strategies.0032_ATR_Reversion.py, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package StockSharp.Strategies.0032_ATR_Reversion.py@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=StockSharp.Strategies.0032_ATR_Reversion.py&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=StockSharp.Strategies.0032_ATR_Reversion.py&version=5.0.0
                    


                            Install as a Cake Tool

ATR Reversion (Python Version)

ATR Reversion looks for sudden moves measured in multiples of Average True Range (ATR). When price surges beyond the ATR multiplier, the system expects a mean reversion.

The strategy opens a trade opposite the direction of the spike and uses a moving average to judge momentum.

Positions close on a moving-average crossover or when the volatility stop is hit.

Details

  • Entry Criteria: Price move exceeds AtrMultiplier times ATR.
  • Long/Short: Both directions.
  • Exit Criteria: Price crosses moving average or stop.
  • Stops: Yes.
  • Default Values:
    • AtrPeriod = 14
    • AtrMultiplier = 2.0m
    • MAPeriod = 20
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: ATR, MA
    • Stops: Yes
    • Complexity: Basic
    • Timeframe: Intraday
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

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Version Downloads Last Updated
5.0.0 23 7/19/2025