StockSharp.Strategies.0239_Williams_R_Mean_Reversion.py 5.0.1

Prefix Reserved

dotnet add package StockSharp.Strategies.0239_Williams_R_Mean_Reversion.py --version 5.0.1

NuGet\Install-Package StockSharp.Strategies.0239_Williams_R_Mean_Reversion.py -Version 5.0.1

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.0239_Williams_R_Mean_Reversion.py" Version="5.0.1" />

For projects that support PackageReference, copy this XML node into the project file to reference the package.

<PackageVersion Include="StockSharp.Strategies.0239_Williams_R_Mean_Reversion.py" Version="5.0.1" />
                    

                            Directory.Packages.props

<PackageReference Include="StockSharp.Strategies.0239_Williams_R_Mean_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.0239_Williams_R_Mean_Reversion.py --version 5.0.1

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

#r "nuget: StockSharp.Strategies.0239_Williams_R_Mean_Reversion.py, 5.0.1"

#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.0239_Williams_R_Mean_Reversion.py@5.0.1

#: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.0239_Williams_R_Mean_Reversion.py&version=5.0.1
                    

                            Install as a Cake Addin

#tool nuget:?package=StockSharp.Strategies.0239_Williams_R_Mean_Reversion.py&version=5.0.1
                    

                            Install as a Cake Tool

The NuGet Team does not provide support for this client. Please contact its maintainers for support.

Williams R Mean Reversion Strategy (Python Version)

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.

Testing indicates an average annual return of about 154%. It performs best in the stocks market.

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.

Details

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

There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

This package is not used by any popular GitHub repositories.

Version	Downloads	Last Updated
5.0.1	227	8/7/2025
5.0.0	323	7/20/2025

Move state reset to OnReseted for strategies 231-240