Overview
Starc Mean Reversion is a volatility-based reversal strategy designed to identify when price has moved too far away from its recent equilibrium.
It uses Average True Range (ATR) to measure how far price has stretched relative to current market volatility. This makes the strategy suitable for traders looking for structured mean reversion entries after unusually large moves.
Signal Logic
The strategy looks for moments when price deviates too far from its mean based on ATR-derived distance.
A buy signal appears when price falls excessively below its mean.
A sell signal appears when price rises excessively above it.
This creates a reversal-oriented model built around volatility-adjusted extremes. Because the signal is based on ATR, it adapts to changing market conditions and can be tuned to behave more aggressively or more selectively depending on the chosen settings.
MA
| Parameter | Description |
|---|---|
| Type | Choose from SMA EMA HMA WMA and other classic averages. |
| Period | Defines the mean the price reverts to. |
ATR
| Parameter | Description |
|---|---|
| Period | Controls how the strategy measures current volatility. |
Extra
| Parameter | Description |
|---|---|
| Offset Multiplier | Defines how far price must deviate from the mean (in ATR units) to trigger a reversal signal. |
Common Features
Each strategy has its own signal logic, but installation, setup, and trade management are identical across the product line. Once you know how to use one, you know how to use the rest.
See also: