The MultiMa strategy is a trading strategy implemented in the backtesting website. It uses multiple moving averages (MAs) to generate buy and sell signals for trading. Here's a brief description of how the strategy works:
The strategy calculates a set of moving averages based on user-defined parameters.
For the buy signal, it compares the moving averages with different time periods and gaps.
If the current moving average is higher than the previous moving average for each specified time period and gap, a buy signal is generated.
Similarly, for the sell signal, it compares the moving averages with different time periods and gaps. If the current moving average is lower than the previous moving average for each specified time period and gap, a sell signal is generated. The strategy uses the SMA (Simple Moving Average) indicator from the TA-Lib library to calculate the moving averages. The strategy also includes parameters for defining the number of moving averages to consider for the buy and sell signals, as well as the gap and shift values for each moving average. Additionally, the strategy sets a minimal ROI (Return on Investment) table, specifying the desired return values at different stages of the trade. It also sets a stop loss value to limit potential losses. Please note that this description provides a high-level overview of the strategy. For more detailed information and implementation specifics, you can refer to the author's GitHub repository.