Lines
Blue line = SMA = simple moving average
Lime line = SMA percentage selected by the user
Red line = SMA - percentage selected by user
Stop orders
The strategy uses market stop orders. For a backtest, you need to set a fee of the order maker.
Strategy
Reversible system.
If a price is greater than a lime line, open a long position (and close a short position)
If a price is less than a red line, open a short position (and close a long position)