diff --git a/examples/parallel/optimize_ma_params.py b/examples/parallel/optimize_ma_params.py
new file mode 100644
index 0000000..791dfda
--- /dev/null
+++ b/examples/parallel/optimize_ma_params.py
@@ -0,0 +1,101 @@
+import multiprocessing as mp
+
+import polars as pl
+
+from examples.data_loader import load_close_data
+from positionbt import PositionBacktester
+
+
+def prepare_ma_data(
+    close_df: pl.DataFrame, min_window: int, max_window: int, step: int
+) -> pl.DataFrame:
+    """Pre-calculate all moving average data
+
+    Args:
+        close_df: DataFrame containing close prices
+        min_window: Minimum MA window size
+        max_window: Maximum MA window size
+        step: Step size between window sizes
+
+    Returns:
+        DataFrame with all calculated moving averages
+    """
+    return close_df.with_columns(
+        [
+            pl.col("close").rolling_mean(window).alias(f"ma_{window}")
+            for window in range(min_window, max_window + 1, step)
+        ]
+    )
+
+
+def run_ma_strategy(
+    ma_data: pl.DataFrame, fast_window: int, slow_window: int, backtester: PositionBacktester
+) -> dict:
+    """Run a single moving average strategy and return results
+
+    Args:
+        ma_data: DataFrame with pre-calculated moving averages
+        fast_window: Fast MA window size
+        slow_window: Slow MA window size
+        backtester: Backtester instance
+
+    Returns:
+        Dictionary containing backtest results
+    """
+    # Generate position signals based on MA crossover
+    position_df = ma_data.select(
+        pl.col("time"),
+        pl.col(f"ma_{fast_window}").alias("fast_line"),
+        pl.col(f"ma_{slow_window}").alias("slow_line"),
+    ).with_columns(
+        pl.when(pl.col("fast_line") >= pl.col("slow_line")).then(1).otherwise(0).alias("position")
+    )
+
+    # Run backtest and add strategy identifiers
+    results = backtester.run(position_df).indicator_values
+    results["id"] = f"{fast_window}_{slow_window}"
+    return results
+
+
+def main():
+    # Strategy parameters
+    MIN_WINDOW = 10
+    MAX_WINDOW = 500
+    STEP = 10
+    COMMISSION = 0.001
+    TRADING_DAYS = 365
+
+    # Load price data
+    close_df = load_close_data()
+
+    # Initialize backtester with settings
+    backtester = PositionBacktester(
+        close_df=close_df,
+        commission=COMMISSION,
+        annual_trading_days=TRADING_DAYS,
+        indicators=["sharpe_ratio"],
+    )
+
+    # Pre-calculate all required moving averages
+    ma_data = prepare_ma_data(close_df, MIN_WINDOW, MAX_WINDOW, STEP)
+
+    # Generate all parameter combinations for testing
+    params = [
+        (ma_data, fast, slow, backtester)
+        for fast in range(MIN_WINDOW, MAX_WINDOW + 1, STEP)
+        for slow in range(fast + STEP, MAX_WINDOW + 1, STEP)
+    ]
+
+    with mp.Pool(processes=mp.cpu_count()) as pool:
+        results = pool.starmap(run_ma_strategy, params)
+
+    # Convert results to DataFrame and sort by Sharpe ratio
+    [fast_window, slow_window] = (
+        pl.DataFrame(results).sort("sharpe_ratio", descending=True).item(0, "id").split("_")
+    )
+
+    print(f"Fast window: {fast_window}, Slow window: {slow_window}")
+
+
+if __name__ == "__main__":
+    main()
diff --git a/examples/strategy/ma_strategy.py b/examples/strategy/ma_strategy.py
new file mode 100644
index 0000000..e77658c
--- /dev/null
+++ b/examples/strategy/ma_strategy.py
@@ -0,0 +1,28 @@
+import polars as pl
+
+from examples.data_loader import load_close_data
+from positionbt import BacktestVisualizer, PositionBacktester
+
+close_df = load_close_data()
+
+backtester = PositionBacktester(close_df, commission=0.001, annual_trading_days=365)
+
+
+def run_ma_strategy(fast_window: int, slow_window: int) -> dict:
+    position_df = close_df.with_columns(
+        [
+            (pl.col("close").rolling_mean(fast_window) >= pl.col("close").rolling_mean(slow_window))
+            .cast(pl.Int8)
+            .alias("position")
+        ]
+    ).select(["time", "position"])
+
+    backtest_result = backtester.run(position_df)
+
+    backtest_result.print()
+
+    visualizer = BacktestVisualizer(backtest_result, backtester.params)
+    visualizer.show_in_browser()
+
+
+run_ma_strategy(60, 310)