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strategy-compare▌

marketcalls/vectorbt-backtesting-skills · updated Apr 8, 2026

$npx skills add https://github.com/marketcalls/vectorbt-backtesting-skills --skill strategy-compare
summary

Side-by-side backtesting comparison of multiple trading strategies on the same symbol.

  • ›Compares user-specified strategies (or defaults to ema-crossover, rsi, donchian, supertrend) against the same historical data and NIFTY benchmark
  • ›Supports \"long-vs-short\" mode to test longonly, shortonly, and both directions for a given strategy
  • ›Uses TA-Lib for standard indicators and OpenAlgo ta for specialty indicators like Supertrend and Donchian; cleans signals with exrem() to avoid consecuti
skill.md

Create a strategy comparison script.

Arguments

Parse $ARGUMENTS as: symbol followed by strategy names

  • $0 = symbol (e.g., SBIN, RELIANCE, NIFTY)
  • Remaining args = strategies to compare (e.g., ema-crossover rsi donchian)

If only a symbol is given with no strategies, compare: ema-crossover, rsi, donchian, supertrend. If "long-vs-short" is one of the strategies, compare longonly vs shortonly vs both for the first real strategy.

Instructions

  1. Read the vectorbt-expert skill rules for reference patterns
  2. Create backtesting/strategy_comparison/ directory if it doesn't exist (on-demand)
  3. Create a .py file in backtesting/strategy_comparison/ named {symbol}_strategy_comparison.py
  4. The script must:
    • Fetch data once via OpenAlgo
    • If user provides a DuckDB path, load data directly via duckdb.connect(path, read_only=True). See vectorbt-expert rules/duckdb-data.md.
    • If openalgo.ta is not importable (standalone DuckDB), use inline exrem() fallback.
    • Use TA-Lib for ALL indicators (never VectorBT built-in)
    • Use OpenAlgo ta for specialty indicators (Supertrend, Donchian, etc.)
    • Clean signals with ta.exrem() (always .fillna(False) before exrem)
    • Run each strategy on the same data
    • Indian delivery fees: fees=0.00111, fixed_fees=20 for delivery equity
    • Collect key metrics from each into a side-by-side DataFrame
    • Include NIFTY benchmark in the comparison table (via OpenAlgo NSE_INDEX)
    • Print Strategy vs Benchmark comparison table: Total Return, Sharpe, Sortino, Max DD, Win Rate, Trades, Profit Factor
    • Explain results in plain language - which strategy performed best and why
    • Plot overlaid equity curves for all strategies using Plotly (template="plotly_dark")
    • Save comparison to CSV
  5. Never use icons/emojis in code or logger output

Example Usage

/strategy-compare RELIANCE ema-crossover rsi donchian /strategy-compare SBIN long-vs-short ema-crossover