Vectorbt-backtesting-skills strategy-compare

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