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strategy-compare

strategy-compare

github.com/marketcallsData & databases2152.3k installsUpdated 15w ago
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About strategy-compare

A skill for traders that generates scripts to compare VectorBT strategies on shared data, summarize performance metrics, plot equity curves, and include a NIFTY benchmark.

Key features

  1. 01Creates comparison scripts for a symbol
  2. 02Fetches data once and runs multiple strategies
  3. 03Summarizes return, Sharpe, Sortino, and other metrics
  4. 04Plots equity curves and saves CSV results
  5. 05Includes NIFTY as a benchmark

Use cases

  1. 01Compare historical performance across strategies
  2. 02Evaluate long, short, or combined modes against NIFTY

Install

Copy the command and run it in a terminal.

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

After installing, type/strategy-comparein Claude Code to confirm it loaded.

Details

From the project README

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 OpenAlgo ta for ALL indicators by default (never VectorBT built-in). Only switch to TA-Lib if the user explicitly says "talib"/"TA-Lib"
    • Always use OpenAlgo ta for specialty indicators (Supertrend, Donchian, etc.) - no TA-Lib equivalent exists
    • 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

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