| name | strategy-compare |
| description | Compare multiple strategies or directions (long vs short vs both) on the same symbol. Generates side-by-side stats table. |
| argument-hint | [symbol] [strategies...] |
| allowed-tools | Read, Write, Edit, Bash, Glob, Grep |
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
- Read the vectorbt-expert skill rules for reference patterns
- Create
backtesting/strategy_comparison/ directory if it doesn't exist (on-demand)
- Create a
.py file in backtesting/strategy_comparison/ named {symbol}_strategy_comparison.py
- 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
- 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
