ma-crossover

name	ma-crossover
description	Run a Moving Average Crossover strategy backtest (SMA/EMA) on ClickHouse EOD price history. Use when the user asks "run crossover backtest", "golden cross", "death cross", "moving average backtest", or invokes /ma-crossover.

Skill: Moving Average Crossover Strategy Backtester

Run a Moving Average Crossover backtest for any stock or ETF in ClickHouse and output metrics and a chart.

Trigger

Use this skill when the user asks:

• "Backtest a golden cross / death cross strategy"
• "Moving average crossover backtester"
• "crossover strategy results"
• "/ma-crossover"

What it does

Runs a long-only cash-exchange backtest:

1. Golden Cross (Fast MA > Slow MA) -> Go Long (deploy all capital).
2. Death Cross (Fast MA <= Slow MA) -> Exit to Cash (0% returns).
3. Computes CAGR, Sharpe, Win Rate, and Max Drawdown.
4. Generates a dark-themed performance plot in output/reports/<symbol>_crossover.png.

Usage

python src/main.py crossover --symbol GOLDBEES --fast 50 --slow 200 --type sma

Options

• --symbol / -s (str): NSE ticker symbol to analyze (default: GOLDBEES).
• --fast / -f (int): Fast moving average period (default: 50).
• --slow / -l (int): Slow moving average period (default: 200).
• --type / -t (str): MA type: sma or ema (default: sma).
• --no-plot (bool): Disable saving the chart.