strategy-compare
Compare multiple strategies or directions (long vs short vs both) on the same symbol. Generates side-by-side stats table.
Packaged view
This page reorganizes the original catalog entry around fit, installability, and workflow context first. The original raw source lives below.
Install command
npx @skill-hub/cli install marketcalls-vectorbt-backtesting-skills-strategy-compare
Repository
Skill path: .claude/skills/strategy-compare
Compare multiple strategies or directions (long vs short vs both) on the same symbol. Generates side-by-side stats table.
Open repositoryBest for
Primary workflow: Ship Full Stack.
Technical facets: Full Stack.
Target audience: everyone.
License: Unknown.
Original source
Catalog source: SkillHub Club.
Repository owner: marketcalls.
This is still a mirrored public skill entry. Review the repository before installing into production workflows.
What it helps with
- Install strategy-compare into Claude Code, Codex CLI, Gemini CLI, or OpenCode workflows
- Review https://github.com/marketcalls/vectorbt-backtesting-skills before adding strategy-compare to shared team environments
- Use strategy-compare for development workflows
Works across
Favorites: 0.
Sub-skills: 0.
Aggregator: No.
Original source / Raw SKILL.md
---
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
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`
3. 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
4. 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`