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Data Analysis · Business / AGENT SKILL
strategy-compare
0
Compare trading strategies or long and short directions using side-by-side statistics.
Compare multiple strategies or directions (long vs short vs both) on the same symbol. Generates side-by-side stats table.
Understand the trade-offs.
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How clearly the skill guides your agent, how complete its workflow is, and how you can check the outcome.
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The full skill.
Original instructions from the publisher’s SKILL.md
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 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
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`