How are the results visualized?

The skill generates a detailed statistical table in the terminal and creates interactive overlaid equity curves using Plotly's dark template for clear visual comparison.

Does this skill support markets outside of India?

Yes, while it includes specific Indian delivery fee modeling by default, it supports data fetching and backtesting for US and Crypto markets as well.

What indicators are included in the default comparison?

If no strategies are specified, the skill automatically compares EMA Crossover, RSI, Donchian Channels, and Supertrend.

Can I use my own local data files?

Yes, the skill supports loading data directly from DuckDB paths in addition to fetching live data via the OpenAlgo API.

VectorBT Strategy Comparison

Name: VectorBT Strategy Comparison
Author: marketcalls

bymarketcalls

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119

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Data Science & ML

Compares multiple quantitative trading strategies and directions on specific symbols to identify optimal performance metrics using VectorBT and TA-Lib.

This skill automates the comparative analysis of various quantitative trading strategies—such as EMA Crossover, RSI, Donchian, and Supertrend—alongside execution directions like long-only versus short-only. By integrating realistic transaction cost modeling for Indian equity markets and benchmarking results against the NIFTY index, it provides a comprehensive performance evaluation. It generates side-by-side statistical tables, saves data to CSV, and produces interactive equity curve visualizations via Plotly, making it an essential tool for quantitative researchers and algorithmic traders.

Key Features

01Automated benchmarking against market indices like NIFTY

02Side-by-side statistical comparison of multiple trading strategies

03119 GitHub stars

04Realistic transaction cost modeling including Indian delivery fees and fixed charges

05Interactive Plotly visualizations with overlaid equity curves

06Directional analysis comparing long-only, short-only, and bidirectional performance

Use Cases

01Determining if a long-only or bidirectional approach is more profitable for a specific market regime

02Evaluating which technical indicator performs best for a specific stock or crypto pair

03Generating professional-grade backtesting tearsheets and comparison CSVs for quantitative research

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add marketcalls/vectorbt-backtesting-skills strategy-compare

For use in Claude.ai and ChatGPT

Key Features

01Automated benchmarking against market indices like NIFTY

02Side-by-side statistical comparison of multiple trading strategies

03119 GitHub stars

04Realistic transaction cost modeling including Indian delivery fees and fixed charges

05Interactive Plotly visualizations with overlaid equity curves

06Directional analysis comparing long-only, short-only, and bidirectional performance

Use Cases

01Determining if a long-only or bidirectional approach is more profitable for a specific market regime

02Evaluating which technical indicator performs best for a specific stock or crypto pair

03Generating professional-grade backtesting tearsheets and comparison CSVs for quantitative research