vectorbt-expert

SKILL.md

Vectorbt backtesting with TA-Lib indicators, OpenAlgo data, and Indian market fee modeling.

Supports multiple data sources: OpenAlgo (Indian markets), yfinance (US/Global), CCXT (Crypto), and direct DuckDB loading with auto-format detection

Always uses TA-Lib for standard indicators (EMA, RSI, MACD, ATR, etc.) and OpenAlgo ta for specialty indicators (Supertrend, Donchian, Ichimoku) plus signal cleaning (exrem, crossover, crossunder)

Includes market-specific fee models for India (STT + statutory + Rs 20/order), US equities/options/futures, and crypto spot/futures with automatic benchmark selection (NIFTY 50, S&P 500, Bitcoin)

Produces Strategy vs Benchmark comparison tables, performance stats, Plotly candlestick charts with category x-axis, and plain-language trade analysis reports

Provides 12+ production-ready strategy templates (EMA Crossover, RSI, Donchian, Supertrend, MACD, Momentum, Walk-Forward) with realistic costs and detailed rule documentation for parameter optimization, position sizing, stop-loss/take-profit, and robustness testing

VectorBT Backtesting Expert Skill

Environment

Python with vectorbt, pandas, numpy, plotly

Data sources: OpenAlgo (Indian markets), DuckDB (direct database), yfinance (US/Global), CCXT (Crypto), custom providers

DuckDB support: supports both custom DuckDB and OpenAlgo Historify format

API keys loaded from single root .env via python-dotenv + find_dotenv() — never hardcode keys

Technical indicators: TA-Lib (ALWAYS - never use VectorBT built-in indicators)

Specialty indicators: openalgo.ta for Supertrend, Donchian, Ichimoku, HMA, KAMA, ALMA, ZLEMA, VWMA

Signal cleaning: openalgo.ta for exrem, crossover, crossunder, flip

Fee model: Indian market standard (STT + statutory charges + Rs 20/order)

Benchmark: NIFTY 50 via OpenAlgo (NSE_INDEX) by default

Charts: Plotly with template="plotly_dark"

Environment variables loaded from single .env at project root via find_dotenv() (walks up from script dir)

Scripts go in backtesting/{strategy_name}/ directories (created on-demand, not pre-created)

Never use icons/emojis in code or logger output

Critical Rules