strategy-compare

Side-by-side strategy comparison runs multiple backtests on a single symbol instantly using vectorbt-expert rules. It evaluates approaches like ema-crossover, RSI, and donchian to identify the best performing approach.

Yes, you can benchmark backtesting results against a NSE_INDEX. The comparison outputs a CSV file and overlaid Plotly charts that visualize your strategy performance relative to the market benchmark.

Yes, Python with TA-Lib is required to run vectorbt strategy comparisons. The process uses exrem for signal cleaning and optionally supports DuckDB for data access to generate the final performance outputs.

The best way to compare long-vs-short strategies is by using vectorbt-expert rules to generate signals for both directions. This allows you to evaluate relative strengths and understand which approach performs better on the same symbol.

Signal cleaning uses the exrem function to remove redundant or consecutive entry signals when comparing strategies like ema-crossover and RSI. This ensures that backtest results reflect distinct trade entries without signal duplication.