Marketcalls

Quick backtest a strategy on a symbol. Creates a complete .py script with data fetch, signals, backtest, stats, and plots.

VectorBT backtesting expert. Use when user asks to backtest strategies, create entry/exit signals, analyze portfolio performance, optimize parameters, fetch historical data, use VectorBT/vectorbt, compare strategies, position sizing, equity curves, drawdown charts, or trade analysis. Also triggers for openalgo.ta helpers (exrem, crossover, crossunder, flip, donchian, supertrend).

Optimize strategy parameters using VectorBT. Tests parameter combinations and generates heatmaps.

Compare multiple strategies or directions (long vs short vs both) on the same symbol. Generates side-by-side stats table.

Quickly fetch data and print key backtest stats for a symbol with a default EMA crossover strategy. No file creation needed - runs inline in a notebook cell or prints to console.

Set up the Python backtesting environment. Detects OS, creates virtual environment, installs dependencies (openalgo, ta-lib, vectorbt, plotly), and creates the backtesting folder structure.