Parse the user's request for backtesting, including strategy, symbol, exchange, and interval.
Create a Python script with data fetching, strategy implementation, backtesting, stats, and plots.
Load `.env` for OpenAlgo credentials.
Fetch historical data using `client.history()` from OpenAlgo.
Implement the requested strategy using VectorBT and OpenAlgo TA helpers.
Run `vbt.Portfolio.from_signals()` with proper sizing.
Print full `pf.stats()` and key metrics.
Plot equity curve and drawdown.
Export trades to CSV.