I am trying to enter into multiple trades at same bar. In the attached image, I first Long at first bar and then first short in 5th bar and immediately Long in 5th bar. When I backtest, for the 5th bar, I just see Long trade entry and there is no entry for short trade that I've made in 5th bar. May I know why is this and how to get the entry of both short and Long trade details for the same bar in backtest result.

I tried using SetOption("AllowSameBarExit", True ); and SetOption("HoldMinBars", 1); but in vain.

In backtest settings 'General' tab choose 'Long and short' at the 'Positions' setting.

I've selected both Long and Short in Settings. I've attached two new images with Time mentioned.

At 09:59, I expect backtest to show me both short and Long trades entry. In the attached snippet(sorted by Date), at 09:59, it just shows Long trade and not the short trade. May I know why is that

It's some mistake on your end. Upload a project file or send it to the AmiBroker guys. They have a support channel for a reason.

Here's the code I am using

 

Code

_SECTION_BEGIN("Test"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); Buy = Cross(MA(C, 5), MA(C, 20)); Short = Cross(MA(C, 20), MA(C, 5)) OR C<O; Sell = short; cover = buy; PlotShapes(shapeUpArrow*Buy, colorBlue, 0, low); PlotShapes(shapeDownArrow*Short, colorPink, 0, high); dist = -12; fnt = "Arial"; fntsize = 8; txtdist = 25 - dist; bi = Barindex(); fvb = FirstVisiblevalue( bi ); lvb = LastVisiblevalue( bi ); for( i = fvb; i <= lvb; i++ ) { // iterate through visible chart area only if( Buy[i] ) PlotTextSetFont( StrFormat( "B@\n%g", BuyPrice[ i ] ), fnt, fntsize, i, L[ i ], colorBlue, colorDefault, -txtdist + fntsize ); if( Short[i] ) PlotTextSetFont( StrFormat( "Sh@\n%g", ShortPrice[ i ] ), fnt, fntsize, i, H[ i ], colorYellow, colorDefault, txtdist); } _SECTION_END();

At 3:25:59, a short trade and Buy trade is placed. But, when i Backtest, the backtest result just shows the buy trade that I have placed. In addition, I have short trades at 3:18 PM and 3:24 PM and other times. Even they are not part of backtest results.

The last short trade as per backtest result is at 2:40:59 PM. After that, though I've many short trade entries, they are not shown in backtest. The next result after 2:40:59 PM is at 3:25:59 PM and that is where I enter into Buy trade again(which could be result of cover = Buy). Does it mean that Backtest doesnt show any short trades that i've made after 2:40:59 PM until the short trade I placed at 2:40:59 PM is covered back at 3:25:59 PM. Can't I enter into new short trade when I already have other short trade in open.? Please help clarifying this

What about taking a look into the documention?
There for example you can see that there are six backtest modes available.
https://www.amibroker.com/guide/afl/setbacktestmode.html
Default one is backtestRegular.

As aside you should better use sections in your code by using status( "action" ) because otherwise you run redundant code in environments where it is not required to be run. This becomes more essential the longer/ the more resource hungry your entire code becomes.


Status action applied in your case:

 

Code

Buy = Cross(MA(C, 5), MA(C, 20)); Short = Cross(MA(C, 20), MA(C, 5)) OR C<O; Sell = Short; Cover = Buy; if( Status( "action" ) == actionIndicator ) { // code for chart pane SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); PlotShapes(shapeUpArrow*Buy, colorBlue, 0, low); PlotShapes(shapeDownArrow*Short, colorPink, 0, high); dist = -12; fnt = "Arial"; fntsize = 8; txtdist = 25 - dist; bi = Barindex(); fvb = FirstVisiblevalue( bi ); lvb = LastVisiblevalue( bi ); for( i = fvb; i <= lvb; i++ ) { // iterate through visible chart area only if( Buy[i] ) PlotTextSetFont( StrFormat( "B@\n%g", BuyPrice[ i ] ), fnt, fntsize, i, L[ i ], colorBlue, colorDefault, -txtdist + fntsize ); if( Short[i] ) PlotTextSetFont( StrFormat( "Sh@\n%g", ShortPrice[ i ] ), fnt, fntsize, i, H[ i ], colorYellow, colorDefault, txtdist); } }

Thanks for your input on the status action part.

I went through the setbacktestmode documentation and related doc amibroker.com/guide/h_portfolio.html.

Multiple positions in a bar would be hold back along with exit signals if I use backtestRegularRaw2Multi. I have a below set of code added now.

SetBacktestMode(backtestRegularRaw2Multi); // I also tried with backtestRegularRawMulti
SetOption("AllowSameBarExit", True );
Setoption("holdminbars", 1);

But, Still I dont see two position details for the same bar in Backtest result. I am expecting my backtesting results to show something as below

BANKNIFTY Short 6/12/2015 3:25:59 PM 17521.3
BANKNIFTY Long 6/12/2015 3:25:59 PM 17521.3

May I know what I'm still missing.