I am coding a backtest which will trigger BUY and SHORT at the same bar, with different entry price but same exit. Since I only got daily data, I can't test this with intraday and above would happen in the same bar.
I checked the document about "backtestRegularRawMulti", it is talking "for more than one bar". Would like to see if there is any method I can backtest with BUY and SHORT, and closed both of them in a single bar?
Thanks!* **backtestRegularRawMulti** - signal-based backtest, redundant (raw) entry signals are NOT removed, MULTIPLE positions per symbol will be open if BUY/SHORT signal is true for more than one bar and there are free funds,