I have 200 stocks loaded in my amibroker. When I backtest any strategy on individual mode, I get all the trades of each stock. But the problem here is that I don't get the equity curve and the report since each stock is given the intial capital seperately. So I can't analyse the results cummulatively if the strategy has worked well or not.
On the other hand, when i switch to portfolio backtesing, I hardly get 3-4 trading signals per stocks when there are many signals which portfolio backtesting does not catch. I however get complete report in this case which can be analysed properly but since all trades of all stocks are not covered here, its of no use.
Have you set the maximum number of open positions to a high enough number that all of the stocks in your portfolio are able to have a position open at the same time?
Also, is your position size small enough that you are able to have this many open positions at the same time?
You can set these options in your .afl code, or you can specify maximum open positions in the Backtester Settings --> Portfolio tab
I use this code snippet in my AFL to do this:
MaxPos = 2; //set maximum number of open positions - use the # of instruments in your portfolio
SetOption("InitialEquity", 10000 ); // set initial equity = 10K
SetOption("FuturesMode", True );
SetOption( "MaxOpenPositions", MaxPos );
SetPositionSize(100/MaxPos, spsPercentOfEquity ); //position size = 100% of equity / maximum open positions --- you might want to use a smalley % of equity to not always be fully exposed
MarginDeposit= -30; // -30 = 3.333x leverage; -100 = 1x leverage; -50 = 2x leverage, -2 = 50x leverage, etc etc