I was running a portfolio backtesting. After the backtest was done, I was detail checking the backtest trades with the signals by entry signal explore results. I noticed there were trades not entered for highest position score signals because of the symbol had buy signal at prior bar, despite the signal not had high enough position score to enter position in prior bar.
I wanted to have a look at the backtest results with the correct and the actual highest position score signals entered. So I read the Portfolio-level backtesting page carefully and tried put SetBacktestMode( backtestRegularRaw ); and SetBacktestMode( backtestRegularRawMulti ); separately in my code to backtest. However I did not see any differece in my backtest results in neither Backtest Mode, the previously ignored highest entry signals still ignored. If you have similar experience, could you please point out where I did not get it correctly? Many thanks.