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Mike,
Thanks very much for your reply. Strangely, none of my search phrases
led me to the section of the manual that you point out.
For the benefit of readers -
Here are the 3 options available:
SetOption("GenerateReport", 0 ); // suppress generation of report
SetOption("GenerateReport", 1 ); // force generation of full report
SetOption("GenerateReport", 2 ); // only one-line report is generated
(in results.rlst file) viewable as single line in Report Explorer
Option 1, the "full report" creates a directory (containing several
files) for _each_ optimization iteration. These are the various files
of needed to view the several pages of a full report in the Report
Browser.
Upside: you can examine every iteration.
Downside: a huge number of directories created on your disk, and they
are _not_ hierarchical by optimization run.
Option 2, the "one-line report", writes all results to the same file
(results.rlst), one file line per optimization iteration.
Upside: All iterations browsable in one place (no blizzard of
directories!)
Downside (IMO): Different opt runs do not get different file names.
(This may be a "feature" for some, if a forever-accumulating
single file for all iterations is desired.) Also, this file has no
headers (except when viewed in Report Viewer). This is too bad, as it
makes the file useless in Excel.
Recommended user procedure (again, IMO): After every opt run, do your
(manual) report file management!
Suggestion (my own $.02): It would be extremely helpful if AB would
automatically handle the basic file-management tasks of
a) stuffing each set of full report directories under a single
higher-level directory for that opt run,
b) copy after each type 2 run the results.rlst file to a different
filename (based on the .afl which was optimized), and put the headers
at the top so the file is useful in Excel.
Of course, both a) and b) could be optional, since some would want no
change in the behavior they are used to.
Thanks again Mike!
P.S. Being able to generate Option 1 and 2 results in the same pass
would be helpful too.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Add the following to your code:
>
> SetOption("GenerateReport", 1);
>
> As found in the user manual:
> http://www.amibroker.com/guide/afl/afl_view.php?id=201
>
> The Report button will still be disabled after an optimization. So,
> you'll have to have the report explorer open already, else open it
> some other way.
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "progster01" <progster@> wrote:
> >
> > Hi.
> >
> > I'd be interested to hear about how folks deal with saving portfolio
> > backtest (PB) results.
> >
> > Motivation -
> >
> > I've just run a PB using
> >
> > OptimizerSetEngine("cmae");
> >
> > and also part of this test, a custom metric.
> >
> > I find that the Report button is not available, and I'm not finding
> > any other method (am I missing it?) to save both column headers and
> > values to .txt or .cvs files.
> >
> > I seem to have painted myself into a corner ... <g>
> >
>
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