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Another downside of option 2 is that it will not include any custom
metrics, as requested in your original post. But, that's why we have
option 1 ;)
P.S. I remembered reading a posting on this list by Tomasz describing
the feature, and so searched his postings for the answer. It's
cheating, I know. But, I have found that to be helpful many many
times!
http://finance.groups.yahoo.com/group/amibroker/message/126479
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "progster01" <progster@xxx> wrote:
>
> 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@> 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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