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[amibroker] Re: Saving Portfolio Backtest Results



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Trading Reference Links

Thanks for pointing that out.

It seems to affect the entry in the Name column of the report, but not
the report file name.

--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> http://www.amibroker.com/guide/afl/afl_view.php?id=252
> 
> This will allow you to name the report file (at least it used to)..
> 
> d
> 
> On Fri, Jan 2, 2009 at 1:49 PM, 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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> >
> >
> >
> >
>



------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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