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 [email protected], "progster01" <progs...@...> 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 [email protected], "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 [email protected], "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> > > > > > >
