I wrote file but meant directory. The one that contains the files genned by
the backtester.

d

On Fri, Jan 2, 2009 at 8:16 PM, progster01 <[email protected]>wrote:

> 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 [email protected], dingo <waledi...@...> 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 <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>
> > > > >
> > > >
> > >
> > >
> > >
> > > ------------------------------------
> > >
> > > **** IMPORTANT ****
> > > This group is for the discussion between users only.
> > > This is *NOT* technical support channel.
> > >
> > > *********************
> > > TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail
> directly to
> > > SUPPORT {at} amibroker.com
> > > *********************
> > >
> > > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > > *********************************
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> >
>
>
>
> ------------------------------------
>
> **** IMPORTANT ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> *********************
> TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> *********************
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
> *********************************
> Yahoo! Groups Links
>
>
>
>

Reply via email to