You can also "save as scenario" a generated battle on the first turn as an alternate way of doing that
It can be saved as a scenario on any turn but in the context of what Ulf was discussing it can be a scenario save on the first time which gives you the same as renaming the save game to a scenario file
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"You are never to old to rock and roll if you are too young to die".--- What do you expect to be doing when you are 80?