This tutorial says, you need to have 2 lines added in your Project.target.cs file :
BuildEnvironment = TargetBuildEnvironment.Unique;
bUseLoggingInShipping = true;
But if you use : BuildEnvironment = TargetBuildEnvironment.Unique; inside an Installed build, you will have this error when packaging your game :
UATHelper: Packaging (Windows): Targets with a unique build environment cannot be built with an installed engine.
So, for an installed build, you need to only set :
bUseLoggingInShipping = true;
Also, logs are NOT generated in your project’s saved folder in SHIPPING ! They are inside the :
C:/Users/my.username/AppData/Local/MyProject folder
This last point took me days to figure it out why I had no logs at all in my project’s Saved folder 
I’m also working with an installed build. I did 3 changes, but I’m not sure they are all necessary.
With all those changes (3 Source modifications + Project.target.cs changes) , I’m able to have logs in an Installed build in Shipping game.
Maybe some of them are over kill, but it takes more than 5 hours to test without one of them. So I keep them.
