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rvalue1,
Thanks, but now you have me a bit nervous. How many of the MS trading
systems (including Trade Oracle) alter events/signals back in time?
For example, their systems (the non-pivotpoint ones) often show very
good performance during backtesting -- is that true or is there
any "cheating with historical events"?
--- In equismetastock@xxxxxxxxxxxxxxx, "rvalue1" <rvalue1@xxxx> wrote:
>
>
> Andy, when something is too good to be true, it is an illusion of
> the truth. So is power pivots plus. The scary thing in live trading
> with it is that you could be going along and suddenly find a Long
> signal occur a few days back. you swear that it could not have been
> there before in real time (or previous day for EOD), and it was
not.
> So is PP useless? No. But I do think MS was not too clean in how
they
> advertised it the add-on and never came clean despite many
> complaints. If you go to the Power Pivots yahoo group you will find
> many messages along the same lines; but also the program creator
who
> is very helpful.
> I still do find it useful. But be very, very careful as it does
place
> signals "historically" and is intended to let you know where the
> pivots are.
>
> Cheers,
>
> Rvalue1
> --- In equismetastock@xxxxxxxxxxxxxxx, "metastkuser"
> <andysmith_999@xxxx> wrote:
> >
> >
> > In Explorer and System Test, there are 4 trading systems called
> power
> > pivots (the names starts with "pp" instead of "PS"). Does anyone
> have
> > experience with these?
> >
> > I find that the backtest results are "too good to be true" and
> there
> > is very little documentation in the user manual on power pivot
> tests.
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