A free email newsletter with articles on systematic trading
Adaptrade Software offers a free newsletter with topics of interest to systematic traders, including articles on the technology behind Adaptrade Builder and Market System Analyzer (MSA). The articles are intended to be of interest not only to users of Adaptrade Software's products but to anyone with an interest in technical trading techniques.
*One coupon request will be honored per person. The expiration date of the coupon is unrelated to the expiration of the software trial, which lasts 30 days from the time of installation. The coupon may expire prior to the end of the software trial. A reminder email will be sent prior to the expiration of the coupon.
The articles appearing in the newsletter are available below. A series of archived articles from The Breakout Bulletin email newsletter is also available below.** Technical indicators, trading strategies, and other items developed for articles from The Breakout Bulletin are available for free download.
- Issue 36, 5/14/2023: Is ChatGPT a Viable Trading Strategy Editor?
- Issue 35, 9/8/2022: How to Build Effective Breakout Strategies
- Issue 34, 3/30/2022: Strategy Cloning
- Issue 33, 12/17/2020: Building Effective Price Pattern Strategies
- Issue 32, 9/28/2020: Ideal Trade Matches as a Metric for Strategy Building
- Issue 31, 8/26/2020: Weekly Strategies Using End-of-Week Exits
- Issue 30, 7/27/2019: Doubling Buy-and-Hold Returns with Micro E-minis
- Issue 29, 6/20/2019: Portfolio Composition and Optimization
- Issue 28, 7/21/2018: Building New Strategies Every Day for the E-mini S&P
- Issue 27, 2/26/2018: Strategy Quality Metrics Improve Out-of-Sample Results
- Issue 26, 9/28/2017: Variation Operators in Automated Strategy Development
- Issue 25, 5/27/2017: True/False Indicators as Entry and Exit Conditions for Trading
- Issue 24, 4/25/2017: Building Trading Strategies Using Inter-Market Logic
- Issue 23, 2/26/2016: Is Your Account Size Large Enough for Your Strategy?
- Issue 22, 8/28/2015: Preventing Over-Fitting During Optimization
- Issue 21, 4/28/2015: Is That Back-Test Result Good or Just Lucky?
- Issue 20, 2/24/2015: Hybrid Neural Network Stop-and-Reverse Strategies for Forex
- Issue 19, 11/24/2014: Optimal Strategy Diversification
- Issue 18, 10/28/2014: Methods for Metric-Based Strategy Building
- Issue 17, 9/26/2014: Short-Term Profit-Based Strategies
- Issue 16, 7/28/2014: Bar Size as an Optimizable Strategy Parameter
- Issue 15, 5/28/2014: NinjaScript® for Strategy Traders
- Issue 14, 4/28/2014: Adaptive-Look-Back Indicators
- Issue 13, 6/19/2013: Trading Strategy Failure Detection Using Monte Carlo Prediction
- Issue 12, 4/27/2013: The Sweet Spot for Mean Reversion ETF Strategies
- Issue 11, 3/27/2013: Stress Testing for Trading Strategy Robustness
- Issue 10, 2/23/2013: Constraint-Driven Strategy Design
- Issue 9, 12/18/2012: MetaTrader vs. TradeStation: A Language Comparison
- Issue 8, 9/26/2012: A High Accuracy Long-Term ETF Strategy
- Issue 7, 8/28/2012: Multi-Market Techniques for Robust Trading Strategies
- Issue 6, 6/21/2012: Patience is a Necessity
- Issue 5, 5/25/2012: Regularization and Strategy Over-Fitting
- Issue 4, 4/23/2012: Pretesting the Effectiveness of Genetic Programming
- Issue 3, 1/26/2012: Price Pattern Strategies
- Issue 2, 12/15/2011: Ideal Trades as Targets for Strategy Development
- Issue 1, 9/14/2011: Reverse Engineering a Trading Strategy
Archived Articles from The Breakout Bulletin**
- September 2012: A High Accuracy Long-Term ETF Strategy
- December 2011: What's Wrong with ATR Stops?
- September 2011: Intermarket Correlations in the E-mini
- December 2010: Is Scrambled Data Suitable for Strategy Testing?
- November 2010: Detecting Nonrandomness in the Markets
- June 2009: Trend Pattern Prediction System
- March 2009: The Ins and Outs of Scaling Out
- November 2008: Do Changing Markets Invalidate Your System?
- June 2008: Nonlinear Volatility Exits
- December 2007: Exits for All Occasions
- September 2007: Automated System Development
- December 2006: Trading Rules from Statistical Grouping of Indicators
- August 2006: A Noise Tolerant Money Management Stop
- June 2006: Dynamic Portfolio Selection
- March 2006: The Myth of Optimization
- December 2005: Create Your Own Price Data: Creating and Using Synthetic Price Data.
- June 2005: Better Optimization in TradeStation, Part 2
- April 2005: Optimizing Over Multiple Markets
- March 2005: A Rapid Prototyping Method for Trading System Development
- February 2005: Equity Curve Trading Techniques
- November 2004: Better Optimization in TradeStation
- February 2004: Nearest Neighbor Analysis; tanh function
- December 2003: A Neural Network-Inspired Trading System
- November 2003: Intraday Statistics for the E-mini S&P
- August 2003: Quantifying Consolidation Patterns
- July 2003: Fixed Ratio Position Sizing
- June 2003: Improving the Accuracy of Trading System Evaluations
- May 2003: The Analogy of System Optimization to Least Squares Regression
- April 2003: A Statistical Method for Evaluating Trading Systems
- March 2003: Quantifying Chart-based Support/Resistance Levels
- February 2003: Dealing with Declining Volatility
- January 2003: EasyLanguage Techniques
- December 2002: Dow vs. E-mini S&P
- November 2002: A Volatility Filter; TradeStation Tips
- October 2002: Another Look at Intraday Effects
- September 2002: Exploiting Trade Dependency
- August 2002: Q & A
- July 2002: Exits on Day of Entry (intraday effects)
** The Breakout Bulletin was the email newsletter of Breakout Futures, which was merged with Adaptrade Software in March 2013.
For downloadable files from articles from The Breakout Bulletin, such as trading system and indicator code, please visit the associated download page.