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12/17/17: Adaptrade Builder 2.4 has been released. A trial version can be downloaded here. Builder version 2.4 implements the technique described in the article Optimal Strategy Diversification, which illustrates how to build a strategy that is optimal in combination with an existing portfolio. This feature is based on a new type of symbol for representing external equity curves. When an external equity curve is added as one of the build symbols, the program can generate strategies that optimize the combined (portfolio) equity, taking into account how the generated strategies perform in combination with the external equity curve(s). Version 2.4 also includes various improvements and bug fixes throughout the program. For additional information, please see the Release Notes, or view the program documentation for complete details.
8/25/17: Adaptrade Builder 2.3 has been released. A trial version can be downloaded here. Builder version 2.3 includes significant improvements to the genetic programming algorithm, including the use of subpopulations to increase diversity, as well as various improvements and bug fixes throughout the program. For additional information, please see the Release Notes, or view the program documentation for complete details.
3/29/17: Adaptrade Builder 2.2 has been released. A trial version can be downloaded here. Builder version 2.2 includes significant improvements to the use of custom indicators, 21 new performance metrics, new functionality on the Build Metrics window, six new bonus strategies, and various improvements and bug fixes throughout the program. For additional information, please see the Release Notes, or view the program documentation for complete details.
11/25/16: Adaptrade Builder 2.1 has been released. A trial version can be downloaded here. Builder version 2.1 includes three-segment building (training, test, validation), full support for high-resolution ("high DPI") displays, such as high-resolution laptops, improved parallel processing algorithms for faster strategy building, new limit and stop entry order types, additional parameter ranges to allow more control over parameter values, price bands for limit orders on CME futures, code improvements for NinjaTrader 7, and various improvements and bug fixes throughout the program. For additional information, please see the Release Notes, or view the program documentation for complete details.
12/22/15: Market System Analyzer (MSA) version 3.5 has been released and can be downloaded here. MSA 3.5 includes a new parallel processing Monte Carlo algorithm to take full advantage of multi-core processors when performing Monte Carlo analyses. You can also now open or import trade data from RINA xml files, including automatically combining the trade data from multiple xml files to automatically create a single MSA file. In addition, version 3.5 includes several other changes and bug fixes. For a complete description of this release, please see the Release Notes. Please refer to the program documentation for complete details of the new features in version 3.5.
7/31/15: Adaptrade Builder 2.0 has been released and can be downloaded here. Builder has been completely redesigned for version 2.0. For an overview of the differences in version 2, please see the Release Notes or view the program documentation for complete details.
9/22/14: The following new exit order types were added to Adaptrade Builder for version 1.7.2: fixed target (e.g., exit at a profit of $500), percentage target (e.g., exit when the price increases 3%), trailing stop with a fixed-size floor, exit after N bars if the trade is a loss, and exit after N bars if the trade is a profit. The new order types are available on the Order Types tab.
8/26/14: New in version 1.7.1, Adaptrade Builder now includes an option to find the optimal bar size for intraday data. Simply select the option on the Strategy Options tab and enter the range of bar sizes you want the program to consider. Read an article about it here.
6/24/14: NinjaScript code for NinjaTrader 7 has been added to Adaptrade Builder as a code output option. Builder now fully supports NinjaTrader 7. All features and options, including the new neural network functionality and the recently added adaptive indicators, are available for inclusion in NinjaTrader strategies. A special code feature modifies the code based on whether the execution is on historical or real-time data to insure accuracy in both back-testing and real-time trading. Custom order-handling routines handle bracketed entry orders, one-cancels-other and contingent orders and ensure orders remain in balance. Additionally, the NinjaScript code is fully formatted and commented.
4/27/14: Seven new zero-lag and adaptive indicators have been added to Adaptrade Builder. The adaptive indicators are exclusive to Adaptrade and adapt the indicator look-back length to the market. These new indicators include a zero-lag trend indicator, inverse Fisher RSI and inverse Fisher cycle, which is based on John Ehlers' cyber cycle indicator. The new indicators are available for all supported platforms (TradeStation, MultiCharts, MetaTrader 4, and AmiBroker).
3/21/14: Adaptrade Builder now includes a neural network feature that makes it easy to develop neural network-based trading strategies. Builder will select and evolve the elements of the neural network as part of the genetic programming process. Neural network strategies can be auto-generated for all supported platforms (TradeStation, MultiCharts, MetaTrader 4, and AmiBroker).
11/25/13: Adaptrade Builder now supports the AmiBroker trading platform. The AmiBroker trading platform is popular for its low cost and wide array of features, including portfolio and walk-forward testing. Builder now generates trading strategies in AFL (AmiBroker Formula Language) for back-testing and execution in the AmiBroker trading software platform.
11/14/13: Adaptrade Builder and Market System Analyzer selected as Finalists for the 2013 STAR Awards program in the Trading Software category. The TraderPlanet Superior Trading And Resource (STAR) Awards program strives to honor companies and individuals in the financial industry for outstanding vendor and author achievement. Voting begins December 1, 2013. It's not necessary to be a member of TraderPlanet to vote. Please consider voting for Builder and/or MSA. Thank you.
9/25/13: John Verbrugge of Trader Tech Talk interviewed me recently for his podcast. Episode 013 is online now at the following link: http://blog.tradertechtalk.com/2013/09/25/trader-tech-talk-episode-013-mike-bryant-talks-about-his-program-that-builds-trading-systems/. We talked about tools for strategy trading and strategy building, including using Monte Carlo analysis in trading system development, using genetic programming to generate trading strategies, the role of validation in systems trading, among other topics. - Mike Bryant
7/19/13: A review article in Italian was written about Adaptrade Builder in the May issue of TRADERS' Mag Italia, http://www.tradersonline-mag.com/01_ezine/01_traders/it/2013/04/index.html#/34/zoomed.
6/19/13: The new strategy failure detection feature recently added to MSA is discussed in a newsletter article.
6/14/13: A new strategy failure detection feature has been added to Market System Analyzer (MSA). Version 3.4.0 of MSA includes a new Monte Carlo analysis option that generates a prediction envelope around the last N trades, where N is selected by the user. The prediction envelope is based on a Monte Carlo extrapolation of the preceding trades. If the actual trade history falls outside the lower boundary of the envelope, it suggests a problem may exist with the strategy, which may need to be re-optimized, modified, or taken offline.
5/24/13: With the release of version 1.5.4 of Adaptrade Builder, the trade results and settings for any selected strategy in Builder can be saved directly to a Market System Analyzer (MSA) file (.msa file extension) from the Builder File menu or by right-clicking on the Trade window. This makes it easy to analyze Builder strategies in MSA without having to manually create the MSA file.
4/23/13: With the release of version 1.5.3 of Adaptrade Builder, stress testing can now be performed on existing strategies and incorporated into the build process for new strategies. When stress testing is applied, the results are reported based on the Monte Carlo analysis of the stress test results at a user-specified confidence level. Please see the release notes for details. This new feature was also discussed in a recent newsletter article.
3/5/13: Breakout Futures has been merged with Adaptrade Software. Breakout Futures (www.BreakoutFutures.com), which was previously operated as a separate entity by the owner of Adaptrade Software, has now been merged with Adaptrade Software. The contents of the Breakout Futures web site, including past issues of The Breakout Bulletin newsletter, are now available on this site. Similarly, the MiniMax trading strategy, which was previously sold through Breakout Futures, is now available via the product page of this site. Other individual trading strategies previously sold through Breakout Futures are no longer offered for sale through either site.
2/15/13: New example projects were added to Adaptrade Builder as part of a new Welcome screen feature. When the program starts up, the Welcome screen is displayed (optionally), which includes links to open three new examples for stocks/ETFs, futures, and forex, as well as tips for using the program.
1/25/13: New build process for Adaptrade Builder. Specify performance requirements and constraints, such as number of trades >= 200 and drawdown <= 20%. Filter results to a separate table based on conditions and requirements.
12/23/12: Adaptrade Builder now generates strategies for MetaTrader 4. With the release today of version 22.214.171.124 of Adaptrade Builder, the program now has a code option for generating trading systems in MQL4 code for the MetaTrader 4 forex trading platform. Please see the release notes for details.
9/24/12: Version 1.4.1 of Adaptrade Builder released. This version contains new code formatting that allows for more complex code statements with unlimited nesting of logical conditions. In addition, the program is now able to read price files with non-US number and date/time formats.
8/25/12: Version 1.4 of Adaptrade Builder released. This version adds the ability to build strategies over a portfolio of markets, which can increase the robustness of strategies and enable diversification through a portfolio approach to trading.
4/9/12: Version 1.3 of Adaptrade Builder released: position sizing, build report, detailed performance reporting, and more. Please see the release notes for details.
1/5/12: Version 126.96.36.199 of Adaptrade Builder released. This release corrects several minor issues with the prior release. Please see the release notes for details.
11/22/11: Version 188.8.131.52 of Adaptrade Builder released. This release includes 22 new features, improvements, and bug fixes. To see the full list of new features and improvements in this release, please see the release notes.
10/21/11: Technical Analysis of Stocks & Commodities magazine has published a detailed review of Adaptrade Builder in their November issue. Read the PDF review here.
9/14/11: Adaptrade Software has started a free email newsletter. Sign up today to receive the next issue or visit the newsletter page to read the articles from the first issue.
9/6/11: Builder now allows custom indicators to be included in strategies. Starting in version 1.2.2, you can add any number of custom indicators to the build set, where they will be included in the strategies generated by Builder. Please refer to the Input Data and Settings section of the user's guide for more information.
7/27/11: Version 184.108.40.206 of Adaptrade Builder released. This release includes a version compiled for 64-bit Windows, enabling the program to allocate memory above the 2GB limitation of 32-bit Windows. This permits processing of larger price files and larger populations of strategies. To see the full list of new features and improvements in this release, please see the release notes.
6/29/11: Adaptrade Builder was discussed by Donald Pendergast in the July 2011 issue of TASC (Technical Analysis of Stocks & Commodities) magazine, where the the author used Builder to develop an intraday gold trading strategy. He showed that the strategy held up well in both out-of-sample testing and walk-forward optimization. A summary is provided here: http://www.traders.com/Documentation/FEEDbk_Docs/2011/07/Pendergast.html.
6/5/11: Adaptrade Builder was recently discussed at length in a new trading
book from Italy:
Trading System - La nuova frontiera. The author, Dr. Emilio Tomasini,
devotes an entire chapter to the use of Builder.
5/24/11: Version 220.127.116.11 of Builder released. This version is up to 25 times faster than version 1.1 and now includes memory management functions to better manage the use of large price files. See the video overview of new features in version 1.2. The release notes also describe the new features in each new version.
1/15/11: Version 1.1.1 of Adaptrade Builder for TradeStation released. This version includes several important bug fixes and additional price data formats. Please see the release notes for details.
12/20/10: A new white paper has been released discussing automatic code generation techniques for building trading strategies. Download the full paper in PDF format here.
11/11/10: Version 1.1.0 of Adaptrade Builder for TradeStation released. This version includes important new features, such as automatic out-of-sample testing and more versatile entry and exit logic. Please see the release notes for details.
3/28/10: Adaptrade Builder for TradeStation released as version 1.0.0. Visit the Builder page to learn about this breakthrough technology for automatically generating trading strategies.
10/16/09: Version 3.2 of Market System Analyzer (MSA) released. Added features include an updated user interface, new position sizing methods, additional performance metrics, and other feature improvements and bug fixes. Please see release notes for details.
8/3/08: Version 3.1 of Market System Analyzer (MSA) released. MSA 3 now includes portfolio optimization, correlation analysis, and more. Visit the MSA main page for details.
9/26/06: Version 3.0 of MSA is set to be released in the fourth quarter of 2006. Version 3 will include full portfolio analysis and optimization capabilities. The user will be able to create portfolios combining market systems of stocks and futures with position sizing set individually for each market system and optimized both individually and for the overall portfolio. Also slated for version 3 are more detailed performance analyses, including period-returns (annual, monthly, etc.) and correlation analysis. Support for non-US currency is included, and data formats are backwards compatible with versions 1 and 2. Upgrading from version 2 is free. Upgrading from version 1 to version 2 is just $50 prior to release. Please contact Adaptrade Software for the upgrade code.
10/14/05: Adaptrade Software has released Version 2.0 of Market System Analyzer (MSA). Version 2.0 of MSA includes a wide range of improvements and enhancements over version 1.0. Version 2.0 includes special features for stock traders, more position sizing methods and dependency rules, improved graphics, more flexible data importing, and much more. Click here for more information.
8/1/2005: Adaptrade Software's Market System Analyzer software was reviewed in the August 2005 issues of both Technical Analysis of Stocks & Commodities and Futures magazines. Click here to read the full review from Technical Analysis of Stocks & Commodities writer David Penn.
9/1/2004: Adaptrade Software released Market System Analyzer, a new software application designed to improve trading performance for futures and stock traders without changing the underlying trading system or method. Market System Analyzer includes a unique combination of statistical analysis techniques and money management methods designed to uncover and exploit trading patterns in an existing trading system or method. Applying these methods can generate a higher percentage of winning trades, lower drawdowns, more consistent returns, and greater profitability.
Market System Analyzer includes position sizing optimization, Monte Carlo analysis, dependency analysis, and statistical significance testing, among other tools. All available analyses can be combined, increasing the options available for improving trading results. For example, by combining Monte Carlo analysis with position sizing optimization, the user can search for the best possible position sizing solution with a stated degree of confidence.
The software works with any trading system or method and only requires a list of the profits and losses generated by the trading method. A familiar Windows interface is provided, and all features are available via simple menu commands, making the software easy to use. EasyLanguage code for TradeStation is included to make it possible for TradeStation users to generate input files for Market System Analyzer and to implement any of the available position sizing methods in their own TradeStation systems.
To learn more about Market System Analyzer, click here.
Feel free to contact Mike Bryant at Adaptrade Software for a press quote or additional information on Adaptrade Software or its products.
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