This collection includes 13 articles that exemplify the Active Trader Staff's development and execution of a mechanical trading system, published in Active Trader magazine between January 2009 and June 2010.

The price listed is the discounted price.

ARTICLE 1: "Developing a trading system" (Active Trader, January 2009)
Active Trader kicks off a year-long series of articles on system development by mapping out a game plan for the coming months.

ARTICLE 2: "System design, part 2: The market and the method" (Active Trader, February 2009)
In the second installment of our system-design series, we discuss the market we’ll trade and the general approach we’ll use.

ARTICLE 3: "System design, part 3: The pattern" (Active Trader, March 2009)
This installment looks at the pullback pattern we’re using to start our research and design phase.

ARTICLE 4: "System design, part 4: Developing a testing framework" (Active Trader, April 2009)
The fourth installment of our system-design series addresses the testing process and the thorny issue of optimization.

ARTICLE 5: "System design, part 5: Searching for the exit" (Active Trader, June 2009)
In the fifth installment of our system design series, we use a 10-year data period to develop the settings for our entry and exit rules.

ARTICLE 6: "System design, part 6: Adjusting to reality" (Active Trader, July 2009)
We use what we’ve learned from our initial historical tests to modify our pullback setup.

ARTICLE 7: "System design, part 7: Balancing risk and reward" (Active Trader, August 2009)
We address tough questions about risk by adding stop losses and profit targets to our basic pullback system.

ARTICLE 8: "System design, part 8: Risky business" (Active Trader, October 2009)
Profit targets, partial profits, and trailing stops: tinkering or necessary adjustments?

ARTICLE 9: "System design, part 9: Embracing the short side" (Active Trader, December 2009)
We add a short-selling component to our stock-index pullback system.

ARTICLE 10: "System design, part 10: Exploring money management" (Active Trader, March 2010)
The results of applying a fixed-percentage trade-sizing approach to the pullback system.

ARTICLE 11: "System design, part 11: A wider perspective" (Active Trader, April 2010)
We introduce an additional entry pattern and test the system on different ETFs and time periods.

ARTICLE 12: "System design, part 12: Taking another step" (Active Trader, May 2010)
The Active Trader pullback system gets tested on the most recent three years of price data. How did it perform during the financial collapse?

ARTICLE 13: "System design, part 13: Preparing to go live" (Active Trader, June 2010)
Having pondered, tested, and pondered some more, we move to the next phase of our trading system experiment — live trading.
You can buy the entire collection as a single PDF file for $31.53 -- that’s 30% off!