I have begun trading a new system based on an artificial intelligence algorithm at collective2.com. The system name is Artificial Intelligence 1. Here is a brief description:
- Portfolio – A basket of futures.
- Method – A proprietary use of an existing artificial intelligence algorithm.
- Risk Management – Initial and trailing stops are volatility based. A fixed percentage of the trading account is risked on each trade.
- Trading frequency – Stops will be updated weekly. The system will be recalibrated biweekly.
Unfortunately, I cannot say more about this system. I first started working on this three years ago. I spent months trying various methods to realize the vision that I had for this system. After putting it aside for a while, I resumed my research last year and developed the preliminary version of the system. The initial tests looked promising, but unfortunately, my day job interfered with my ability to work out the remaining issues. I was finally able to finish the system over the past few months.
I will expand the basket of futures soon. Calibration takes a full day running on two computers, so I can only run the system on the weekend. I will try to access another computer or two, which will allow me to add a few more futures contracts to the mix.
A note on the pricing of this system on collective2. I set the pricing high to give me time to determine if the system meets my expectations. If this occurs, I will reduce the price to a number similar to other systems on collective2. In the mean time, if you have exhausted the free trial period, please contact me via a comment (I will not post your comment to the blog) and I will extend the free period.