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立即重新平衡 (IR) (Immediate Rebalancing (IR)) - MT4/MT5资源

author emer | 45 人阅读 | 0 人评论 |
Hi everyone,

I’ve been exploring the concept of Immediate Rebalancing (IR) and wanted to share some thoughts and findings.

One of my favorite TradingView contributors, LuxAlgo, has a great video explaining the concept:
Inserted Video


I’ve coded a TradingView strategy that incorporates IR setups, filtered with SMAs and additional criterias. The results look quite promising, especially on the QQQ 1-minute chart.

Does anyone here have experience with IR setups? If so, I’d love to exchange ideas and discuss this powerful strategy further.

Cheers,

PC

P.S. Below is a snapshot of the strategy trading the QQQ 1M chart over the last 10 weeks 10.000 USD acc, with 2% risk and a 1:4 RR. Move to BE plus some profit, when 1:3. Net of commissions (IBKR). In real life trading you would have to shave off some profits due to slippage etc. Also included a trade setup short.
IR.png IR1.png
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IR.png IR1.png
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IR.png IR1.png
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