立即重新平衡 (IR) (Immediate Rebalancing (IR))

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:

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.